Side-by-side comparison

Compare investment strategies

Factor Alpha: S&P Growth Trend or Top Monthly Factor ETFs vs Russell Income Stocks with Options

At a glance

The headline numbers each source publishes, lined up. Hover a number for its exact definition.

These strategies report performance on different (OOS, Hypo). Live and composite results come from real accounts; out-of-sample, hypothetical and model results don't. Compare return and risk with care.

13.8%

—

22.5%Best

11.9%

17.1%

—

1.28Best

0.37

-18.8%Best

-34.8%

Inception

2023-08-13

2025-01-23

Holdings

—

60%

67%Best

Growth of $10,000

Each line starts at $10,000 on the first date all of them share, using the strategy's own published history. Bases are labelled and never mixed within a line.

Russell Income Stocks with OptionsHypoup 20.1%
S&P 500 ETFup 25.5%

No published history to chart: Factor Alpha: S&P Growth Trend or Top Monthly Factor ETFs.

Every published figureShow 67 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

factor rotation, growth tilt, low volatility, momentum, monthly rebalance, quality, small-cap, trend-following, us equities, value

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Asset classes / instruments

equities

stocks, options

Leaderboard views (Collective2)

—

new_highs

Market-relative

Alpha vs S&P 500, strategy life (hypothetical model account)

—

0.03

Alpha vs SPY, out-of-sample (out-of-sample)

-0.00

—

Beta vs S&P 500, strategy life (hypothetical model account)

—

-0.01

Beta vs SPY, out-of-sample (out-of-sample)

1.03

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Correlation (R) vs SPY, out-of-sample (out-of-sample)

0.92

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Correlation to S&P 500, strategy life (hypothetical model account)

—

-0.01

Returns

Annual return compounded, strategy life (hypothetical model account)

—

11.90%

Annualized return since inception (Lighthorse, daily, hypothetical)

—

11.16%

Backtest length

3,306

—

Out-of-sample length

986

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Return, backtest period (annualized) (backtest)

16.13%

—

Return, backtest period (cumulative) (backtest)

611.46%

—

Return, last 365 days (Lighthorse, daily, hypothetical)

—

4.40%

Return, out-of-sample period (annualized) (out-of-sample)

22.53%

—

Return, out-of-sample period (cumulative) (out-of-sample)

121.62%

—

Return, trailing 1 day (out-of-sample)

0.80%

—

Return, trailing 1 month (out-of-sample)

4.34%

—

Return, trailing 1 week (out-of-sample)

0.92%

—

Return, trailing 1 year (backtest)

13.85%

—

Return, trailing 1 year (out-of-sample)

13.85%

—

Return, trailing 2 weeks (out-of-sample)

1.37%

—

Return, trailing 3 months (out-of-sample)

5.52%

—

SPY annualized return over the backtest window (backtest)

14.44%

—

Trading activity

Annualized turnover, backtest period (backtest)

2.57

—

Annualized turnover, out-of-sample period (out-of-sample)

2.63

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Average leverage

—

1.81

Daily win rate, backtest period (backtest)

55.38%

—

Daily win rate, out-of-sample period (out-of-sample)

55.27%

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Maximum daily leverage

—

4.91

Number of trades

—

Percent of trades profitable

—

90.41%

Profit factor

—

1.60

Backtest

Backtest final value (from $10,000)

$71k

—

Backtest regulatory fees

$23

—

Backtest slippage cost

$187

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Risk metrics

Calmar ratio, backtest period (backtest)

0.47

—

Calmar ratio, out-of-sample period (out-of-sample)

1.20

—

Maximum drawdown since inception (Lighthorse, daily, hypothetical)

—

-34.79%

Maximum drawdown, backtest period (backtest)

-34.32%

—

Maximum drawdown, last 365 days (Lighthorse, daily, hypothetical)

—

-11.20%

Maximum drawdown, out-of-sample period (out-of-sample)

-18.84%

—

Maximum drawdown, strategy life (hypothetical model account)

—

-34.79%

Sharpe ratio since inception (Lighthorse, daily, hypothetical)

—

0.37

Sharpe ratio, backtest period (backtest)

0.92

—

Sharpe ratio, last 365 days (Lighthorse, daily, hypothetical)

—

0.12

Sharpe ratio, out-of-sample period (out-of-sample)

1.28

—

Sharpe ratio, strategy life (hypothetical model account)

—

0.37

Sortino ratio, backtest period (backtest)

1.30

—

Sortino ratio, last 365 days (Lighthorse, daily, hypothetical)

—

0.17

Sortino ratio, out-of-sample period (out-of-sample)

1.87

—

Sortino ratio, strategy life (hypothetical model account)

—

0.51

Standard deviation, backtest period (backtest)

18.00%

—

Standard deviation, out-of-sample period (out-of-sample)

17.06%

—

Volatility since inception (Lighthorse, daily, hypothetical)

—

28.15%

Volatility, last 365 days (Lighthorse, daily, hypothetical)

—

18.95%

Quality

Community review status

ACTIVE

—

Holdings

Concentration (Herfindahl index, out-of-sample, as Composer reports it)

0.89

—

Construction

Logic complexity (node count)

—

Rebalance frequency

monthly

—

Popularity

Remixes (copies)

—

Watchers

—

Identity

Strategy age

—

635

Cost & access

Subscription price per month

—

$79

Suggested minimum capital

—

$35k

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources