Side-by-side comparison

Compare investment strategies

Five-ETF Sector Mean Reversion vs ZL10 Bollinger Band Futures Strategy

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.

14.4%

—

15.1%

32.6%Best

5.7%

—

2.50

3.08Best

-3.0%Best

-21.7%

Each source uses its own scale

—

4(Heart Attack Index (Collective2))

Inception

—

2026-07-23

40%

56%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.

ZL10 Bollinger Band Futures StrategyHypoup 24.9%
S&P 500 ETFup 3.3%

No published history to chart: Five-ETF Sector Mean Reversion.

Every published figureShow 30 attributes

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

Market-relative

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

—

0.32

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

—

0.21

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

—

0.06

Returns

Annual return compounded, strategy life (hypothetical model account)

—

32.60%

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

15.11%

—

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

15.17%

—

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

4.37%

—

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

14.41%

—

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

4.37%

—

Classification

Asset classes / instruments

equities

futures

Leaderboard views (Collective2)

—

tos

Trading activity

Average leverage

—

12.84

Average position time

—

127

Maximum daily leverage

—

15.12

Number of trades

—

Percent of trades profitable

—

57.32%

Profit factor

—

1.34

Win:loss ratio

—

1.34

Risk metrics

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

4.97

—

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

-3.04%

—

Maximum drawdown, strategy life (hypothetical model account)

—

-21.70%

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

2.50

—

Sharpe ratio, strategy life (hypothetical model account)

—

3.08

Sortino ratio, strategy life (hypothetical model account)

—

4.45

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

5.71%

—

Risk score

Heart Attack Index (Collective2)

—

Construction

Rebalance frequency

daily

—

Identity

Strategy age

—

Cost & access

Subscription price per month

—

$200

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