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Five Mega-Cap Tech Stocks Inverse-Volatility Weighted vs NQ Alpha Engine Nasdaq Futures

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.

19.8%

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32.4%

112.0%Best

24.6%

—

1.27

2.87Best

-18.2%

-13.5%Best

Each source uses its own scale

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2(Heart Attack Index (Collective2))

Inception

2025-03-02

2026-03-09

Holdings

—

60%Best

56%

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.

NQ Alpha Engine Nasdaq FuturesHypoup 93.1%
S&P 500 ETFup 15.2%

No published history to chart: Five Mega-Cap Tech Stocks Inverse-Volatility Weighted.

Every published figureShow 64 attributes

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

Classification

AI categories (Composer)

daily rebalancing, equities, inverse-vol weighting, large-cap tech, volatility targeting

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Asset classes / instruments

equities

futures

Leaderboard views (Collective2)

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tos

Market-relative

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

—

0.36

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

0.07

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

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-0.01

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

1.21

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

0.84

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

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-0.00

Returns

Annual return compounded, strategy life (hypothetical model account)

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112.00%

Backtest length

4,071

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Out-of-sample length

410

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Return, 1 month (hypothetical model account)

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0.74%

Return, 3 months (hypothetical model account)

—

4.96%

Return, 6 months (hypothetical model account)

—

36.71%

Return, backtest period (annualized) (backtest)

29.40%

—

Return, backtest period (cumulative) (backtest)

6338%

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

32.42%

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

57.04%

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

-1.49%

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

6.55%

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

-0.76%

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Return, trailing 1 year (backtest)

18.55%

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

19.79%

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

1.53%

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

11.43%

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SPY annualized return over the backtest window (backtest)

14.83%

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Trading activity

Annualized turnover, backtest period (backtest)

3.09

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

3.34

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Average leverage

—

3.64

Average position time

—

215

Daily win rate, backtest period (backtest)

55.71%

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

53.17%

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Maximum daily leverage

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10.82

Number of trades

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324

Percent of trades profitable

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58.26%

Profit factor

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1.62

Win:loss ratio

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1.62

Backtest

Backtest final value (from $10,000)

$644k

—

Backtest regulatory fees

$299

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Backtest slippage cost

$1,864

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Risk metrics

Calmar ratio, backtest period (backtest)

0.67

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

1.78

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Maximum drawdown, backtest period (backtest)

-44.09%

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

-18.20%

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Maximum drawdown, strategy life (hypothetical model account)

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-13.50%

Sharpe ratio, backtest period (backtest)

1.20

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

1.27

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Sharpe ratio, strategy life (hypothetical model account)

—

2.87

Sortino ratio, backtest period (backtest)

1.76

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

1.93

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Sortino ratio, strategy life (hypothetical model account)

—

7.48

Standard deviation, backtest period (backtest)

23.87%

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

24.62%

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Quality

Community review status

ACTIVE

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Holdings

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

0.22

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Risk score

Heart Attack Index (Collective2)

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Construction

Logic complexity (node count)

—

Rebalance frequency

daily

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Popularity

Remixes (copies)

—

Watchers

—

Identity

Strategy age

—

217

Cost & access

Subscription price per month

—

$20

Suggested minimum capital

—

$25k

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