Side-by-side comparison

Compare investment strategies

FTSE Tech Entry Futures Strategy vs KMLM Switcher with Managed Futures, Shorts and Hedges

At a glance

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

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

—

0.0%

38.0%

265.3%Best

—

64.9%

1.23

2.34Best

-36.0%

-23.2%Best

Each source uses its own scale

14(Heart Attack Index (Collective2))

—

Inception

2024-02-08

2024-07-22

Holdings

—

67%Best

60%

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.

FTSE Tech Entry Futures StrategyHypoup 134.4%
S&P 500 ETFup 51.5%

No published history to chart: KMLM Switcher with Managed Futures, Shorts and Hedges.

Every published figureShow 74 attributes

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

Classification

AI categories (Composer)

—

inverse etfs, leveraged etfs, managed futures, momentum, risk-on/off switching, tactical rotation, trend-following, volatility hedging

Asset classes / instruments

futures

equities

Leaderboard views (Collective2)

popular

—

Market-relative

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

0.07

—

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

—

1.36

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

0.32

—

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

—

0.71

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

—

0.15

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

0.21

—

Returns

Annual return compounded, strategy life (hypothetical model account)

38.00%

—

Annualized return since inception (Lighthorse, daily, hypothetical)

36.73%

—

Backtest length

—

1,126

Out-of-sample length

—

158

Return, 1 month (hypothetical model account)

6.70%

—

Return, 3 months (hypothetical model account)

7.71%

—

Return, 6 months (hypothetical model account)

10.14%

—

Return, backtest period (annualized) (backtest)

—

496.17%

Return, backtest period (cumulative) (backtest)

—

293k%

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

39.61%

—

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

—

265.30%

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

—

126.47%

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

—

-8.76%

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

—

-2.09%

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

—

-11.59%

Return, trailing 1 year (backtest)

—

78.12%

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

—

0.00%

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

—

-8.66%

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

—

11.07%

SPY annualized return over the backtest window (backtest)

—

14.96%

Trading activity

Annualized turnover, backtest period (backtest)

—

98.47

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

—

98.89

Average leverage

2.90

—

Average position time

8,538

—

Daily win rate, backtest period (backtest)

—

57.02%

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

—

52.53%

Maximum daily leverage

4.38

—

Number of trades

—

Percent of trades profitable

81.48%

—

Profit factor

2.97

—

Win:loss ratio

2.97

—

Backtest

Backtest final value (from $10,000)

—

$29.4M

Backtest regulatory fees

—

$66k

Backtest slippage cost

—

$613k

Risk metrics

Calmar ratio, backtest period (backtest)

—

13.32

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

—

11.45

Maximum drawdown since inception (Lighthorse, daily, hypothetical)

-32.27%

—

Maximum drawdown, backtest period (backtest)

—

-37.25%

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

-16.60%

—

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

—

-23.18%

Maximum drawdown, strategy life (hypothetical model account)

-36.00%

—

Sharpe ratio since inception (Lighthorse, daily, hypothetical)

1.11

—

Sharpe ratio, backtest period (backtest)

—

2.83

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

1.17

—

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

—

2.34

Sharpe ratio, strategy life (hypothetical model account)

1.23

—

Sortino ratio, backtest period (backtest)

—

5.11

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

1.86

—

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

—

3.65

Sortino ratio, strategy life (hypothetical model account)

1.67

—

Standard deviation, backtest period (backtest)

—

72.21%

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

—

64.90%

Volatility since inception (Lighthorse, daily, hypothetical)

26.79%

—

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

27.48%

—

Quality

Community review status

—

ACTIVE

Holdings

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

—

Risk score

Heart Attack Index (Collective2)

—

Construction

Logic complexity (node count)

—

6,431

Rebalance corridor width

—

10.00%

Rebalance frequency

—

none

Popularity

Remixes (copies)

—

234

Watchers

—

111

Identity

Strategy age

977

—

Cost & access

Subscription price per month

$150

—

Suggested minimum capital

$50k

—

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