Side-by-side comparison

Compare investment strategies

FWDI Dip-Buy Switch with T-Bill Default vs FTSE Tech Entry 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.

0.0%

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67.4%Best

38.0%

45.4%

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1.36Best

1.23

-23.6%Best

-36.0%

Each source uses its own scale

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14(Heart Attack Index (Collective2))

Inception

2024-06-10

2024-02-08

Holdings

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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.

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

No published history to chart: FWDI Dip-Buy Switch with T-Bill Default.

Every published figureShow 73 attributes

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

Classification

AI categories (Composer)

cash vs equity, daily rebalancing, international equity, mean reversion, risk management, tactical

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Asset classes / instruments

equities

futures

Leaderboard views (Collective2)

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popular

Market-relative

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

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0.07

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

0.48

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

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0.32

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

0.93

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

0.26

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

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0.21

Returns

Annual return compounded, strategy life (hypothetical model account)

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38.00%

Annualized return since inception (Lighthorse, daily, hypothetical)

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36.73%

Backtest length

4,878

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Out-of-sample length

228

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Return, 1 month (hypothetical model account)

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6.70%

Return, 3 months (hypothetical model account)

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7.71%

Return, 6 months (hypothetical model account)

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10.14%

Return, backtest period (annualized) (backtest)

55.38%

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Return, backtest period (cumulative) (backtest)

508k%

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

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39.61%

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

67.40%

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

57.76%

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

0.01%

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

-2.27%

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

3.74%

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Return, trailing 1 year (backtest)

39.23%

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

0.00%

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

0.80%

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

52.08%

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SPY annualized return over the backtest window (backtest)

10.68%

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Trading activity

Annualized turnover, backtest period (backtest)

73.25

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

114.95

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Average leverage

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2.90

Average position time

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8,538

Daily win rate, backtest period (backtest)

40.77%

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

52.19%

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Maximum daily leverage

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4.38

Number of trades

—

Percent of trades profitable

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81.48%

Profit factor

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2.97

Win:loss ratio

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2.97

Backtest

Backtest final value (from $10,000)

$50.8M

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Backtest regulatory fees

$250k

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Backtest slippage cost

$2.3M

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Risk metrics

Calmar ratio, backtest period (backtest)

1.21

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

2.86

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Maximum drawdown since inception (Lighthorse, daily, hypothetical)

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-32.27%

Maximum drawdown, backtest period (backtest)

-45.61%

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

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-16.60%

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

-23.55%

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Maximum drawdown, strategy life (hypothetical model account)

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-36.00%

Sharpe ratio since inception (Lighthorse, daily, hypothetical)

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1.11

Sharpe ratio, backtest period (backtest)

1.03

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

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1.17

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

1.36

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Sharpe ratio, strategy life (hypothetical model account)

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1.23

Sortino ratio, backtest period (backtest)

2.99

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

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1.86

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

2.57

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Sortino ratio, strategy life (hypothetical model account)

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1.67

Standard deviation, backtest period (backtest)

52.53%

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

45.35%

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Volatility since inception (Lighthorse, daily, hypothetical)

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26.79%

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

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27.48%

Quality

Community review status

ACTIVE

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Holdings

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

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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

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Identity

Strategy age

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977

Cost & access

Subscription price per month

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$150

Suggested minimum capital

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$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