Side-by-side comparison

Compare investment strategies

FX Long/Short Basket with Mean Reversion Harvesting vs Bond-Led Risk-On/Off/Hedged Multi-Asset Switch

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%

14.8%

29.5%Best

—

9.1%

0.88

2.93Best

-23.8%

-2.6%Best

Each source uses its own scale

11(Heart Attack Index (Collective2))

—

Inception

2021-04-01

—

67%Best

40%

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.

FX Long/Short Basket with Mean Reversion HarvestingHypoup 28.7%
S&P 500 ETFup 79.9%

No published history to chart: Bond-Led Risk-On/Off/Hedged Multi-Asset Switch.

Every published figureShow 46 attributes

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

Classification

AI categories (Composer)

—

bond-led macro, daily rebalanced, leveraged/inverse etfs, regime switching, tactical asset allocation, volatility hedging

Asset classes / instruments

forex

equities

Leaderboard views (Collective2)

old_timers, popular, tos

—

Style chips (Collective2)

Currencies

—

Market-relative

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

0.04

—

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

-0.07

—

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

-0.10

—

Returns

Annual return compounded, strategy life (hypothetical model account)

14.80%

—

Annualized return since inception (Lighthorse, daily, hypothetical)

15.40%

—

Return, 1 month (hypothetical model account)

2.01%

—

Return, 3 months (hypothetical model account)

2.51%

—

Return, 6 months (hypothetical model account)

6.97%

—

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

10.22%

—

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

—

29.50%

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

—

6.13%

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

—

3.58%

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

—

0.00%

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

—

0.00%

Trading activity

Average leverage

2.11

—

Average position time

56,008

—

Maximum daily leverage

8.85

—

Number of trades

274

—

Percent of trades profitable

76.64%

—

Profit factor

2.52

—

Win:loss ratio

2.52

—

Quality

Badges (Collective2)

Trades Own Strategy

—

Risk metrics

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

—

11.18

Calmar ratio, strategy life (hypothetical model account)

1.40

—

Maximum drawdown since inception (Lighthorse, daily, hypothetical)

-13.21%

—

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

-10.06%

—

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

—

-2.64%

Maximum drawdown, strategy life (hypothetical model account)

-23.80%

—

Sharpe ratio since inception (Lighthorse, daily, hypothetical)

0.78

—

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

0.41

—

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

—

2.93

Sharpe ratio, strategy life (hypothetical model account)

0.88

—

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

0.62

—

Sortino ratio, strategy life (hypothetical model account)

1.43

—

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

—

9.11%

Volatility since inception (Lighthorse, daily, hypothetical)

14.80%

—

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

17.96%

—

Risk score

Heart Attack Index (Collective2)

—

Construction

Rebalance frequency

—

daily

Identity

Strategy age

2,020

—

Cost & access

Subscription price per month

$50

—

Suggested minimum capital

$100k

—

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