Side-by-side comparison

Compare investment strategies

FX Long/Short Basket with Mean Reversion Harvesting vs Static Low-Vol Stocks with Gold, Yen and Inverse 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.

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0.0%

14.8%Best

14.7%

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5.3%

0.88

2.61Best

-23.8%

-2.4%Best

Each source uses its own scale

11(Heart Attack Index (Collective2))

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Inception

2021-04-01

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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: Static Low-Vol Stocks with Gold, Yen and Inverse Hedges.

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)

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currency hedges, daily rebalance, defensive quality, global, hedged equity, inverse/leveraged etfs, low-volatility, multi-asset, static allocation

Asset classes / instruments

forex

equities

Leaderboard views (Collective2)

old_timers, popular, tos

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Style chips (Collective2)

Currencies

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Market-relative

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

0.04

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

-0.07

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

-0.10

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Returns

Annual return compounded, strategy life (hypothetical model account)

14.80%

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Annualized return since inception (Lighthorse, daily, hypothetical)

15.40%

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Return, 1 month (hypothetical model account)

2.01%

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Return, 3 months (hypothetical model account)

2.51%

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Return, 6 months (hypothetical model account)

6.97%

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

10.22%

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

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14.70%

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

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10.60%

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

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2.14%

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

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0.00%

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

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3.73%

Trading activity

Average leverage

2.11

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Average position time

56,008

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Maximum daily leverage

8.85

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Number of trades

274

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Percent of trades profitable

76.64%

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Profit factor

2.52

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Win:loss ratio

2.52

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Quality

Badges (Collective2)

Trades Own Strategy

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Risk metrics

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

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6.03

Calmar ratio, strategy life (hypothetical model account)

1.40

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Maximum drawdown since inception (Lighthorse, daily, hypothetical)

-13.21%

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

-10.06%

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

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-2.44%

Maximum drawdown, strategy life (hypothetical model account)

-23.80%

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Sharpe ratio since inception (Lighthorse, daily, hypothetical)

0.78

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

0.41

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

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2.61

Sharpe ratio, strategy life (hypothetical model account)

0.88

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

0.62

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Sortino ratio, strategy life (hypothetical model account)

1.43

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

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5.33%

Volatility since inception (Lighthorse, daily, hypothetical)

14.80%

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

17.96%

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Risk score

Heart Attack Index (Collective2)

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Construction

Rebalance frequency

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daily

Identity

Strategy age

2,020

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Cost & access

Subscription price per month

$50

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Suggested minimum capital

$100k

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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