Side-by-side comparison

Compare investment strategies

FXFMKH Forex Strategy 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%

1.0%

14.7%Best

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5.3%

0.07

2.61Best

-46.7%

-2.4%Best

Inception

2022-09-01

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67%Best

40%

Every published figureShow 37 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)

new_highs

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Market-relative

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

0.01

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

-0.21

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

-0.14

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Returns

Annual return compounded, strategy life (hypothetical model account)

1.00%

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Annualized return since inception (Lighthorse, daily, hypothetical)

1.12%

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

-5.19%

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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

3.44

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Maximum daily leverage

18.50

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Number of trades

1,612

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Percent of trades profitable

54.53%

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Profit factor

1.20

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Risk metrics

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

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6.03

Maximum drawdown since inception (Lighthorse, daily, hypothetical)

-46.14%

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

-21.81%

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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)

-46.70%

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Sharpe ratio since inception (Lighthorse, daily, hypothetical)

0.01

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

-0.36

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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)

0.07

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

-0.68

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Sortino ratio, strategy life (hypothetical model account)

0.11

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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)

27.10%

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

19.48%

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Construction

Rebalance frequency

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daily

Identity

Strategy age

1,499

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Cost & access

Subscription price per month

$125

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Suggested minimum capital

$30k

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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