Side-by-side comparison

Compare investment strategies

FXFMKM Forex Strategy 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.

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0.0%

-0.7%

29.5%Best

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9.1%

-0.09

2.93Best

-27.5%

-2.6%Best

Inception

2022-09-14

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

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)

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

-0.13

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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)

-0.70%

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Annualized return since inception (Lighthorse, daily, hypothetical)

-0.60%

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

-0.84%

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

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29.50%

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

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6.13%

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

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3.58%

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

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0.00%

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

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0.00%

Trading activity

Average leverage

1.88

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Maximum daily leverage

6.03

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Number of trades

1,572

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Percent of trades profitable

53.31%

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Profit factor

1.10

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Risk metrics

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

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11.18

Maximum drawdown since inception (Lighthorse, daily, hypothetical)

-26.94%

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

-8.65%

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

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-2.64%

Maximum drawdown, strategy life (hypothetical model account)

-27.50%

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Sharpe ratio since inception (Lighthorse, daily, hypothetical)

-0.23

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

-0.44

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

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2.93

Sharpe ratio, strategy life (hypothetical model account)

-0.09

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

-0.82

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Sortino ratio, strategy life (hypothetical model account)

-0.14

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

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9.11%

Volatility since inception (Lighthorse, daily, hypothetical)

16.38%

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

9.32%

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Construction

Rebalance frequency

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daily

Identity

Strategy age

1,486

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Cost & access

Subscription price per month

$125

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Suggested minimum capital

$50k

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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