Side-by-side comparison

Compare investment strategies

Global Small-Value Stocks, 200-Day SPY Treasury Switch 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.

14.0%

—

21.3%

38.0%Best

12.1%

—

1.65Best

1.23

-8.7%Best

-36.0%

Each source uses its own scale

—

14(Heart Attack Index (Collective2))

Inception

—

2024-02-08

40%

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: Global Small-Value Stocks, 200-Day SPY Treasury Switch.

Every published figureShow 43 attributes

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

Classification

AI categories (Composer)

global stocks, risk on/off, small-cap value tilt, tactical asset allocation, treasuries hedge, trend-following

—

Asset classes / instruments

equities

futures

Leaderboard views (Collective2)

—

popular

Market-relative

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

—

0.07

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

—

0.32

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

—

0.21

Returns

Annual return compounded, strategy life (hypothetical model account)

—

38.00%

Annualized return since inception (Lighthorse, daily, hypothetical)

—

36.73%

Return, 1 month (hypothetical model account)

—

6.70%

Return, 3 months (hypothetical model account)

—

7.71%

Return, 6 months (hypothetical model account)

—

10.14%

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

—

39.61%

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

21.26%

—

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

31.81%

—

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

-0.91%

—

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

14.01%

—

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

1.41%

—

Trading activity

Average leverage

—

2.90

Average position time

—

8,538

Maximum daily leverage

—

4.38

Number of trades

—

Percent of trades profitable

—

81.48%

Profit factor

—

2.97

Win:loss ratio

—

2.97

Risk metrics

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

2.43

—

Maximum drawdown since inception (Lighthorse, daily, hypothetical)

—

-32.27%

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

—

-16.60%

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

-8.75%

—

Maximum drawdown, strategy life (hypothetical model account)

—

-36.00%

Sharpe ratio since inception (Lighthorse, daily, hypothetical)

—

1.11

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

—

1.17

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

1.65

—

Sharpe ratio, strategy life (hypothetical model account)

—

1.23

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

—

1.86

Sortino ratio, strategy life (hypothetical model account)

—

1.67

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

12.15%

—

Volatility since inception (Lighthorse, daily, hypothetical)

—

26.79%

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

—

27.48%

Risk score

Heart Attack Index (Collective2)

—

Construction

Rebalance frequency

daily

—

Identity

Strategy age

—

977

Cost & access

Subscription price per month

—

$150

Suggested minimum capital

—

$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