Side-by-side comparison

Compare investment strategies

Index Mean Reversion Stock Strategy vs Macro-Filtered Short-Term Momentum with Mean Reversion

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%

29.1%

76.5%Best

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6.7%

2.41

9.00Best

-8.3%

-0.4%Best

Each source uses its own scale

2(Heart Attack Index (Collective2))

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Inception

2026-07-28

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70%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.

Index Mean Reversion Stock StrategyHypodown -2.0%
S&P 500 ETFup 2.2%

No published history to chart: Macro-Filtered Short-Term Momentum with Mean Reversion.

Every published figureShow 31 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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daily rebalance, long/short, macro regime rotation, momentum + mean reversion, multi-asset, risk-managed, tactical etf, volatility hedging

Asset classes / instruments

stocks

equities

Leaderboard views (Collective2)

tos

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Market-relative

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

0.20

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

1.68

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

0.42

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Returns

Annual return compounded, strategy life (hypothetical model account)

29.10%

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

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76.55%

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

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3.91%

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

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0.00%

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

2.17

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Average position time

7,280

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Maximum daily leverage

6.53

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Number of trades

—

Percent of trades profitable

51.72%

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Profit factor

26.60

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Win:loss ratio

26.60

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Risk metrics

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

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180.23

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

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-0.42%

Maximum drawdown, strategy life (hypothetical model account)

-8.30%

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

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9.00

Sharpe ratio, strategy life (hypothetical model account)

2.41

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Sortino ratio, strategy life (hypothetical model account)

5.78

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

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6.75%

Risk score

Heart Attack Index (Collective2)

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Construction

Rebalance frequency

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daily

Identity

Strategy age

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Cost & access

Subscription price per month

$79

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Suggested minimum capital

$260k

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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