Side-by-side comparison

Compare investment strategies

KMLM Signal for SPY or US Dollar vs Tripping Billies Horizon Futures and Forex

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.

0.0%

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10.0%Best

9.5%

5.1%

—

1.94

2.75Best

-2.1%Best

-4.3%

Each source uses its own scale

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1(Heart Attack Index (Collective2))

Inception

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2026-07-05

40%

56%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.

Tripping Billies Horizon Futures and ForexHypoup 6.1%
S&P 500 ETFup 1.1%

No published history to chart: KMLM Signal for SPY or US Dollar.

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)

daily rebalance, moving-average signal, regime-switching, spy vs usdu, trend proxy (kmlm)

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Asset classes / instruments

equities

futures, forex

Leaderboard views (Collective2)

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tos

Market-relative

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

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0.08

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

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-0.20

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

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-0.22

Returns

Annual return compounded, strategy life (hypothetical model account)

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9.50%

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

10.05%

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

1.57%

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

3.80%

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

0.00%

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

0.00%

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Trading activity

Average leverage

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2.16

Average position time

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11,742

Maximum daily leverage

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5.38

Number of trades

—

Percent of trades profitable

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66.67%

Profit factor

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3.84

Win:loss ratio

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3.84

Risk metrics

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

4.68

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

-2.15%

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Maximum drawdown, strategy life (hypothetical model account)

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-4.30%

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

1.94

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Sharpe ratio, strategy life (hypothetical model account)

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2.75

Sortino ratio, strategy life (hypothetical model account)

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4.23

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

5.14%

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Risk score

Heart Attack Index (Collective2)

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Construction

Rebalance frequency

daily

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Identity

Strategy age

—

Cost & access

Subscription price per month

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$89

Suggested minimum capital

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$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