Side-by-side comparison

Compare investment strategies

Latin America vs Asia-Pacific Momentum 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.

31.9%

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21.4%

38.0%Best

20.9%

—

1.03

1.23Best

-15.1%Best

-36.0%

Each source uses its own scale

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14(Heart Attack Index (Collective2))

Inception

2024-10-16

2024-02-08

Holdings

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60%

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: Latin America vs Asia-Pacific Momentum Switch.

Every published figureShow 73 attributes

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

Classification

AI categories (Composer)

asia-pacific, daily rebalance, equities, etfs, latin america, momentum, regional rotation, relative strength

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Asset classes / instruments

equities

futures

Leaderboard views (Collective2)

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popular

Market-relative

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

—

0.07

Alpha vs SPY, out-of-sample (out-of-sample)

0.08

—

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

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0.32

Beta vs SPY, out-of-sample (out-of-sample)

0.75

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Correlation (R) vs SPY, out-of-sample (out-of-sample)

0.60

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

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0.21

Returns

Annual return compounded, strategy life (hypothetical model account)

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38.00%

Annualized return since inception (Lighthorse, daily, hypothetical)

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36.73%

Backtest length

3,076

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Out-of-sample length

499

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Return, 1 month (hypothetical model account)

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6.70%

Return, 3 months (hypothetical model account)

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7.71%

Return, 6 months (hypothetical model account)

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10.14%

Return, backtest period (annualized) (backtest)

9.51%

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Return, backtest period (cumulative) (backtest)

203.32%

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

—

39.61%

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

21.40%

—

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

46.24%

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

0.78%

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

5.38%

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

-1.88%

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Return, trailing 1 year (backtest)

26.72%

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

31.91%

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Return, trailing 2 weeks (out-of-sample)

-0.98%

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

4.80%

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SPY annualized return over the backtest window (backtest)

13.62%

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Trading activity

Annualized turnover, backtest period (backtest)

18.19

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Annualized turnover, out-of-sample period (out-of-sample)

24.75

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Average leverage

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2.90

Average position time

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8,538

Daily win rate, backtest period (backtest)

52.70%

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Daily win rate, out-of-sample period (out-of-sample)

54.11%

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Maximum daily leverage

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4.38

Number of trades

—

Percent of trades profitable

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81.48%

Profit factor

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2.97

Win:loss ratio

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2.97

Backtest

Backtest final value (from $10,000)

$30k

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Backtest regulatory fees

$97

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Backtest slippage cost

$692

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Risk metrics

Calmar ratio, backtest period (backtest)

0.26

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

1.42

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Maximum drawdown since inception (Lighthorse, daily, hypothetical)

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-32.27%

Maximum drawdown, backtest period (backtest)

-37.12%

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

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-16.60%

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

-15.05%

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Maximum drawdown, strategy life (hypothetical model account)

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-36.00%

Sharpe ratio since inception (Lighthorse, daily, hypothetical)

—

1.11

Sharpe ratio, backtest period (backtest)

0.53

—

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

—

1.17

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

1.03

—

Sharpe ratio, strategy life (hypothetical model account)

—

1.23

Sortino ratio, backtest period (backtest)

0.75

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

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1.86

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

1.49

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Sortino ratio, strategy life (hypothetical model account)

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1.67

Standard deviation, backtest period (backtest)

21.72%

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

20.89%

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Volatility since inception (Lighthorse, daily, hypothetical)

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26.79%

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

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27.48%

Quality

Community review status

ACTIVE

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Holdings

Concentration (Herfindahl index, out-of-sample, as Composer reports it)

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Risk score

Heart Attack Index (Collective2)

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Construction

Logic complexity (node count)

—

Rebalance frequency

daily

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Popularity

Remixes (copies)

—

Watchers

—

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