Side-by-side comparison

Compare investment strategies

Leveraged ETF Trading vs AutoSignals TQQQ vs SH Trend 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%

31.0%

147.3%Best

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14.3%

0.78

6.68Best

-49.5%

-0.9%Best

Each source uses its own scale

38(Heart Attack Index (Collective2))

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Inception

2022-10-17

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67%Best

40%

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)

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daily rebalancing, leveraged etfs, momentum (rsi), risk-on/risk-off, tactical allocation, trend-following

Asset classes / instruments

stocks

equities

Leaderboard views (Collective2)

old_timers

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Market-relative

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

0.06

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

0.27

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

0.12

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Returns

Annual return compounded, strategy life (hypothetical model account)

31.00%

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Annualized return since inception (Lighthorse, daily, hypothetical)

26.57%

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Return, 1 month (hypothetical model account)

3.16%

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Return, 3 months (hypothetical model account)

1.50%

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Return, 6 months (hypothetical model account)

3.48%

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

-20.79%

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

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147.30%

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

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8.62%

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

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8.61%

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

1.87

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Average position time

13,104

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Maximum daily leverage

4.35

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Number of trades

189

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Percent of trades profitable

61.70%

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Profit factor

1.42

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Win:loss ratio

1.42

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Risk metrics

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

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173.27

Maximum drawdown since inception (Lighthorse, daily, hypothetical)

-31.75%

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

-31.69%

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

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-0.85%

Maximum drawdown, strategy life (hypothetical model account)

-49.50%

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Sharpe ratio since inception (Lighthorse, daily, hypothetical)

0.66

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

-0.47

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

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6.68

Sharpe ratio, strategy life (hypothetical model account)

0.78

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

-0.62

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Sortino ratio, strategy life (hypothetical model account)

1.03

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

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14.34%

Volatility since inception (Lighthorse, daily, hypothetical)

39.08%

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

39.36%

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Risk score

Heart Attack Index (Collective2)

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Construction

Rebalance frequency

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daily

Identity

Strategy age

1,456

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Cost & access

Subscription price per month

$75

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Suggested minimum capital

$15k

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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