Side-by-side comparison

Compare investment strategies

Leveraged ETF Trading vs Domestic Leveraged Sector Trend Rotation

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.

—

0.0%

31.0%

67.1%Best

—

11.6%

0.78

4.69Best

-49.5%

-1.3%Best

Each source uses its own scale

38(Heart Attack Index (Collective2))

—

Inception

2022-10-17

—

67%Best

40%

Every published figureShow 44 attributes

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

Classification

AI categories (Composer)

—

crypto proxy, leveraged etfs, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

stocks

equities

Leaderboard views (Collective2)

old_timers

—

Market-relative

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

0.06

—

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

0.27

—

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

0.12

—

Returns

Annual return compounded, strategy life (hypothetical model account)

31.00%

—

Annualized return since inception (Lighthorse, daily, hypothetical)

26.57%

—

Return, 1 month (hypothetical model account)

3.16%

—

Return, 3 months (hypothetical model account)

1.50%

—

Return, 6 months (hypothetical model account)

3.48%

—

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

-20.79%

—

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

—

67.14%

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

—

4.80%

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

—

4.80%

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

—

0.00%

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

—

0.00%

Trading activity

Average leverage

1.87

—

Average position time

13,104

—

Maximum daily leverage

4.35

—

Number of trades

189

—

Percent of trades profitable

61.70%

—

Profit factor

1.42

—

Win:loss ratio

1.42

—

Risk metrics

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

—

53.07

Maximum drawdown since inception (Lighthorse, daily, hypothetical)

-31.75%

—

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

-31.69%

—

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

—

-1.27%

Maximum drawdown, strategy life (hypothetical model account)

-49.50%

—

Sharpe ratio since inception (Lighthorse, daily, hypothetical)

0.66

—

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

-0.47

—

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

—

4.69

Sharpe ratio, strategy life (hypothetical model account)

0.78

—

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

-0.62

—

Sortino ratio, strategy life (hypothetical model account)

1.03

—

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

—

11.60%

Volatility since inception (Lighthorse, daily, hypothetical)

39.08%

—

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

39.36%

—

Risk score

Heart Attack Index (Collective2)

—

Construction

Rebalance corridor width

—

1.00%

Rebalance frequency

—

none

Identity

Strategy age

1,456

—

Cost & access

Subscription price per month

$75

—

Suggested minimum capital

$15k

—

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