Side-by-side comparison

Compare investment strategies

Lilly vs Novo GLP-1 Low-Volatility Pick with Cash vs Solid Companies Quality Stock Portfolio

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.

42.5%

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34.8%

42.9%Best

38.3%

—

0.97

1.06Best

-24.1%Best

-34.8%

Each source uses its own scale

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18(Heart Attack Index (Collective2))

Inception

2024-09-19

2024-06-02

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.

Solid Companies Quality Stock PortfolioHypoup 135.2%
S&P 500 ETFup 45.7%

No published history to chart: Lilly vs Novo GLP-1 Low-Volatility Pick with Cash.

Every published figureShow 74 attributes

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

Classification

AI categories (Composer)

cash overlay, concentrated, equities, glp-1 theme, healthcare, low-volatility, pharmaceuticals

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Asset classes / instruments

equities

stocks

Leaderboard views (Collective2)

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ira_account, popular

Market-relative

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

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0.06

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

0.27

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

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0.85

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

0.57

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

0.24

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

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0.43

Returns

Annual return compounded, strategy life (hypothetical model account)

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42.90%

Annualized return since inception (Lighthorse, daily, hypothetical)

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44.07%

Backtest length

8,227

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Out-of-sample length

515

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Return, 1 month (hypothetical model account)

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0.53%

Return, 3 months (hypothetical model account)

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5.72%

Return, 6 months (hypothetical model account)

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9.70%

Return, backtest period (annualized) (backtest)

19.42%

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Return, backtest period (cumulative) (backtest)

33k%

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

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10.73%

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

34.78%

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

84.27%

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

1.20%

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

4.64%

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

2.93%

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Return, trailing 1 year (backtest)

42.46%

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

42.45%

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

-0.60%

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

1.94%

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SPY annualized return over the backtest window (backtest)

10.84%

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Trading activity

Annualized turnover, backtest period (backtest)

25.97

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

25.93

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Average leverage

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0.74

Average position time

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196,243

Daily win rate, backtest period (backtest)

51.66%

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

53.40%

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Maximum daily leverage

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1.41

Number of trades

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336

Percent of trades profitable

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57.23%

Profit factor

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2.77

Win:loss ratio

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2.77

Backtest

Backtest final value (from $10,000)

$3.3M

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Backtest regulatory fees

$7,124

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Backtest slippage cost

$51k

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Risk metrics

Calmar ratio, backtest period (backtest)

0.28

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

1.44

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Maximum drawdown since inception (Lighthorse, daily, hypothetical)

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-31.83%

Maximum drawdown, backtest period (backtest)

-69.63%

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

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-31.70%

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

-24.10%

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Maximum drawdown, strategy life (hypothetical model account)

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-34.80%

Sharpe ratio since inception (Lighthorse, daily, hypothetical)

—

1.02

Sharpe ratio, backtest period (backtest)

0.78

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

—

0.36

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

0.97

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Sharpe ratio, strategy life (hypothetical model account)

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1.06

Sortino ratio, backtest period (backtest)

1.13

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

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0.51

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

1.47

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Sortino ratio, strategy life (hypothetical model account)

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1.49

Standard deviation, backtest period (backtest)

27.81%

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

38.32%

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Volatility since inception (Lighthorse, daily, hypothetical)

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37.31%

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

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43.84%

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)

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

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Rebalance frequency

none

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Popularity

Remixes (copies)

—

Watchers

—

Identity

Strategy age

—

862

Cost & access

Subscription price per month

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$59

Suggested minimum capital

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$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