Side-by-side comparison

Compare investment strategies

Monthly Mega-Cap Rotation: 4 Tech and 4 Defensive vs NQ Alpha Engine Nasdaq Futures

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.

7.8%

—

21.9%

112.0%Best

16.7%

—

1.27

2.87Best

-9.6%Best

-13.5%

Each source uses its own scale

—

2(Heart Attack Index (Collective2))

Inception

—

2026-03-09

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.

NQ Alpha Engine Nasdaq FuturesHypoup 93.1%
S&P 500 ETFup 15.2%

No published history to chart: Monthly Mega-Cap Rotation: 4 Tech and 4 Defensive.

Every published figureShow 34 attributes

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

Classification

AI categories (Composer)

equal-weighted, long-only, mega-cap rotation, monthly momentum, tech + defensive

—

Asset classes / instruments

equities

futures

Leaderboard views (Collective2)

—

tos

Market-relative

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

—

0.36

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

—

-0.01

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

—

-0.00

Returns

Annual return compounded, strategy life (hypothetical model account)

—

112.00%

Return, 1 month (hypothetical model account)

—

0.74%

Return, 3 months (hypothetical model account)

—

4.96%

Return, 6 months (hypothetical model account)

—

36.71%

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

21.89%

—

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

15.46%

—

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

2.09%

—

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

7.77%

—

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

1.96%

—

Trading activity

Average leverage

—

3.64

Average position time

—

215

Maximum daily leverage

—

10.82

Number of trades

—

324

Percent of trades profitable

—

58.26%

Profit factor

—

1.62

Win:loss ratio

—

1.62

Risk metrics

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

2.28

—

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

-9.61%

—

Maximum drawdown, strategy life (hypothetical model account)

—

-13.50%

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

1.27

—

Sharpe ratio, strategy life (hypothetical model account)

—

2.87

Sortino ratio, strategy life (hypothetical model account)

—

7.48

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

16.71%

—

Risk score

Heart Attack Index (Collective2)

—

Construction

Rebalance frequency

monthly

—

Identity

Strategy age

—

217

Cost & access

Subscription price per month

—

$20

Suggested minimum capital

—

$25k

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