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Compare investment strategies

Monthly Mega-Cap Tech and Defensive Leaders Rotation 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.

14.2%

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42.6%

112.0%Best

25.7%

—

1.51

2.87Best

-27.5%

-13.5%Best

Each source uses its own scale

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2(Heart Attack Index (Collective2))

Inception

2023-08-13

2026-03-09

Holdings

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60%Best

56%

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 Tech and Defensive Leaders Rotation.

Every published figureShow 64 attributes

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

Classification

AI categories (Composer)

equities, long-only, mega-cap, momentum, monthly rotation, sector-balanced, trend-following

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Asset classes / instruments

equities

futures

Leaderboard views (Collective2)

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tos

Market-relative

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

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0.36

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

0.16

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

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-0.01

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

1.19

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

0.69

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

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-0.00

Returns

Annual return compounded, strategy life (hypothetical model account)

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112.00%

Backtest length

4,185

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Out-of-sample length

967

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Return, 1 month (hypothetical model account)

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0.74%

Return, 3 months (hypothetical model account)

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4.96%

Return, 6 months (hypothetical model account)

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36.71%

Return, backtest period (annualized) (backtest)

30.56%

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Return, backtest period (cumulative) (backtest)

8289%

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

42.63%

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

291.17%

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

0.94%

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

-0.76%

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

-1.49%

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Return, trailing 1 year (backtest)

14.20%

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

14.20%

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

-2.43%

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

-3.46%

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SPY annualized return over the backtest window (backtest)

14.45%

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Trading activity

Annualized turnover, backtest period (backtest)

4.74

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

5.12

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Average leverage

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3.64

Average position time

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215

Daily win rate, backtest period (backtest)

54.70%

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

53.46%

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Maximum daily leverage

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10.82

Number of trades

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324

Percent of trades profitable

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58.26%

Profit factor

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1.62

Win:loss ratio

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1.62

Backtest

Backtest final value (from $10,000)

$839k

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Backtest regulatory fees

$307

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Backtest slippage cost

$2,578

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Risk metrics

Calmar ratio, backtest period (backtest)

0.95

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

1.55

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Maximum drawdown, backtest period (backtest)

-32.17%

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

-27.52%

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Maximum drawdown, strategy life (hypothetical model account)

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-13.50%

Sharpe ratio, backtest period (backtest)

1.24

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

1.51

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Sharpe ratio, strategy life (hypothetical model account)

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2.87

Sortino ratio, backtest period (backtest)

1.84

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

2.42

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Sortino ratio, strategy life (hypothetical model account)

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7.48

Standard deviation, backtest period (backtest)

23.86%

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

25.71%

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Quality

Community review status

ACTIVE

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Holdings

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

0.25

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Risk score

Heart Attack Index (Collective2)

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Construction

Logic complexity (node count)

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Rebalance frequency

monthly

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Popularity

Remixes (copies)

372

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Watchers

141

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Identity

Strategy age

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217

Cost & access

Subscription price per month

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$20

Suggested minimum capital

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$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