Side-by-side comparison

Compare investment strategies

Overheat Shorts and Small-Cap Cyclical Dip Basket vs Russell Income Stocks with Options

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.

35.2%

—

24.7%Best

11.9%

17.6%

—

1.34Best

0.37

-20.2%Best

-34.8%

Inception

2024-11-09

2025-01-23

Holdings

—

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.

Russell Income Stocks with OptionsHypoup 20.1%
S&P 500 ETFup 25.5%

No published history to chart: Overheat Shorts and Small-Cap Cyclical Dip Basket.

Every published figureShow 67 attributes

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

Classification

AI categories (Composer)

contrarian, daily rebalance, inverse etfs, risk-on/risk-off, rsi-based, sector rotation, small-cap tilt, tactical asset allocation, trend following

—

Asset classes / instruments

equities

stocks, options

Leaderboard views (Collective2)

—

new_highs

Market-relative

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

—

0.03

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

0.17

—

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

—

-0.01

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

0.48

—

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

0.45

—

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

—

-0.01

Returns

Annual return compounded, strategy life (hypothetical model account)

—

11.90%

Annualized return since inception (Lighthorse, daily, hypothetical)

—

11.16%

Backtest length

3,007

—

Out-of-sample length

484

—

Return, backtest period (annualized) (backtest)

31.35%

—

Return, backtest period (cumulative) (backtest)

2491%

—

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

—

4.40%

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

24.67%

—

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

52.06%

—

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

-1.06%

—

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

-4.34%

—

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

1.19%

—

Return, trailing 1 year (backtest)

37.21%

—

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

35.15%

—

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

2.69%

—

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

-0.51%

—

SPY annualized return over the backtest window (backtest)

13.72%

—

Trading activity

Annualized turnover, backtest period (backtest)

41.62

—

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

45.91

—

Average leverage

—

1.81

Daily win rate, backtest period (backtest)

53.71%

—

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

55.58%

—

Maximum daily leverage

—

4.91

Number of trades

—

Percent of trades profitable

—

90.41%

Profit factor

—

1.60

Backtest

Backtest final value (from $10,000)

$259k

—

Backtest regulatory fees

$1,014

—

Backtest slippage cost

$7,673

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.55

—

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

1.22

—

Maximum drawdown since inception (Lighthorse, daily, hypothetical)

—

-34.79%

Maximum drawdown, backtest period (backtest)

-20.17%

—

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

—

-11.20%

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

-20.17%

—

Maximum drawdown, strategy life (hypothetical model account)

—

-34.79%

Sharpe ratio since inception (Lighthorse, daily, hypothetical)

—

0.37

Sharpe ratio, backtest period (backtest)

1.64

—

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

—

0.12

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

1.34

—

Sharpe ratio, strategy life (hypothetical model account)

—

0.37

Sortino ratio, backtest period (backtest)

2.65

—

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

—

0.17

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

2.21

—

Sortino ratio, strategy life (hypothetical model account)

—

0.51

Standard deviation, backtest period (backtest)

17.55%

—

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

17.60%

—

Volatility since inception (Lighthorse, daily, hypothetical)

—

28.15%

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

—

18.95%

Quality

Community review status

ACTIVE

—

Holdings

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

0.39

—

Construction

Logic complexity (node count)

351

—

Rebalance frequency

daily

—

Popularity

Remixes (copies)

—

Watchers

—

Identity

Strategy age

—

635

Cost & access

Subscription price per month

—

$79

Suggested minimum capital

—

$35k

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