Side-by-side comparison

Compare investment strategies

Overheat Shorts and Small-Cap Cyclical Dip Basket vs Small Cap Value Quantitative US Stocks

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, Live). 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%Best

21.7%

24.7%Best

9.0%

17.6%

16.2%Best

1.34Best

1.17

-20.2%

-9.1%Best

Fee

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0.20%

Minimum investment

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$100

Each source uses its own scale

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3(1-5 (Interactive Advisors))

Inception

2024-11-09

2016-12-22

Holdings

—

60%

82%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.

Small Cap Value Quantitative US StocksLiveup 66.6%
S&P 500 ETFup 79.9%

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

Every published figureShow 76 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

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Asset classes / instruments

equities

Composition (ETFs / Stocks / Mixed)

—

STOCKS

Curated collections (Interactive Advisors)

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Portfolios with the best risk adjusted returns, Undervalued companies

ESG / responsible flag

—

Smart beta flag

—

Yes

Theme keywords (Interactive Advisors)

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Small-cap, Value driven

Market-relative

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

0.17

—

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

0.48

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

0.45

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Returns

Annualized return since inception (Lighthorse, daily, live)

—

8.94%

Backtest length

3,007

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Out-of-sample length

484

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Return since inception (annualized) (live account)

—

9.00%

Return since inception (cumulative) (live account)

—

131.90%

Return vs the source's benchmark, last 365 days (Lighthorse, daily, live)

—

6.54%

Return, backtest period (annualized) (backtest)

31.35%

—

Return, backtest period (cumulative) (backtest)

2491%

—

Return, last 30 days (live account)

—

-3.50%

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

—

24.57%

Return, last 365 days (live account)

—

21.70%

Return, last 5 years (cumulative) (live account)

—

50.90%

Return, last 90 days (live account)

—

-0.80%

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%

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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%

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Return, year to date (live account)

—

17.90%

SPY annualized return over the backtest window (backtest)

13.72%

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Trading activity

Annualized turnover, backtest period (backtest)

41.62

—

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

45.91

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Daily win rate, backtest period (backtest)

53.71%

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

55.58%

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Backtest

Backtest final value (from $10,000)

$259k

—

Backtest regulatory fees

$1,014

—

Backtest slippage cost

$7,673

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Risk metrics

Beta vs the source's benchmark, last 365 days (Lighthorse, daily, live)

—

0.81

Calmar ratio, backtest period (backtest)

1.55

—

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

1.22

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Maximum drawdown since inception (Lighthorse, daily, live)

—

-46.80%

Maximum drawdown, backtest period (backtest)

-20.17%

—

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

—

-9.07%

Maximum drawdown, last 365 days (live account)

—

-9.10%

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

-20.17%

—

Sharpe ratio since inception (Lighthorse, daily, live)

—

0.36

Sharpe ratio, backtest period (backtest)

1.64

—

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

—

1.20

Sharpe ratio, last 365 days (live account)

—

1.17

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

1.34

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Sortino ratio, backtest period (backtest)

2.65

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

—

1.90

Sortino ratio, last 365 days (live account)

—

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

2.21

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Standard deviation, backtest period (backtest)

17.55%

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

17.60%

—

Value-at-risk 95% 1-week, last 365 days (live account)

—

-3.80%

Volatility since inception (Lighthorse, daily, live)

—

23.58%

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

—

15.57%

Volatility, last 365 days (live account)

—

16.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.39

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Construction

Logic complexity (node count)

351

—

Rebalance frequency

daily

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Rebalancing (methodology text)

—

Quarterly

Cost & access

Management / advisory fee

—

0.20%

Minimum investment

—

$100

Disclosure

Metrics calculated through

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2026-10-09

Popularity

Remixes (copies)

—

Watchers

—

Risk score

Risk label (Interactive Advisors)

—

Growth plus

Risk score 1-5 (Interactive Advisors)

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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