Each row is one exact variant (window and basis), so a value appears only where a source publishes it.
Classification
AI categories (Composer)
equal-weight, equities, global adrs, innovation/patents, quarterly rebalance, tech-heavy
Asset classes / instruments
Leaderboard views (Collective2)
Market-relative
Alpha vs S&P 500, strategy life (hypothetical model account)
Alpha vs SPY, out-of-sample (out-of-sample)
Beta vs S&P 500, strategy life (hypothetical model account)
Beta vs SPY, out-of-sample (out-of-sample)
Correlation (R) vs SPY, out-of-sample (out-of-sample)
Correlation to S&P 500, strategy life (hypothetical model account)
Returns
Annual return compounded, strategy life (hypothetical model account)
Annualized return since inception (Lighthorse, daily, hypothetical)
Return, 1 month (hypothetical model account)
Return, 3 months (hypothetical model account)
Return, 6 months (hypothetical model account)
Return, backtest period (annualized) (backtest)
Return, backtest period (cumulative) (backtest)
Return, last 365 days (Lighthorse, daily, hypothetical)
Return, out-of-sample period (annualized) (out-of-sample)
Return, out-of-sample period (cumulative) (out-of-sample)
Return, trailing 1 day (out-of-sample)
Return, trailing 1 month (out-of-sample)
Return, trailing 1 week (out-of-sample)
Return, trailing 1 year (backtest)
Return, trailing 1 year (out-of-sample)
Return, trailing 2 weeks (out-of-sample)
Return, trailing 3 months (out-of-sample)
SPY annualized return over the backtest window (backtest)
Trading activity
Annualized turnover, backtest period (backtest)
Annualized turnover, out-of-sample period (out-of-sample)
Daily win rate, backtest period (backtest)
Daily win rate, out-of-sample period (out-of-sample)
Percent of trades profitable
Backtest
Backtest final value (from $10,000)
Risk metrics
Calmar ratio, backtest period (backtest)
Calmar ratio, out-of-sample period (out-of-sample)
Maximum drawdown since inception (Lighthorse, daily, hypothetical)
Maximum drawdown, backtest period (backtest)
Maximum drawdown, last 365 days (Lighthorse, daily, hypothetical)
Maximum drawdown, out-of-sample period (out-of-sample)
Maximum drawdown, strategy life (hypothetical model account)
Sharpe ratio since inception (Lighthorse, daily, hypothetical)
Sharpe ratio, backtest period (backtest)
Sharpe ratio, last 365 days (Lighthorse, daily, hypothetical)
Sharpe ratio, out-of-sample period (out-of-sample)
Sharpe ratio, strategy life (hypothetical model account)
Sortino ratio, backtest period (backtest)
Sortino ratio, last 365 days (Lighthorse, daily, hypothetical)
Sortino ratio, out-of-sample period (out-of-sample)
Sortino ratio, strategy life (hypothetical model account)
Standard deviation, backtest period (backtest)
Standard deviation, out-of-sample period (out-of-sample)
Volatility since inception (Lighthorse, daily, hypothetical)
Volatility, last 365 days (Lighthorse, daily, hypothetical)
Holdings
Concentration (Herfindahl index, out-of-sample, as Composer reports it)
Risk score
Heart Attack Index (Collective2)
Risk rating (Composer data field)
Construction
Logic complexity (node count)
Popularity
Identity
Cost & access
Subscription price per month
Suggested minimum capital
