Side-by-side comparison

Compare investment strategies

Sage Volatility ETF Long-Short with Margin vs 50/50 Hedged Rotation and TQQQ Dip-Buy

At a glance

The headline numbers each source publishes, lined up. Hover a number for its exact definition.

These strategies report performance on different (Hypo, OOS). Live and composite results come from real accounts; out-of-sample, hypothetical and model results don't. Compare return and risk with care.

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86.4%

20.7%Best

3.6%

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0.2%

0.68

18.06Best

-34.9%

-0.0%Best

Each source uses its own scale

17(Heart Attack Index (Collective2))

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Inception

2016-05-18

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67%Best

40%

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.

Sage Volatility ETF Long-Short with MarginHypodown -19.4%
S&P 500 ETFup 79.9%

No published history to chart: 50/50 Hedged Rotation and TQQQ Dip-Buy.

Every published figureShow 46 attributes

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

Classification

AI categories (Composer)

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leveraged etfs, macro regime, mean-reversion, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

stocks, options

equities

Leaderboard views (Collective2)

new_highs, old_timers, popular, tos

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Market-relative

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

0.05

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

0.26

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

0.19

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Returns

Annual return compounded, strategy life (hypothetical model account)

20.70%

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Annualized return since inception (Lighthorse, daily, hypothetical)

20.59%

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Return, 1 month (hypothetical model account)

0.23%

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Return, 3 months (hypothetical model account)

3.39%

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Return, 6 months (hypothetical model account)

6.35%

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

-11.86%

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

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3.62%

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

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2.81%

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

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0.34%

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

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86.44%

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

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0.95%

Trading activity

Average leverage

1.18

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Average position time

19,634

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Maximum daily leverage

5.45

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Number of trades

1,273

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Percent of trades profitable

32.84%

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Profit factor

1.37

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Win:loss ratio

1.37

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Quality

Badges (Collective2)

Trades Own Strategy, BrokerTransmit

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Risk metrics

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

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331.36

Calmar ratio, strategy life (hypothetical model account)

0.84

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Maximum drawdown since inception (Lighthorse, daily, hypothetical)

-34.71%

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

-24.70%

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

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-0.01%

Maximum drawdown, strategy life (hypothetical model account)

-34.90%

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Sharpe ratio since inception (Lighthorse, daily, hypothetical)

0.72

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

-0.87

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

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18.06

Sharpe ratio, strategy life (hypothetical model account)

0.68

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

-1.09

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Sortino ratio, strategy life (hypothetical model account)

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

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0.20%

Volatility since inception (Lighthorse, daily, hypothetical)

27.28%

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

16.61%

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Risk score

Heart Attack Index (Collective2)

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Construction

Rebalance corridor width

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9.00%

Rebalance frequency

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none

Identity

Strategy age

3,799

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Cost & access

Subscription price per month

$90

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Suggested minimum capital

$100k

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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