Side-by-side comparison

Compare investment strategies

SPY Options Event-Driven Relative Value vs Covered-Call and Bond Weekly Income Portfolio

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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0.0%

18.4%Best

8.6%

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4.0%

0.37

2.28Best

-98.5%

-0.7%Best

Each source uses its own scale

9(Heart Attack Index (Collective2))

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Inception

2018-11-23

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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.

SPY Options Event-Driven Relative ValueHypoup 34.5%
S&P 500 ETFup 81.4%

No published history to chart: Covered-Call and Bond Weekly Income Portfolio.

Every published figureShow 42 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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cashflow, corporate bonds, covered-call etfs, diversified, dividend stocks, income investing, moderate risk, monthly distributions

Asset classes / instruments

stocks, options

equities

Leaderboard views (Collective2)

old_timers

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Style chips (Collective2)

Event-driven, Pairs Trading / Relative Value

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Market-relative

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

1.09

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

2.11

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

0.04

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Returns

Annual return compounded, strategy life (hypothetical model account)

18.40%

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Annualized return since inception (Lighthorse, daily, hypothetical)

18.50%

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

-14.52%

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

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8.62%

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

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0.43%

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

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0.00%

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

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0.00%

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

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0.00%

Trading activity

Average leverage

40.31

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Average position time

64,951

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Maximum daily leverage

1079.95

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Number of trades

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Percent of trades profitable

73.33%

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Profit factor

2.03

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Win:loss ratio

2.03

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Risk metrics

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

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11.79

Calmar ratio, strategy life (hypothetical model account)

0.89

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Maximum drawdown since inception (Lighthorse, daily, hypothetical)

-98.45%

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

-51.20%

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

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-0.73%

Maximum drawdown, strategy life (hypothetical model account)

-98.50%

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Sharpe ratio since inception (Lighthorse, daily, hypothetical)

0.41

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

0.23

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

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2.28

Sharpe ratio, strategy life (hypothetical model account)

0.37

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

0.38

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Sortino ratio, strategy life (hypothetical model account)

5.13

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

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3.97%

Volatility since inception (Lighthorse, daily, hypothetical)

1599%

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

91.95%

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Risk score

Heart Attack Index (Collective2)

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Construction

Rebalance frequency

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weekly

Identity

Strategy age

2,880

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Cost & access

Subscription price per month

$149

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Suggested minimum capital

$25k

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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