Side-by-side comparison

Compare investment strategies

SPY with T-Bill Exit on Overheated Sectors vs ZL10 Bollinger Band Futures Strategy

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.

16.0%

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22.3%

32.6%Best

16.6%

—

1.30

3.08Best

-12.5%Best

-21.7%

Each source uses its own scale

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4(Heart Attack Index (Collective2))

Inception

2025-03-27

2026-07-23

Holdings

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60%Best

56%

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.

ZL10 Bollinger Band Futures StrategyHypoup 24.9%
S&P 500 ETFup 3.3%

No published history to chart: SPY with T-Bill Exit on Overheated Sectors.

Every published figureShow 61 attributes

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

Classification

AI categories (Composer)

daily rebalance, equity-to-cash switch, risk management, rsi filter, tactical timing

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Asset classes / instruments

equities

futures

Leaderboard views (Collective2)

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tos

Market-relative

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

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0.32

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

0.00

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

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0.21

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

0.94

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

0.97

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

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0.06

Returns

Annual return compounded, strategy life (hypothetical model account)

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32.60%

Backtest length

4,878

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Out-of-sample length

392

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Return, backtest period (annualized) (backtest)

13.21%

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Return, backtest period (cumulative) (backtest)

1005%

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

22.34%

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

36.29%

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

0.03%

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

2.37%

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

-0.80%

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Return, trailing 1 year (backtest)

14.95%

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

15.97%

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

-0.38%

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

3.83%

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SPY annualized return over the backtest window (backtest)

10.68%

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Trading activity

Annualized turnover, backtest period (backtest)

18.75

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

19.93

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Average leverage

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12.84

Average position time

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127

Daily win rate, backtest period (backtest)

52.91%

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

54.34%

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Maximum daily leverage

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15.12

Number of trades

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Percent of trades profitable

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57.32%

Profit factor

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1.34

Win:loss ratio

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1.34

Backtest

Backtest final value (from $10,000)

$111k

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Backtest regulatory fees

$279

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Backtest slippage cost

$2,463

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Risk metrics

Calmar ratio, backtest period (backtest)

0.24

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

1.79

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Maximum drawdown, backtest period (backtest)

-55.19%

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

-12.46%

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Maximum drawdown, strategy life (hypothetical model account)

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-21.70%

Sharpe ratio, backtest period (backtest)

0.74

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

1.30

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Sharpe ratio, strategy life (hypothetical model account)

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3.08

Sortino ratio, backtest period (backtest)

1.05

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

1.95

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Sortino ratio, strategy life (hypothetical model account)

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4.45

Standard deviation, backtest period (backtest)

19.31%

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

16.55%

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Quality

Community review status

ACTIVE

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Holdings

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

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Risk score

Heart Attack Index (Collective2)

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Construction

Logic complexity (node count)

—

Rebalance frequency

daily

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Popularity

Remixes (copies)

—

Watchers

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Identity

Strategy age

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Cost & access

Subscription price per month

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$200

Suggested minimum capital

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$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