Side-by-side comparison

Compare investment strategies

The ACE Growth Stocks Futures and Leveraged ETFs vs Domestic Leveraged Sector Trend Rotation

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.

—

0.0%

18.8%

67.1%Best

—

11.6%

0.62

4.69Best

-40.6%

-1.3%Best

Each source uses its own scale

22(Heart Attack Index (Collective2))

—

Inception

2020-02-28

—

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.

The ACE Growth Stocks Futures and Leveraged ETFsHypoup 40.1%
S&P 500 ETFup 79.9%

No published history to chart: Domestic Leveraged Sector Trend Rotation.

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)

—

crypto proxy, leveraged etfs, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

stocks, futures

equities

Leaderboard views (Collective2)

old_timers, popular

—

Style chips (Collective2)

Momentum, Sector Rotation

—

Market-relative

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

0.03

—

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

0.46

—

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

0.40

—

Returns

Annual return compounded, strategy life (hypothetical model account)

18.80%

—

Annualized return since inception (Lighthorse, daily, hypothetical)

17.39%

—

Return, 1 month (hypothetical model account)

0.34%

—

Return, 3 months (hypothetical model account)

2.78%

—

Return, 6 months (hypothetical model account)

2.28%

—

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

-27.44%

—

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

—

67.14%

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

—

4.80%

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

—

4.80%

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

—

0.00%

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

—

0.00%

Trading activity

Average leverage

1.48

—

Average position time

59,392

—

Maximum daily leverage

17.13

—

Number of trades

547

—

Percent of trades profitable

53.02%

—

Profit factor

1.63

—

Win:loss ratio

1.63

—

Risk metrics

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

—

53.07

Calmar ratio, strategy life (hypothetical model account)

0.83

—

Maximum drawdown since inception (Lighthorse, daily, hypothetical)

-39.87%

—

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

-38.23%

—

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

—

-1.27%

Maximum drawdown, strategy life (hypothetical model account)

-40.60%

—

Sharpe ratio since inception (Lighthorse, daily, hypothetical)

0.58

—

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

-0.73

—

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

—

4.69

Sharpe ratio, strategy life (hypothetical model account)

0.62

—

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

-1.00

—

Sortino ratio, strategy life (hypothetical model account)

0.89

—

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

—

11.60%

Volatility since inception (Lighthorse, daily, hypothetical)

29.02%

—

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

37.69%

—

Risk score

Heart Attack Index (Collective2)

—

Construction

Rebalance corridor width

—

1.00%

Rebalance frequency

—

none

Identity

Strategy age

2,418

—

Cost & access

Subscription price per month

$195

—

Suggested minimum capital

$25k

—

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