Side-by-side comparison

Compare investment strategies

Three-Stock RSI Rotation with T-Bill Volatility Filter vs HTP Momentum MNQ 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.

19.3%

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22.0%Best

10.7%

40.6%

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0.69

2.32Best

-28.0%

-9.6%Best

Each source uses its own scale

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1(Heart Attack Index (Collective2))

Inception

2024-06-23

2026-08-11

Holdings

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60%

67%Best

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.

HTP Momentum MNQ Futures StrategyHypoup 11.1%
S&P 500 ETFdown -1.7%

No published history to chart: Three-Stock RSI Rotation with T-Bill Volatility Filter.

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)

cash buffer, daily rebalance, momentum, risk-on/risk-off, single-stock rotation, volatility filter

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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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0.19

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

0.08

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

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0.16

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

1.18

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

0.47

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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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10.70%

Backtest length

3,930

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Out-of-sample length

582

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Return, backtest period (annualized) (backtest)

66.62%

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Return, backtest period (cumulative) (backtest)

287k%

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

22.01%

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

57.70%

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

0.41%

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

2.62%

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

3.05%

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Return, trailing 1 year (backtest)

37.87%

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

19.25%

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

-2.38%

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

-6.35%

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SPY annualized return over the backtest window (backtest)

13.85%

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Trading activity

Annualized turnover, backtest period (backtest)

30.65

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

35.94

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Average leverage

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5.79

Average position time

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Daily win rate, backtest period (backtest)

54.15%

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

50.86%

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Maximum daily leverage

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6.23

Number of trades

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104

Percent of trades profitable

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55.56%

Profit factor

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1.77

Win:loss ratio

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1.77

Backtest

Backtest final value (from $10,000)

$28.7M

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Backtest regulatory fees

$55k

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Backtest slippage cost

$514k

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Risk metrics

Calmar ratio, backtest period (backtest)

2.38

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

0.79

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Maximum drawdown, backtest period (backtest)

-27.97%

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

-27.97%

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Maximum drawdown, strategy life (hypothetical model account)

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-9.60%

Sharpe ratio, backtest period (backtest)

1.63

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

0.69

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Sharpe ratio, strategy life (hypothetical model account)

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2.32

Sortino ratio, backtest period (backtest)

2.71

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

1.04

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Sortino ratio, strategy life (hypothetical model account)

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3.64

Standard deviation, backtest period (backtest)

35.16%

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

40.59%

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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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$595

Suggested minimum capital

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$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