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Compare investment strategies

Top-2 Nasdaq Mega-Caps Momentum with Treasury Fallback vs NQ Alpha Engine Nasdaq Futures

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.

-2.6%

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26.9%

112.0%Best

21.4%

—

1.22

2.87Best

-27.9%

-13.5%Best

Each source uses its own scale

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2(Heart Attack Index (Collective2))

Inception

2024-08-30

2026-03-09

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.

NQ Alpha Engine Nasdaq FuturesHypoup 93.1%
S&P 500 ETFup 15.2%

No published history to chart: Top-2 Nasdaq Mega-Caps Momentum with Treasury Fallback.

Every published figureShow 64 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, large-cap us equities, mega-cap tech, momentum, relative strength, risk-managed, tactical allocation, trend-following

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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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0.36

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

0.17

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

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-0.01

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

0.51

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

0.39

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

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-0.00

Returns

Annual return compounded, strategy life (hypothetical model account)

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112.00%

Backtest length

3,549

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Out-of-sample length

559

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Return, 1 month (hypothetical model account)

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0.74%

Return, 3 months (hypothetical model account)

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4.96%

Return, 6 months (hypothetical model account)

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36.71%

Return, backtest period (annualized) (backtest)

37.13%

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Return, backtest period (cumulative) (backtest)

8447%

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

26.94%

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

69.91%

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

1.19%

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

8.11%

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

0.68%

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Return, trailing 1 year (backtest)

-2.63%

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

-2.64%

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

-1.06%

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

-7.75%

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SPY annualized return over the backtest window (backtest)

14.85%

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Trading activity

Annualized turnover, backtest period (backtest)

52.37

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

50.27

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Average leverage

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3.64

Average position time

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215

Daily win rate, backtest period (backtest)

53.73%

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

53.31%

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Maximum daily leverage

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10.82

Number of trades

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324

Percent of trades profitable

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58.26%

Profit factor

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1.62

Win:loss ratio

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1.62

Backtest

Backtest final value (from $10,000)

$855k

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Backtest regulatory fees

$3,247

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Backtest slippage cost

$27k

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Risk metrics

Calmar ratio, backtest period (backtest)

1.29

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

0.97

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Maximum drawdown, backtest period (backtest)

-28.74%

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

-27.89%

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Maximum drawdown, strategy life (hypothetical model account)

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-13.50%

Sharpe ratio, backtest period (backtest)

1.41

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

1.22

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Sharpe ratio, strategy life (hypothetical model account)

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2.87

Sortino ratio, backtest period (backtest)

2.26

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

1.90

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Sortino ratio, strategy life (hypothetical model account)

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7.48

Standard deviation, backtest period (backtest)

24.44%

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

21.44%

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Quality

Community review status

ACTIVE

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Holdings

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

0.42

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Risk score

Heart Attack Index (Collective2)

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Construction

Logic complexity (node count)

262

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Rebalance frequency

daily

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Popularity

Remixes (copies)

130

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Watchers

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Identity

Strategy age

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217

Cost & access

Subscription price per month

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$20

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