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Top-3 Vanguard Sectors by 200-Day Performance 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.

10.7%

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14.5%Best

10.7%

16.3%

—

0.91

2.32Best

-19.0%

-9.6%Best

Each source uses its own scale

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1(Heart Attack Index (Collective2))

Inception

2023-08-13

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: Top-3 Vanguard Sectors by 200-Day Performance.

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)

etfs, momentum, monthly rebalance, sector rotation, trend following, u.s. equities

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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)

0.03

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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)

0.78

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

0.82

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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

5,342

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Out-of-sample length

1,167

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Return, backtest period (annualized) (backtest)

10.47%

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Return, backtest period (cumulative) (backtest)

726.02%

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

14.50%

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

87.31%

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

0.64%

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

0.84%

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

1.84%

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Return, trailing 1 year (backtest)

10.74%

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

10.74%

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

1.99%

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

5.89%

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SPY annualized return over the backtest window (backtest)

11.11%

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Trading activity

Annualized turnover, backtest period (backtest)

3.51

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

3.56

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Average leverage

—

5.79

Average position time

—

Daily win rate, backtest period (backtest)

54.83%

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

53.73%

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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)

$83k

—

Backtest regulatory fees

$45

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Backtest slippage cost

$331

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Risk metrics

Calmar ratio, backtest period (backtest)

0.21

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

0.76

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Maximum drawdown, backtest period (backtest)

-50.37%

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

-19.02%

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Maximum drawdown, strategy life (hypothetical model account)

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-9.60%

Sharpe ratio, backtest period (backtest)

0.62

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

0.91

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Sharpe ratio, strategy life (hypothetical model account)

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2.32

Sortino ratio, backtest period (backtest)

0.87

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

1.29

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Sortino ratio, strategy life (hypothetical model account)

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3.64

Standard deviation, backtest period (backtest)

18.81%

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

16.34%

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Holdings

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

0.33

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Risk score

Heart Attack Index (Collective2)

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Risk rating (Composer data field)

Aggressive

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Construction

Logic complexity (node count)

—

Rebalance frequency

monthly

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Popularity

Remixes (copies)

2,279

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Watchers

2,142

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Identity

Strategy age

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Cost & access

Subscription price per month

—

$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