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Top-5 of 10 Mega-Caps by Momentum, Inverse-Vol Weighted 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.

7.8%

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25.0%Best

10.7%

18.6%

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1.30

2.32Best

-14.9%

-9.6%Best

Each source uses its own scale

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1(Heart Attack Index (Collective2))

Inception

2025-03-02

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-5 of 10 Mega-Caps by Momentum, Inverse-Vol Weighted.

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)

concentrated portfolio, daily rebalancing, inverse-volatility weighting, momentum, trend-following, us large-cap 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)

0.10

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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)

0.76

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

0.71

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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

4,041

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Out-of-sample length

410

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Return, backtest period (annualized) (backtest)

31.15%

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Return, backtest period (cumulative) (backtest)

7640%

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

25.02%

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

43.17%

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

0.37%

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

2.02%

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

0.68%

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Return, trailing 1 year (backtest)

7.31%

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

7.76%

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

1.68%

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

2.42%

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SPY annualized return over the backtest window (backtest)

14.70%

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Trading activity

Annualized turnover, backtest period (backtest)

23.20

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

22.25

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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)

55.68%

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

52.44%

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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)

$774k

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Backtest regulatory fees

$1,963

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Backtest slippage cost

$15k

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Risk metrics

Calmar ratio, backtest period (backtest)

0.92

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

1.68

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Maximum drawdown, backtest period (backtest)

-33.90%

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

-14.87%

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Maximum drawdown, strategy life (hypothetical model account)

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-9.60%

Sharpe ratio, backtest period (backtest)

1.35

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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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2.32

Sortino ratio, backtest period (backtest)

1.98

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

2.03

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Sortino ratio, strategy life (hypothetical model account)

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3.64

Standard deviation, backtest period (backtest)

21.97%

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

18.59%

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Quality

Community review status

ACTIVE

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Holdings

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

0.20

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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