Side-by-side comparison

Compare investment strategies

TQQQ Statistical Entry with 1.5% Stop Loss 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.

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0.0%

21.8%

67.1%Best

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11.6%

0.91

4.69Best

-23.5%

-1.3%Best

Each source uses its own scale

10(Heart Attack Index (Collective2))

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Inception

2018-05-01

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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.

TQQQ Statistical Entry with 1.5% Stop LossHypoup 6.5%
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)

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

Asset classes / instruments

stocks

equities

Leaderboard views (Collective2)

old_timers

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Style chips (Collective2)

Momentum, Sector: Technology

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Market-relative

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

0.05

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

0.21

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

0.22

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Returns

Annual return compounded, strategy life (hypothetical model account)

21.80%

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Annualized return since inception (Lighthorse, daily, hypothetical)

21.92%

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Return, 1 month (hypothetical model account)

1.61%

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Return, 3 months (hypothetical model account)

8.95%

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Return, 6 months (hypothetical model account)

8.69%

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

-1.48%

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

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67.14%

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

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4.80%

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

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4.80%

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

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0.00%

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

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0.00%

Trading activity

Average leverage

2.71

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Average position time

1,361

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Maximum daily leverage

4.28

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Number of trades

739

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Percent of trades profitable

53.18%

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Profit factor

1.30

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Win:loss ratio

1.30

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Risk metrics

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

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53.07

Calmar ratio, strategy life (hypothetical model account)

1.28

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Maximum drawdown since inception (Lighthorse, daily, hypothetical)

-23.15%

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

-12.17%

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

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-1.27%

Maximum drawdown, strategy life (hypothetical model account)

-23.50%

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Sharpe ratio since inception (Lighthorse, daily, hypothetical)

0.83

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

-0.44

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

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4.69

Sharpe ratio, strategy life (hypothetical model account)

0.91

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

-0.60

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Sortino ratio, strategy life (hypothetical model account)

1.56

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

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11.60%

Volatility since inception (Lighthorse, daily, hypothetical)

22.94%

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

10.48%

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Risk score

Heart Attack Index (Collective2)

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Construction

Rebalance corridor width

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1.00%

Rebalance frequency

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none

Identity

Strategy age

3,086

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Cost & access

Subscription price per month

$99

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Suggested minimum capital

$35k

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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