Side-by-side comparison

Compare investment strategies

US vs Europe Equity Momentum Switch vs FTSE Tech Entry 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.

16.2%

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24.7%

38.0%Best

15.3%

—

1.53Best

1.23

-14.2%Best

-36.0%

Each source uses its own scale

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14(Heart Attack Index (Collective2))

Inception

2024-10-24

2024-02-08

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.

FTSE Tech Entry Futures StrategyHypoup 134.4%
S&P 500 ETFup 51.5%

No published history to chart: US vs Europe Equity Momentum Switch.

Every published figureShow 73 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

equities, long-only, momentum, relative strength, rotation, us vs europe

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Asset classes / instruments

equities

futures

Leaderboard views (Collective2)

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popular

Market-relative

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

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0.07

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

0.09

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

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0.32

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

0.77

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

0.84

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

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0.21

Returns

Annual return compounded, strategy life (hypothetical model account)

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38.00%

Annualized return since inception (Lighthorse, daily, hypothetical)

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36.73%

Backtest length

3,076

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Out-of-sample length

496

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Return, 1 month (hypothetical model account)

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6.70%

Return, 3 months (hypothetical model account)

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7.71%

Return, 6 months (hypothetical model account)

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10.14%

Return, backtest period (annualized) (backtest)

10.35%

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Return, backtest period (cumulative) (backtest)

232.95%

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

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39.61%

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

24.74%

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

53.85%

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

-1.11%

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

2.37%

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

-1.49%

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Return, trailing 1 year (backtest)

15.97%

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

16.17%

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

-1.08%

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

4.06%

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SPY annualized return over the backtest window (backtest)

13.62%

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Trading activity

Annualized turnover, backtest period (backtest)

20.81

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

25.40

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Average leverage

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2.90

Average position time

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8,538

Daily win rate, backtest period (backtest)

54.26%

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

56.45%

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Maximum daily leverage

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4.38

Number of trades

—

Percent of trades profitable

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81.48%

Profit factor

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2.97

Win:loss ratio

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2.97

Backtest

Backtest final value (from $10,000)

$33k

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Backtest regulatory fees

$104

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Backtest slippage cost

$863

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Risk metrics

Calmar ratio, backtest period (backtest)

0.31

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

1.74

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Maximum drawdown since inception (Lighthorse, daily, hypothetical)

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-32.27%

Maximum drawdown, backtest period (backtest)

-33.72%

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

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-16.60%

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

-14.25%

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Maximum drawdown, strategy life (hypothetical model account)

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-36.00%

Sharpe ratio since inception (Lighthorse, daily, hypothetical)

—

1.11

Sharpe ratio, backtest period (backtest)

0.65

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

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1.17

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

1.53

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Sharpe ratio, strategy life (hypothetical model account)

—

1.23

Sortino ratio, backtest period (backtest)

0.90

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

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1.86

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

2.16

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Sortino ratio, strategy life (hypothetical model account)

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1.67

Standard deviation, backtest period (backtest)

17.49%

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

15.28%

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Volatility since inception (Lighthorse, daily, hypothetical)

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26.79%

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

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27.48%

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

—

Identity

Strategy age

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977

Cost & access

Subscription price per month

—

$150

Suggested minimum capital

—

$50k

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