Side-by-side comparison

Compare investment strategies

VIX Futures Long/Short with Cash Option vs KMLM Switcher with Managed Futures, Shorts and Hedges

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.

—

0.0%

26.2%

265.3%Best

—

64.9%

0.74

2.34Best

-28.9%

-23.2%Best

Each source uses its own scale

19(Heart Attack Index (Collective2))

—

Inception

2021-01-03

2024-07-22

Holdings

—

67%Best

60%

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.

VIX Futures Long/Short with Cash OptionHypoup 37.7%
S&P 500 ETFup 79.9%

No published history to chart: KMLM Switcher with Managed Futures, Shorts and Hedges.

Every published figureShow 76 attributes

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

Classification

AI categories (Composer)

—

inverse etfs, leveraged etfs, managed futures, momentum, risk-on/off switching, tactical rotation, trend-following, volatility hedging

Asset classes / instruments

stocks, futures

equities

Leaderboard views (Collective2)

new_highs, old_timers

—

Style chips (Collective2)

Momentum

—

Market-relative

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

0.06

—

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

—

1.36

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

0.29

—

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

—

0.71

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

—

0.15

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

0.17

—

Returns

Annual return compounded, strategy life (hypothetical model account)

26.20%

—

Annualized return since inception (Lighthorse, daily, hypothetical)

26.46%

—

Backtest length

—

1,126

Out-of-sample length

—

158

Return, 1 month (hypothetical model account)

6.44%

—

Return, 3 months (hypothetical model account)

2.97%

—

Return, 6 months (hypothetical model account)

16.48%

—

Return, backtest period (annualized) (backtest)

—

496.17%

Return, backtest period (cumulative) (backtest)

—

293k%

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

3.40%

—

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

—

265.30%

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

—

126.47%

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

—

-8.76%

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

—

-2.09%

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

—

-11.59%

Return, trailing 1 year (backtest)

—

78.12%

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

—

0.00%

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

—

-8.66%

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

—

11.07%

SPY annualized return over the backtest window (backtest)

—

14.96%

Trading activity

Annualized turnover, backtest period (backtest)

—

98.47

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

—

98.89

Average leverage

0.72

—

Average position time

3,756

—

Daily win rate, backtest period (backtest)

—

57.02%

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

—

52.53%

Maximum daily leverage

11.84

—

Number of trades

818

—

Percent of trades profitable

50.73%

—

Profit factor

1.33

—

Win:loss ratio

1.33

—

Backtest

Backtest final value (from $10,000)

—

$29.4M

Backtest regulatory fees

—

$66k

Backtest slippage cost

—

$613k

Risk metrics

Calmar ratio, backtest period (backtest)

—

13.32

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

—

11.45

Calmar ratio, strategy life (hypothetical model account)

1.34

—

Maximum drawdown since inception (Lighthorse, daily, hypothetical)

-27.69%

—

Maximum drawdown, backtest period (backtest)

—

-37.25%

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

-19.89%

—

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

—

-23.18%

Maximum drawdown, strategy life (hypothetical model account)

-28.90%

—

Sharpe ratio since inception (Lighthorse, daily, hypothetical)

0.73

—

Sharpe ratio, backtest period (backtest)

—

2.83

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

0.07

—

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

—

2.34

Sharpe ratio, strategy life (hypothetical model account)

0.74

—

Sortino ratio, backtest period (backtest)

—

5.11

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

0.11

—

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

—

3.65

Sortino ratio, strategy life (hypothetical model account)

1.25

—

Standard deviation, backtest period (backtest)

—

72.21%

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

—

64.90%

Volatility since inception (Lighthorse, daily, hypothetical)

34.44%

—

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

19.48%

—

Quality

Community review status

—

ACTIVE

Holdings

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

—

Risk score

Heart Attack Index (Collective2)

—

Construction

Logic complexity (node count)

—

6,431

Rebalance corridor width

—

10.00%

Rebalance frequency

—

none

Popularity

Remixes (copies)

—

234

Watchers

—

111

Identity

Strategy age

2,108

—

Cost & access

Subscription price per month

$195

—

Suggested minimum capital

$90k

—

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