Side-by-side comparison

Compare investment strategies

WS Value Investing Stock Strategy vs CAN SLIM Growth Leaders Equal-Weight Basket

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%

32.8%

63.5%Best

—

23.7%

0.86

2.23Best

-35.5%

-7.7%Best

Inception

2023-04-04

—

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.

WS Value Investing Stock StrategyHypoup 169.7%
S&P 500 ETFup 79.9%

No published history to chart: CAN SLIM Growth Leaders Equal-Weight Basket.

Every published figureShow 37 attributes

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

Classification

AI categories (Composer)

—

can slim, daily rebalance, equal-weight, growth, momentum, rules-based, us equities

Asset classes / instruments

stocks

equities

Leaderboard views (Collective2)

new_highs

—

Market-relative

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

0.02

—

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

1.34

—

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

0.62

—

Returns

Annual return compounded, strategy life (hypothetical model account)

32.80%

—

Annualized return since inception (Lighthorse, daily, hypothetical)

32.65%

—

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

12.96%

—

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

—

63.53%

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

—

15.09%

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

—

1.66%

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

—

0.00%

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

—

12.65%

Trading activity

Average leverage

1.60

—

Maximum daily leverage

2.93

—

Number of trades

232

—

Percent of trades profitable

57.33%

—

Profit factor

3.10

—

Risk metrics

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

—

8.27

Maximum drawdown since inception (Lighthorse, daily, hypothetical)

-34.73%

—

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

-34.73%

—

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

—

-7.68%

Maximum drawdown, strategy life (hypothetical model account)

-35.55%

—

Sharpe ratio since inception (Lighthorse, daily, hypothetical)

0.87

—

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

0.40

—

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

—

2.23

Sharpe ratio, strategy life (hypothetical model account)

0.86

—

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

0.64

—

Sortino ratio, strategy life (hypothetical model account)

1.37

—

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

—

23.67%

Volatility since inception (Lighthorse, daily, hypothetical)

32.75%

—

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

39.63%

—

Construction

Rebalance frequency

—

daily

Identity

Strategy age

1,295

—

Cost & access

Subscription price per month

$50

—

Suggested minimum capital

$100k

—

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