Collective2 · investment strategy
by Collective2
Risk-managed leveraged Nasdaq strategy rotating QQQ/SOXX/PSQ with RSI, trend, volatility, drawdown, and VIX-based defensive hedges.
Description from Collective2
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
Each rule is quoted word for word from the strategy's own documents.
“it can rotate toward lower-beta, inverse-equity, or volatility-sensitive positions”
“A cash reserve and rebalance thresholds are also used to limit over-allocation and unnecessary trading.”
“The model monitors a rolling QQQ drawdown, volatility stress”
“Uses long-term and intermediate trend filters, RSI, semiconductor leadership, and volatility-aware sizing”
“Compares RSI conditions across a diversified ETF set and rotates among growth, broad-market, sector, managed-futures, inverse-market, and volatility-linked instruments”
No published holdings for this strategy.
Fitted to 98 returns (hypothetical) from 2026-06-02 to 2026-10-15. An estimate, not holdings: it can't name stocks.
· : 0.32 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 0.58 (90%: 0.17 to 0.95)
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
No holdings on file, so nothing to test.
Strategies that share its Macro signals label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
3 missing
The text the rules are quoted from, with where it came from.
1x MacroHedge Rotator is built for copytraders who want a fully rules-based approach to changing market regimes rather than a permanent buy-and-hold allocation. The strategy evaluates trend, momentum, relative strength, volatility, and drawdown signals each trading day. Its portfolio is divided between two complementary sleeves: - **Core market-regime sleeve:** Uses long-term and intermediate trend filters, RSI, semiconductor leadership, and volatility-aware sizing to seek equity participation when conditions are constructive. When conditions weaken, it can rotate toward lower-beta, inverse-equity, or volatility-sensitive positions. - **Adaptive rotation sleeve:** Compares RSI conditions across a diversified ETF set and rotates among growth, broad-market, sector, managed-futures, inverse-market, and volatility-linked instruments. Oversold conditions can trigger selective recovery exposure, while unusually extended readings can move the sleeve into a defensive basket. Risk management is embedded in the allocation process. The model monitors a rolling QQQ drawdown, volatility stress, and the strategy’s own equity curve. These controls can override normal selections, reduce aggressive exposure, impose minimum holding or cooldown periods, and stage the portfolio back into the market after a volatility event. A cash reserve and rebalance thresholds are also used to limit over-allocation and unnecessary trading. The result is a dynamic, multi-regime strategy that seeks to combine upside participation with explicit defensive behavior. It is not designed to stay invested in the same asset at all times, and its holdings may change materially as market conditions evolve. A hypothetical 4-year, 4 month backtest with expected slippage and fees included positive returns 92% of months, 7.5% max drawdown, 110% compounded annual returns, and 68% winning trades. Backtesting data is hypothetical and it has not been verified by C2.
Risk-managed leveraged Nasdaq strategy rotating QQQ/SOXX/PSQ with RSI, trend, volatility, drawdown, and VIX-based defensive hedges.
Every value on file, each labelled with its calculation basis and as-of date.
| Asset classes / instruments | stocks | ||
| Leaderboard views (Collective2) | tos |
| Subscription price per month | $75 | ||
| Suggested minimum capital | $15k |
| Strategy age | 134 |
| Alpha vs S&P 500, strategy life (hypothetical model account) | 0.03 | 2026-10-20 | |
| Beta vs S&P 500, strategy life (hypothetical model account) | 0.30 | 2026-10-20 | |
| Correlation to S&P 500, strategy life (hypothetical model account) | 0.25 | 2026-10-20 |
| Annual return compounded, strategy life (hypothetical model account) | 3.20% | ||
| Monthly returns (hypothetical model account) | show{
"2026-Aug": 0.03794,
"2026-Jul": -0.0028499999999999997,
"2026-Jun": 0.03196,
"2026-May": -0.00432,
"2026-Oct": -0.004,
"2026-Sep": -0.00337,
"2026-YTD": 0.055999999999999994
} | 2026-10-20 |
| Maximum drawdown, strategy life (hypothetical model account) | -6.30% | ||
| Sharpe ratio, strategy life (hypothetical model account) | 0.72 | ||
| Sortino ratio, strategy life (hypothetical model account) | 0.91 | 2026-10-20 |
| Heart Attack Index (Collective2) | 1 |
| Average leverage | 0.93 | ||
| Average position time | 10,490 | ||
| Maximum daily leverage | 2.02 | 2026-10-20 | |
| Number of trades | 54 | 2026-10-20 | |
| Percent of trades profitable | 56.52% | ||
| Profit factor | 1.48 | ||
| Win:loss ratio | 1.48 |
Composer Technologies · Composer
Composer Technologies · Composer
