Collective2 · investment strategy
by 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.
“High market capitalization and high trading volume on stocks give further validating to the selection.”
“An investment in stocks or funds, primarily from the S&P 500 index”
“Usually the amount of shares is known in advance and with equal weight”
No published holdings for this strategy.
Fitted to 252 returns (hypothetical) from 2025-10-31 to 2026-10-20. An estimate, not holdings: it can't name stocks.
· : 0.75 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 1.09 (90%: 0.99 to 1.18)
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.
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.
An investment in stocks or funds, primarily from the S&P 500 index, the 'AE Long' investment strategy combines well-known stock management techniques and integrates them into one proven successful method. The strength of this strategy lies in its incorporation of micro and macroeconomic parameters for individual stocks, as well as market forecasts and technical and quantitative models, such as Momentum. The method is inspired by the Dow Theory. Stock Selection Process: • Identifying stocks from analytical database. • High market capitalization and high trading volume on stocks give further validating to the selection. • Utilizing quantitative and technical models to aid in selecting the appropriate stocks and determining the optimal investment timing. Portfolio management and strategy: • Usually the amount of shares is known in advance and with equal weight • Establishing a trading plan for each stock • Incorporating psychological factors of the market and the individual trading. • Implementing dynamic portfolio management. Each of the shares can be held for very short to long periods.
Every value on file, each labelled with its calculation basis and as-of date.
| Asset classes / instruments | stocks | ||
| Leaderboard views (Collective2) | ira_account, old_timers, popular, tos |
| Subscription price per month | $38 | ||
| Suggested minimum capital | $15k |
| Strategy age | 1,250 |
| 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) | 0.58 | 2026-10-20 | |
| Correlation to S&P 500, strategy life (hypothetical model account) | 0.64 | 2026-10-20 |
| Annual return compounded, strategy life (hypothetical model account) | 26.30% | ||
| Annualized return since inception (Lighthorse, daily, hypothetical) | 25.00% | 2026-10-20 | |
| Monthly returns (hypothetical model account) | show{
"2023-Aug": -0.03841,
"2023-Dec": 0.07112,
"2023-Jul": 0.04396,
"2023-Jun": 0.06071,
"2023-May": 0.010009999999999998,
"2023-Nov": 0.08132999999999999,
"2023-Oct": -0.04199,
"2023-Sep": -0.04945,
"2023-YTD": 0.13433,
"2024-Apr": -0.03063,
"2024-Aug": -0.0023,
"2024-Dec": -0.03728,
"2024-Feb": 0.035,
"2024-Jan": -0.03382,
"2024-Jul": 0.00862,
"2024-Jun": -0.0074199999999999995,
"2024-Mar": 0.03637,
"2024-May": 0.07447,
"2024-Nov": 0.09169000000000001,
"2024-Oct": 0.01732,
"2024-Sep": 0.01355,
"2024-YTD": 0.1684,
"2025-Apr": 0.01951,
"2025-Aug": 0.0436,
"2025-Dec": 0.01204,
"2025-Feb": -0.00466,
"2025-Jan": 0.043899999999999995,
"2025-Jul": 0.00459,
"2025-Jun": 0.051289999999999995,
"2025-Mar": -0.03473,
"2025-May": 0.11831,
"2025-Nov": -0.02964,
"2025-Oct": 0.04913,
"2025-Sep": 0.0629,
"2025-YTD": 0.38016,
"2026-Apr": 0.11320999999999999,
"2026-Aug": 0.01229,
"2026-Feb": 0.00375,
"2026-Jan": -0.02016,
"2026-Jul": 0.03288,
"2026-Jun": -0.02946,
"2026-Mar": -0.04729,
"2026-May": 0.11109999999999999,
"2026-Oct": -0.004,
"2026-Sep": 0.0046700000000000005,
"2026-YTD": 0.177
} | 2026-10-20 | |
| Return, 1 month (hypothetical model account) | 2.96% | ||
| Return, 3 months (hypothetical model account) | 6.91% | ||
| Return, 6 months (hypothetical model account) | 18.68% | ||
| Return, last 365 days (Lighthorse, daily, hypothetical) | 17.62% | 2026-10-20 |
| Maximum drawdown since inception (Lighthorse, daily, hypothetical) | -15.66% | 2026-10-20 | |
| Maximum drawdown, last 365 days (Lighthorse, daily, hypothetical) | -12.08% | 2026-10-20 | |
| Maximum drawdown, strategy life (hypothetical model account) | -16.20% | ||
| Sharpe ratio since inception (Lighthorse, daily, hypothetical) | 1.11 | 2026-10-20 | |
| Sharpe ratio, last 365 days (Lighthorse, daily, hypothetical) | 0.84 | 2026-10-20 | |
| Sharpe ratio, strategy life (hypothetical model account) | 1.42 | ||
| Sortino ratio, last 365 days (Lighthorse, daily, hypothetical) | 1.30 | 2026-10-20 | |
| Sortino ratio, strategy life (hypothetical model account) | 2.03 | 2026-10-20 | |
| Volatility since inception (Lighthorse, daily, hypothetical) | 16.81% | 2026-10-20 | |
| Volatility, last 365 days (Lighthorse, daily, hypothetical) | 15.86% | 2026-10-20 |
| Heart Attack Index (Collective2) | 5 |
| Average leverage | 0.93 | ||
| Average position time | 95,030 | ||
| Maximum daily leverage | 1.17 | 2026-10-20 | |
| Number of trades | 355 | 2026-10-20 | |
| Percent of trades profitable | 52.41% | ||
| Profit factor | 3.14 | ||
| Win:loss ratio | 3.14 |
