Collective2 · investment strategy
by Collective2
Big Alpha Return
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.
“built to capture alpha with a hedging portfolio with Gold”
“Around 30 STOCKS total in PORTFOLIO”
No published holdings for this strategy.
Fitted to 231 returns (hypothetical) from 2025-11-25 to 2026-10-13. An estimate, not holdings: it can't name stocks.
· : 0.45 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 0.96 (90%: 0.73 to 1.17)
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 AI / ML-driven label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Collective2
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.
This strategy is focused, rules-based model, built to capture alpha with a hedging portfolio with Gold. It was created for larger portfolios or institutional capital. It's a book-of-strategies approach: a portfolio of complementary strategies diversified by factors, market capitalizations, and rebalancing frequencies. This balances risk, improves capacity, and smooths returns over time. In short: a single, solid strategy can generate outperformance, but a well-structured book of strategies delivers outperformance and resilience. Around 30 STOCKS total in PORTFOLIO (Value and Growth stocks) TOS 100% 100% QUANTITATIVE AI STRATEGY ALL LONG TRADES! If a short trade appears in the trading records it is a type error, promptly corrected Goals: 1) Beat the market all weather. 2) Big Alpha and BIG Sharpe % Sortino values. 3) Low Drawdown and Small Std Dev (hedge the market) ****************
Big Alpha Return
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 | $99 | ||
| Suggested minimum capital | $5,000 |
| Strategy age | 322 |
| Alpha vs S&P 500, strategy life (hypothetical model account) | 0.12 | 2026-10-19 | |
| Beta vs S&P 500, strategy life (hypothetical model account) | 0.63 | 2026-10-19 | |
| Correlation to S&P 500, strategy life (hypothetical model account) | 0.43 | 2026-10-19 |
| Annual return compounded, strategy life (hypothetical model account) | 61.90% | ||
| Monthly returns (hypothetical model account) | show{
"2025-Dec": 0.02373,
"2025-Nov": 0.040810000000000006,
"2025-YTD": 0.06551,
"2026-Apr": 0.11631,
"2026-Aug": 0.0557,
"2026-Feb": 0.10621,
"2026-Jan": 0.1555,
"2026-Jul": 0.00819,
"2026-Jun": 0.02125,
"2026-Mar": -0.12140000000000001,
"2026-May": 0.10945,
"2026-Oct": 0.027000000000000003,
"2026-Sep": -0.01877,
"2026-YTD": 0.523
} | 2026-10-19 | |
| Return, 1 month (hypothetical model account) | 0.20% | ||
| Return, 3 months (hypothetical model account) | 6.62% | ||
| Return, 6 months (hypothetical model account) | 24.57% |
| Maximum drawdown, strategy life (hypothetical model account) | -14.40% | ||
| Sharpe ratio, strategy life (hypothetical model account) | 2.52 | ||
| Sortino ratio, strategy life (hypothetical model account) | 3.81 | 2026-10-19 |
| Heart Attack Index (Collective2) | 1 |
| Average leverage | 1.36 | ||
| Average position time | 70,899 | ||
| Maximum daily leverage | 2.46 | 2026-10-19 | |
| Number of trades | 293 | 2026-10-19 | |
| Percent of trades profitable | 48.97% | ||
| Profit factor | 2.60 | ||
| Win:loss ratio | 2.60 |
Collective2
Collective2
