Collective2 · investment strategy
by Collective2
Alkemy is a specialized professional-grade algorithm consisting of 8 high-performing multi-asset trading systems focusing on the SP500 index, bonds, bitcoin, hard & soft commodities, real-estate, carbon credits and US treasuries.
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.
“A maximum leverage of up to 2:1 is set by default.”
“Each trading system is autonomous and is rebalanced on a daily basis.”
No published holdings for this strategy.
Fitted to 252 returns (hypothetical) from 2025-10-27 to 2026-10-13. An estimate, not holdings: it can't name stocks.
· : 0.55 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 0.80 (90%: 0.61 to 0.91)
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
Rebalance schedule taken from a stated rule.
The text the rules are quoted from, with where it came from.
Alkemy is a specialized professional-grade algorithm consisting of 8 high-performing multi-asset trading systems focusing on the SP500 index, international equities, bonds, bitcoin, hard & soft commodities, real-estate, carbon credits and US treasuries. Trading is scaled across a mix of market & limit-based systems relying on both price dynamics and the capture of derivatives pricing inefficiencies. This long-short algorithm offers 2 layers of risk management through the use of short positions and extreme decorrelation. Each trading system is autonomous and is rebalanced on a daily basis. Trade signals are issued in the morning preceding the next session and are to be placed or executed at the day session's opening. No trading occurs outside of regular trading hours. A maximum leverage of up to 2:1 is set by default. No matter the heavy focus on enhancing returns and containing maximum drawdown, please understand that all risk-management claims rely on long-term historical volatility assumptions. Therefore, no risk-free or low-risk trading can be guaranteed at any time and unforeseen events can cause you to lose all your money. For more information, please visit www.fxphysics.com.
Alkemy is a specialized professional-grade algorithm consisting of 8 high-performing multi-asset trading systems focusing on the SP500 index, bonds, bitcoin, hard & soft commodities, real-estate, carbon credits and US treasuries.
Every value on file, each labelled with its calculation basis and as-of date.
| Asset classes / instruments | stocks | ||
| Leaderboard views (Collective2) | popular |
| Subscription price per month | $100 | ||
| Suggested minimum capital | $5,000 |
| Strategy age | 1,015 |
| 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) | 0.48 | 2026-10-20 | |
| Correlation to S&P 500, strategy life (hypothetical model account) | 0.49 | 2026-10-20 |
| Annual return compounded, strategy life (hypothetical model account) | 20.80% | ||
| Annualized return since inception (Lighthorse, daily, hypothetical) | 21.07% | 2026-10-13 | |
| Monthly returns (hypothetical model account) | show{
"2024-Apr": -0.11875999999999999,
"2024-Aug": 0.01726,
"2024-Dec": -0.07914,
"2024-Feb": 0.17867999999999998,
"2024-Jan": -0.02379,
"2024-Jul": -0.00641,
"2024-Jun": -0.0040999999999999995,
"2024-Mar": 0.11644,
"2024-May": 0.09682,
"2024-Nov": 0.09958,
"2024-Oct": -0.00268,
"2024-Sep": 0.039209999999999995,
"2024-YTD": 0.31163,
"2025-Apr": 0.008539999999999999,
"2025-Aug": 0.009340000000000001,
"2025-Dec": 0.006790000000000001,
"2025-Feb": -0.04807,
"2025-Jan": 0.07174,
"2025-Jul": 0.040819999999999995,
"2025-Jun": 0.06221,
"2025-Mar": -0.046130000000000004,
"2025-May": 0.038220000000000004,
"2025-Nov": 0.020790000000000003,
"2025-Oct": 0.005829999999999999,
"2025-Sep": 0.03145,
"2025-YTD": 0.21236,
"2026-Apr": 0.048010000000000004,
"2026-Aug": 0.061669999999999996,
"2026-Feb": -0.02122,
"2026-Jan": 0.03951,
"2026-Jul": 0.023370000000000002,
"2026-Jun": -0.02665,
"2026-Mar": -0.08907999999999999,
"2026-May": 0.01905,
"2026-Oct": 0.013999999999999999,
"2026-Sep": 0.00563,
"2026-YTD": 0.068
} | 2026-10-20 | |
| Return, 1 month (hypothetical model account) | 1.88% | ||
| Return, 3 months (hypothetical model account) | 9.37% | ||
| Return, 6 months (hypothetical model account) | 10.38% | ||
| Return, last 365 days (Lighthorse, daily, hypothetical) | 10.04% | 2026-10-13 |
| Maximum drawdown since inception (Lighthorse, daily, hypothetical) | -17.56% | 2026-10-13 | |
| Maximum drawdown, last 365 days (Lighthorse, daily, hypothetical) | -14.15% | 2026-10-13 | |
| Maximum drawdown, strategy life (hypothetical model account) | -21.20% | ||
| Sharpe ratio since inception (Lighthorse, daily, hypothetical) | 0.84 | 2026-10-13 | |
| Sharpe ratio, last 365 days (Lighthorse, daily, hypothetical) | 0.47 | 2026-10-13 | |
| Sharpe ratio, strategy life (hypothetical model account) | 1.02 | ||
| Sortino ratio, last 365 days (Lighthorse, daily, hypothetical) | 0.63 | 2026-10-13 | |
| Sortino ratio, strategy life (hypothetical model account) | 1.43 | 2026-10-20 | |
| Volatility since inception (Lighthorse, daily, hypothetical) | 19.20% | 2026-10-13 | |
| Volatility, last 365 days (Lighthorse, daily, hypothetical) | 13.78% | 2026-10-13 |
| Heart Attack Index (Collective2) | 13 |
| Average leverage | 1.35 | ||
| Average position time | 18,537 | ||
| Maximum daily leverage | 2.13 | 2026-10-20 | |
| Number of trades | 549 | 2026-10-20 | |
| Percent of trades profitable | 51.83% | ||
| Profit factor | 1.45 | ||
| Win:loss ratio | 1.45 |
