Collective2 · investment strategy
by Collective2
Commodity-focused strategy. Idea is to beat S&P 500 with lower correlation; thesis is rest of decade should be a good environment for commodities due to: 1) Monetary debasement 2) Rising energy needs from Global South/AI 3) Resource nationalism. Strategy trades non-commodity securities at times.
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.
“Commodity-focused strategy.”
“April 2026 going fwd: stocks/ETFs only, no futures.”
No published holdings for this strategy.
Fitted to 252 returns (hypothetical) from 2025-10-24 to 2026-10-13. An estimate, not holdings: it can't name stocks.
· : 0.35 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 0.21 (90%: -0.09 to 0.57)
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 Futures 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.
Commodity-focused strategy. Idea is to beat S&P 500 with lower correlation; thesis is rest of this decade should be a good environment for commodities due to: 1) Monetary debasement 2) Rising energy needs from Global South/AI 3) Resource nationalism. Strategy trades non-commodity securities at times. April 2026 going fwd: stocks/ETFs only, no futures. When assessing Strategies, look at the Sharpe ratio.
Commodity-focused strategy. Idea is to beat S&P 500 with lower correlation; thesis is rest of decade should be a good environment for commodities due to: 1) Monetary debasement 2) Rising energy needs from Global South/AI 3) Resource nationalism. Strategy trades non-commodity securities at times.
Every value on file, each labelled with its calculation basis and as-of date.
| Asset classes / instruments | stocks, futures | ||
| Leaderboard views (Collective2) | popular |
| Subscription price per month | $75 | ||
| Suggested minimum capital | $25k |
| Strategy age | 1,062 |
| Alpha vs S&P 500, strategy life (hypothetical model account) | 0.11 | 2026-10-19 | |
| Beta vs S&P 500, strategy life (hypothetical model account) | 0.38 | 2026-10-19 | |
| Correlation to S&P 500, strategy life (hypothetical model account) | 0.21 | 2026-10-19 |
| Annual return compounded, strategy life (hypothetical model account) | 59.00% | ||
| Annualized return since inception (Lighthorse, daily, hypothetical) | 59.29% | 2026-10-13 | |
| Monthly returns (hypothetical model account) | show{
"2023-Dec": -0.01558,
"2023-Nov": 0.03516,
"2023-YTD": 0.019039999999999998,
"2024-Apr": 0.08869999999999999,
"2024-Aug": -0.00662,
"2024-Dec": -0.058280000000000005,
"2024-Feb": -0.00021999999999999998,
"2024-Jan": -0.01379,
"2024-Jul": 0.00409,
"2024-Jun": -0.019039999999999998,
"2024-Mar": 0.03214,
"2024-May": 0.02973,
"2024-Nov": -0.029670000000000002,
"2024-Oct": -0.02033,
"2024-Sep": 0.08788,
"2024-YTD": 0.08711,
"2025-Apr": 0.08654,
"2025-Aug": 0.03809,
"2025-Dec": 0.021,
"2025-Feb": 0.06459,
"2025-Jan": 0.21093,
"2025-Jul": 0.02933,
"2025-Jun": 0.09099,
"2025-Mar": -0.04364,
"2025-May": 0.06226,
"2025-Nov": 0.04553,
"2025-Oct": 0.15423,
"2025-Sep": 0.07251,
"2025-YTD": 1.19212,
"2026-Apr": -0.05098,
"2026-Aug": 0.16618,
"2026-Feb": 0.10364000000000001,
"2026-Jan": 0.20382,
"2026-Jul": 0.14207,
"2026-Jun": -0.08848,
"2026-Mar": 0.08782999999999999,
"2026-May": 0.02791,
"2026-Oct": 0,
"2026-Sep": -0.07376,
"2026-YTD": 0.585
} | 2026-10-19 | |
| Return, 1 month (hypothetical model account) | 5.32% | ||
| Return, 3 months (hypothetical model account) | 14.32% | ||
| Return, 6 months (hypothetical model account) | 17.41% | ||
| Return, last 365 days (Lighthorse, daily, hypothetical) | 81.72% | 2026-10-13 |
| Maximum drawdown since inception (Lighthorse, daily, hypothetical) | -23.73% | 2026-10-13 | |
| Maximum drawdown, last 365 days (Lighthorse, daily, hypothetical) | -12.62% | 2026-10-13 | |
| Maximum drawdown, strategy life (hypothetical model account) | -29.70% | ||
| Sharpe ratio since inception (Lighthorse, daily, hypothetical) | 1.47 | 2026-10-13 | |
| Sharpe ratio, last 365 days (Lighthorse, daily, hypothetical) | 2.47 | 2026-10-13 | |
| Sharpe ratio, strategy life (hypothetical model account) | 1.49 | ||
| Sortino ratio, last 365 days (Lighthorse, daily, hypothetical) | 4.43 | 2026-10-13 | |
| Sortino ratio, strategy life (hypothetical model account) | 2.53 | 2026-10-19 | |
| Volatility since inception (Lighthorse, daily, hypothetical) | 31.02% | 2026-10-13 | |
| Volatility, last 365 days (Lighthorse, daily, hypothetical) | 23.05% | 2026-10-13 |
| Heart Attack Index (Collective2) | 12 |
| Average leverage | 1.21 | ||
| Average position time | 31,199 | ||
| Maximum daily leverage | 12.86 | 2026-10-19 | |
| Number of trades | 273 | 2026-10-19 | |
| Percent of trades profitable | 66.05% | ||
| Profit factor | 2.86 | ||
| Win:loss ratio | 2.86 |
Collective2
Collective2
