Collective2 · investment strategy
by Collective2
Proprietary stock picking and options; systemic microfutures.
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.
“While the system identifies high-relative-strength individual common stocks, options, and ETFs”
“its core alpha is generated through the strategic use of Micro-Futures contracts (MES/MNQ)”
“Every position is governed by a pre-defined dollar-risk amount.”
No published holdings for this strategy.
Fitted to 252 returns (hypothetical) from 2025-10-30 to 2026-10-20. An estimate, not holdings: it can't name stocks.
· : 0.13 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 0.62 (90%: 0.17 to 1.15)
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 Options 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.
The system is a quantitative model engineered to capture structural trend shifts and volatility expansions in the S&P 500 and NASDAQ 100. The strategy is only a fit for sophisticated portfolios capable of incorporating leveraged instruments. While the system identifies high-relative-strength individual common stocks, options, and ETFs, its core alpha is generated through the strategic use of Micro-Futures contracts (MES/MNQ). These instruments are utilized to achieve precise market exposure and capital efficiency. Investors must be prepared for the inclusion of micro-futures and leveraged ETFs as a fundamental component of the strategy’s architecture. My approach is directionally flexible, employing both long and short positions to navigate various market regimes. Every position is governed by a pre-defined dollar-risk amount. I prioritize consistency over extravagance, focusing on protecting the equity curve during market regimes that provide this system with no opportunity. Therefore, in addition to comfort with leverage, investors also need to be comfortable with no positions for extended amounts of time.
Proprietary stock picking and options; systemic microfutures.
Every value on file, each labelled with its calculation basis and as-of date.
| Asset classes / instruments | stocks, options, futures | ||
| Leaderboard views (Collective2) | popular |
| Subscription price per month | $169 | ||
| Suggested minimum capital | $45k |
| Strategy age | 472 |
| Alpha vs S&P 500, strategy life (hypothetical model account) | 0.09 | 2026-10-13 | |
| Beta vs S&P 500, strategy life (hypothetical model account) | 0.53 | 2026-10-13 | |
| Correlation to S&P 500, strategy life (hypothetical model account) | 0.28 | 2026-10-13 |
| Annual return compounded, strategy life (hypothetical model account) | 48.90% | ||
| Annualized return since inception (Lighthorse, daily, hypothetical) | 48.87% | 2026-10-20 | |
| Monthly returns (hypothetical model account) | show{
"2025-Aug": 0.09061999999999999,
"2025-Dec": -0.00377,
"2025-Jul": 0.04593,
"2025-Jun": -0.014879999999999999,
"2025-Nov": 0.09987,
"2025-Oct": 0.054139999999999994,
"2025-Sep": 0.02416,
"2025-YTD": 0.32933,
"2026-Apr": 0.27569,
"2026-Aug": -0.027000000000000003,
"2026-Feb": 0.012310000000000001,
"2026-Jan": -0.00494,
"2026-Jul": 0.00597,
"2026-Jun": 0.00496,
"2026-Mar": -0.02023,
"2026-May": 0.02779,
"2026-Oct": -0.005,
"2026-Sep": -0.00596,
"2026-YTD": 0.259
} | 2026-10-13 | |
| Return, 1 month (hypothetical model account) | 0.49% | ||
| Return, 3 months (hypothetical model account) | 2.15% | ||
| Return, 6 months (hypothetical model account) | 0.22% | ||
| Return, last 365 days (Lighthorse, daily, hypothetical) | 39.93% | 2026-10-20 |
| Maximum drawdown since inception (Lighthorse, daily, hypothetical) | -11.21% | 2026-10-20 | |
| Maximum drawdown, last 365 days (Lighthorse, daily, hypothetical) | -8.16% | 2026-10-20 | |
| Maximum drawdown, strategy life (hypothetical model account) | -11.20% | ||
| Sharpe ratio since inception (Lighthorse, daily, hypothetical) | 1.36 | 2026-10-20 | |
| Sharpe ratio, last 365 days (Lighthorse, daily, hypothetical) | 1.28 | 2026-10-20 | |
| Sharpe ratio, strategy life (hypothetical model account) | 1.48 | ||
| Sortino ratio, last 365 days (Lighthorse, daily, hypothetical) | 3.64 | 2026-10-20 | |
| Sortino ratio, strategy life (hypothetical model account) | 3.90 | 2026-10-13 | |
| Volatility since inception (Lighthorse, daily, hypothetical) | 28.48% | 2026-10-20 | |
| Volatility, last 365 days (Lighthorse, daily, hypothetical) | 24.90% | 2026-10-20 |
| Heart Attack Index (Collective2) | 5 |
| Average leverage | 0.65 | ||
| Average position time | 12,370 | ||
| Maximum daily leverage | 5.31 | 2026-10-13 | |
| Number of trades | 220 | 2026-10-13 | |
| Percent of trades profitable | 48.64% | ||
| Profit factor | 2.39 | ||
| Win:loss ratio | 2.39 |
Collective2
Collective2
