Collective2 · investment strategy
by Collective2
VIX Alternative
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.
“No position is carried overnight.”
“The algorithm uses the Nasdaq 100 micro futures contract to identify a potential market regime”
No published holdings for this strategy.
Fitted to 84 returns (hypothetical) from 2026-06-19 to 2026-10-14. An estimate, not holdings: it can't name stocks.
· : 0.11 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 0.89 (90%: 0.62 to 1.63)
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.
Alternative to VIX. A directional day-trading model designed to perform in a volatile, directional environment of equity markets. The algorithm uses the Nasdaq 100 micro futures contract to identify a potential market regime and places orders in the direction of the assumed regime. No position is carried overnight. The Model is designed to provide a better alternative to the VIX Index, as it focuses on benefiting from large directional movements, regardless of the direction. The best use of it is in combination with long-only equity models. Backtest and real track record are available on request. I use it in combination with the long-only equity model TVME Nasdaq 100 (156623310), with the aim of covering 100% of long-only position risk. In this, one can stay invested without exposure drift.
VIX Alternative
Every value on file, each labelled with its calculation basis and as-of date.
| Asset classes / instruments | futures | ||
| Leaderboard views (Collective2) | new_highs |
| Subscription price per month | $130 | 2026-10-14 | |
| Suggested minimum capital | $25k | 2026-10-14 |
| Strategy age | 118 | 2026-10-14 |
| Alpha vs S&P 500, strategy life (hypothetical model account) | -0.04 | 2026-10-14 | |
| Beta vs S&P 500, strategy life (hypothetical model account) | 0.56 | 2026-10-14 | |
| Correlation to S&P 500, strategy life (hypothetical model account) | 0.20 | 2026-10-14 |
| Monthly returns (hypothetical model account) | show{
"2026-Aug": -0.011619999999999998,
"2026-Jul": -0.14618,
"2026-Jun": -0.00835,
"2026-Oct": 0.098,
"2026-Sep": 0.047779999999999996,
"2026-YTD": -0.038
} | 2026-10-14 |
| Maximum drawdown, strategy life (hypothetical model account) | -23.12% | 2026-10-14 | |
| Sharpe ratio, strategy life (hypothetical model account) | -0.32 | 2026-10-14 | |
| Sortino ratio, strategy life (hypothetical model account) | -0.44 | 2026-10-14 |
| Average leverage | 3.45 | 2026-10-14 | |
| Maximum daily leverage | 6.33 | 2026-10-14 | |
| Number of trades | 208 | 2026-10-14 | |
| Percent of trades profitable | 34.13% | 2026-10-14 | |
| Profit factor | 1 | 2026-10-14 |
Collective2
Collective2
