Collective2 · investment strategy
by Collective2
ES Prodigy is a concentrated professional-grade algorithm consisting of 12 high-performing index futures trading systems focusing on the SP500 index.
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.
“Notional leverage is capped at 30:1 by default”
“Each trading system is autonomous and is rebalanced on a daily basis.”
“enforcing hard stop-losses by way of both price-based and price-agnostic triggers”
“12 high-performing index futures trading systems focusing on the SP500 index”
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: 2.10 (90%: 1.71 to 2.35)
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
Rebalance schedule taken from a stated rule.
The text the rules are quoted from, with where it came from.
ES Prodigy is a concentrated professional-grade algorithm consisting of 12 high-performing index futures trading systems focusing on the SP500 index. Trading is scaled across a mix of market & limit-based systems relying solely on price dynamics. This long-short algorithm offers 2 layers of risk management through enforcing hard stop-losses by way of both price-based and price-agnostic triggers, and the use of short positions. 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. Notional leverage is capped at 30:1 by default in order to keep the algorithm compliant with the most stringent regulatory limits. 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.
ES Prodigy is a concentrated professional-grade algorithm consisting of 12 high-performing index futures trading systems focusing on the SP500 index.
Every value on file, each labelled with its calculation basis and as-of date.
| Asset classes / instruments | futures | ||
| Leaderboard views (Collective2) | popular |
| Subscription price per month | $50 | ||
| Suggested minimum capital | $90k |
| Strategy age | 1,015 |
| Alpha vs S&P 500, strategy life (hypothetical model account) | 0.02 | 2026-10-20 | |
| Beta vs S&P 500, strategy life (hypothetical model account) | 0.81 | 2026-10-20 | |
| Correlation to S&P 500, strategy life (hypothetical model account) | 0.51 | 2026-10-20 |
| Annual return compounded, strategy life (hypothetical model account) | 20.90% | ||
| Annualized return since inception (Lighthorse, daily, hypothetical) | 20.71% | 2026-10-13 | |
| Monthly returns (hypothetical model account) | show{
"2024-Apr": -0.12607,
"2024-Aug": 0.02464,
"2024-Dec": -0.029990000000000003,
"2024-Feb": 0.07780000000000001,
"2024-Jan": 0.01351,
"2024-Jul": -0.00771,
"2024-Jun": 0.06565,
"2024-Mar": 0.02038,
"2024-May": 0.056600000000000004,
"2024-Nov": 0.07355,
"2024-Oct": 0.005370000000000001,
"2024-Sep": 0.011040000000000001,
"2024-YTD": 0.18042000000000002,
"2025-Apr": -0.10367000000000001,
"2025-Aug": 0.06231,
"2025-Dec": -0.01424,
"2025-Feb": -0.0225,
"2025-Jan": 0.06751,
"2025-Jul": 0.059320000000000005,
"2025-Jun": 0.17620000000000002,
"2025-Mar": -0.11653000000000001,
"2025-May": 0.05244,
"2025-Nov": -0.0149,
"2025-Oct": 0.03231,
"2025-Sep": 0.02557,
"2025-YTD": 0.18338000000000002,
"2026-Apr": 0.17384,
"2026-Aug": 0.054189999999999995,
"2026-Feb": -0.00553,
"2026-Jan": 0.06811,
"2026-Jul": 0.03229,
"2026-Jun": -0.02314,
"2026-Mar": -0.22207000000000002,
"2026-May": 0.11202999999999999,
"2026-Oct": 0.016,
"2026-Sep": 0.034089999999999995,
"2026-YTD": 0.205
} | 2026-10-20 | |
| Return, 1 month (hypothetical model account) | 6.20% | ||
| Return, 3 months (hypothetical model account) | 15.03% | ||
| Return, 6 months (hypothetical model account) | 32.30% | ||
| Return, last 365 days (Lighthorse, daily, hypothetical) | 24.75% | 2026-10-13 |
| Maximum drawdown since inception (Lighthorse, daily, hypothetical) | -29.36% | 2026-10-13 | |
| Maximum drawdown, last 365 days (Lighthorse, daily, hypothetical) | -29.36% | 2026-10-13 | |
| Maximum drawdown, strategy life (hypothetical model account) | -30.40% | ||
| Sharpe ratio since inception (Lighthorse, daily, hypothetical) | 0.61 | 2026-10-13 | |
| Sharpe ratio, last 365 days (Lighthorse, daily, hypothetical) | 0.70 | 2026-10-13 | |
| Sharpe ratio, strategy life (hypothetical model account) | 0.70 | ||
| Sortino ratio, last 365 days (Lighthorse, daily, hypothetical) | 1.00 | 2026-10-13 | |
| Sortino ratio, strategy life (hypothetical model account) | 0.90 | 2026-10-20 | |
| Volatility since inception (Lighthorse, daily, hypothetical) | 30.77% | 2026-10-13 | |
| Volatility, last 365 days (Lighthorse, daily, hypothetical) | 33.34% | 2026-10-13 |
| Heart Attack Index (Collective2) | 25 |
| Average leverage | 2.05 | ||
| Average position time | 15,634 | ||
| Maximum daily leverage | 7.03 | 2026-10-20 | |
| Number of trades | 90 | 2026-10-20 | |
| Percent of trades profitable | 65.56% | ||
| Profit factor | 1.88 | ||
| Win:loss ratio | 1.88 |
Collective2
Collective2
