Collective2 · investment strategy
by Collective2
ETF Timer is a market-timing trading system for various single and double leveraged Exchange Traded Products. See more complete description below.
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.
“I trade various single and double leveraged Exchange Traded Products”
“proprietary technical indicators for price, volume, and relative strength”
No published holdings for this strategy.
Fitted to 252 returns (hypothetical) from 2025-10-29 to 2026-10-16. An estimate, not holdings: it can't name stocks.
· : 0.77 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 1.53 (90%: 1.36 to 1.65)
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 Tactical allocation label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
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.
ETF Timer is a market-timing trading system in which I utilize my proprietary technical indicators for price, volume, and relative strength. For this system, I trade various single and double leveraged Exchange Traded Products. Also, ETF Timer may be traded in retirement accounts since it uses no margin. Prior to October 2015, the only ETFs traded were QID and QLD. However, in order to better diversify its holdings and reduce potential drawdowns, ETF Timer now trades a number of diversified Exchange Traded Products. I temporarily paused trading ETF Timer on December 31, 2020 during the Pandemic. During that time, I improved my proprietary technical indicators to be more responsive to current market conditions. I restarted trading ETF Timer on August 19, 2022 once the Pandemic was substantially under control. Unfortunately, while ETF Timer was paused the S&P 500 gained 14.0%, so ETF Timer didn’t participate in that gain. However, since I restarted ETF Timer it’s now back to outperforming the S&P 500. DISCLAIMER: PAST PERFORMANCE IS NO GUARANTEE OF FUTURE RESULTS.
ETF Timer is a market-timing trading system for various single and double leveraged Exchange Traded Products. See more complete description below.
Every value on file, each labelled with its calculation basis and as-of date.
| Asset classes / instruments | stocks | ||
| Leaderboard views (Collective2) | ira_account, old_timers, popular |
| Subscription price per month | $79 | ||
| Suggested minimum capital | $15k |
| Strategy age | 6,829 |
| Alpha vs S&P 500, strategy life (hypothetical model account) | 0.03 | 2026-10-16 | |
| Beta vs S&P 500, strategy life (hypothetical model account) | 0.34 | 2026-10-16 | |
| Correlation to S&P 500, strategy life (hypothetical model account) | 0.38 | 2026-10-16 |
| Annual return compounded, strategy life (hypothetical model account) | 16.00% | ||
| Annualized return since inception (Lighthorse, daily, hypothetical) | 15.84% | 2026-10-16 | |
| Monthly returns (hypothetical model account) | show{
"2008-Apr": 0.04167,
"2008-Aug": 0.00315,
"2008-Dec": 0.01056,
"2008-Feb": 0.045739999999999996,
"2008-Jan": -0.00745,
"2008-Jul": 0.00098,
"2008-Jun": 0.02267,
"2008-Mar": 0.05686,
"2008-May": 0.17065000000000002,
"2008-Nov": 0.08028,
"2008-Oct": 0.02266,
"2008-Sep": 0.15645,
"2008-YTD": 0.77352,
"2009-Apr": 0.15875999999999998,
"2009-Aug": 0.03173,
"2009-Dec": 0.04589000000000001,
"2009-Feb": 0.00871,
"2009-Jan": 0.07092,
"2009-Jul": -0.02964,
"2009-Jun": 0.02077,
"2009-Mar": 0.12548,
"2009-May": 0.04072,
"2009-Nov": 0.08683999999999999,
"2009-Oct": -0.03048,
"2009-Sep": 0.06081,
"2009-YTD": 0.7517,
"2010-Apr": 0.00003,
"2010-Aug": -0.00373,
"2010-Dec": -0.011279999999999998,
"2010-Feb": 0.03697,
"2010-Jan": -0.02105,
"2010-Jul": -0.049400000000000006,
"2010-Jun": -0.01042,
"2010-Mar": 0.10107,
"2010-May": 0.08369,
"2010-Nov": 0.00292,
"2010-Oct": -0.03117,
"2010-Sep": -0.027719999999999998,
"2010-YTD": 0.0604,
"2011-Apr": 0.00874,
"2011-Aug": -0.04298,
"2011-Dec": -0.013779999999999999,
"2011-Feb": -0.04156,
"2011-Jan": -0.020419999999999997,
"2011-Jul": 0.00111,
"2011-Jun": -0.02131,
"2011-Mar": 0.0054,
"2011-May": -0.03804,
"2011-Nov": -0.07263,
"2011-Oct": -0.01111,
"2011-Sep": -0.061959999999999994,
"2011-YTD": -0.27134,
"2012-Apr": 0.02204,
"2012-Aug": 0.03982,
"2012-Dec": -0.00315,
"2012-Feb": 0.00345,
"2012-Jan": 0.09836,
"2012-Jul": 0.00638,
"2012-Jun": 0.00571,
"2012-Mar": -0.02061,
"2012-May": 0.033769999999999994,
"2012-Nov": 0.03391,
"2012-Oct": -0.05006,
"2012-Sep": 0.01621,
"2012-YTD": 0.1942,
"2013-Apr": -0.02613,
"2013-Aug": 0.01064,
"2013-Dec": -0.04984,
"2013-Feb": 0.01328,
"2013-Jan": 0.026840000000000003,
"2013-Jul": -0.03993,
"2013-Jun": 0.06409,
"2013-Mar": 0.01137,
"2013-May": -0.03634,
"2013-Nov": -0.05376,
"2013-Oct": 0.03265,
"2013-Sep": -0.04166,
"2013-YTD": -0.09278,
"2014-Apr": 0.045279999999999994,
"2014-Aug": -0.07313,
"2014-Dec": 0.04267000000000001,
"2014-Feb": 0.03149,
"2014-Jan": 0.02895,
"2014-Jul": -0.00523,
"2014-Jun": -0.03548,
"2014-Mar": 0.04662,
"2014-May": -0.02343,
"2014-Nov": -0.037309999999999996,
"2014-Oct": 0.05657,
"2014-Sep": 0.00685,
"2014-YTD": 0.07679,
"2015-Apr": 0.029289999999999997,
"2015-Aug": -0.1188,
"2015-Dec": -0.04366,
"2015-Feb": 0.11874000000000001,
"2015-Jan": -0.021509999999999998,
"2015-Jul": 0.07333,
"2015-Jun": -0.04363,
"2015-Mar": -0.04237,
"2015-May": 0.03601,
"2015-Nov": 0.01019,
"2015-Oct": 0.18667,
"2015-Sep": -0.04237,
"2015-YTD": 0.11008,
"2016-Apr": 0.00614,
"2016-Aug": 0.01208,
"2016-Dec": -0.00043,
"2016-Feb": -0.0239,
"2016-Jan": -0.09083999999999999,
"2016-Jul": 0.09106,
"2016-Jun": -0.03819,
"2016-Mar": 0.20585,
"2016-May": 0.03893,
"2016-Nov": 0.052930000000000005,
"2016-Oct": -0.00863,
"2016-Sep": 0.00885,
"2016-YTD": 0.25054,
"2017-Apr": 0.012430000000000002,
"2017-Aug": -0.029249999999999998,
"2017-Dec": 0.01167,
"2017-Feb": 0.02571,
"2017-Jan": 0.03673,
"2017-Jul": 0.03801,
"2017-Jun": 0.014110000000000001,
"2017-Mar": 0.01139,
"2017-May": 0.010589999999999999,
"2017-Nov": 0.01626,
"2017-Oct": 0.005699999999999999,
"2017-Sep": 0.05862,
"2017-YTD": 0.23082999999999998,
"2018-Apr": -0.01266,
"2018-Aug": 0.04091,
"2018-Dec": -0.13778,
"2018-Feb": -0.04237,
"2018-Jan": 0.04562,
"2018-Jul": 0.02972,
"2018-Jun": 0.01646,
"2018-Mar": -0.02329,
"2018-May": 0.08712999999999999,
"2018-Nov": 0.02405,
"2018-Oct": -0.057969999999999994,
"2018-Sep": 0.00033,
"2018-YTD": -0.04839,
"2019-Apr": 0.03021,
"2019-Aug": -0.03447,
"2019-Dec": 0.01641,
"2019-Feb": 0.05578,
"2019-Jan": 0.1244,
"2019-Jul": 0.01282,
"2019-Jun": 0.07437,
"2019-Mar": 0.01226,
"2019-May": -0.08057,
"2019-Nov": 0.035379999999999995,
"2019-Oct": 0.03001,
"2019-Sep": 0.02366,
"2019-YTD": 0.32696,
"2020-Apr": 0.12671,
"2020-Aug": 0.06032,
"2020-Dec": 0.04397,
"2020-Feb": -0.09726000000000001,
"2020-Jan": -0.00492,
"2020-Jul": 0.03997,
"2020-Jun": 0.04561,
"2020-Mar": -0.21242,
"2020-May": 0.06783,
"2020-Nov": 0.20219,
"2020-Oct": 0.016120000000000002,
"2020-Sep": -0.05099,
"2020-YTD": 0.18779,
"2021-Apr": -0.00031,
"2021-Aug": -0.00031,
"2021-Dec": -0.00031,
"2021-Feb": -0.00031,
"2021-Jan": -0.00031,
"2021-Jul": -0.00031,
"2021-Jun": -0.00031,
"2021-Mar": -0.00031,
"2021-May": -0.00031,
"2021-Nov": -0.00031,
"2021-Oct": -0.00031,
"2021-Sep": -0.00031,
"2021-YTD": -0.00375,
"2022-Apr": -0.00031,
"2022-Aug": -0.0546,
"2022-Dec": -0.07408000000000001,
"2022-Feb": -0.00031,
"2022-Jan": -0.00031,
"2022-Jul": -0.00031,
"2022-Jun": -0.00031,
"2022-Mar": -0.00031,
"2022-May": -0.00031,
"2022-Nov": 0.08144,
"2022-Oct": 0.11601,
"2022-Sep": -0.10565,
"2022-YTD": -0.05722000000000001,
"2023-Apr": -0.009479999999999999,
"2023-Aug": -0.01188,
"2023-Dec": 0.13654,
"2023-Feb": -0.03682,
"2023-Jan": 0.10407,
"2023-Jul": 0.06105000000000001,
"2023-Jun": 0.06468,
"2023-Mar": 0.01506,
"2023-May": 0.00242,
"2023-Nov": 0.20114,
"2023-Oct": -0.08343,
"2023-Sep": -0.08177,
"2023-YTD": 0.37457999999999997,
"2024-Apr": -0.06875,
"2024-Aug": 0.04077,
"2024-Dec": -0.05019,
"2024-Feb": 0.061200000000000004,
"2024-Jan": -0.0241,
"2024-Jul": 0.02802,
"2024-Jun": 0.023,
"2024-Mar": 0.026619999999999998,
"2024-May": 0.07228,
"2024-Nov": 0.07478,
"2024-Oct": -0.02016,
"2024-Sep": 0.01935,
"2024-YTD": 0.18481000000000003,
"2025-Apr": -0.01601,
"2025-Aug": 0.04087,
"2025-Dec": -0.00736,
"2025-Feb": -0.03253,
"2025-Jan": 0.029740000000000003,
"2025-Jul": 0.06731,
"2025-Jun": 0.08731,
"2025-Mar": -0.07418999999999999,
"2025-May": 0.08551,
"2025-Nov": -0.01569,
"2025-Oct": 0.01337,
"2025-Sep": 0.02442,
"2025-YTD": 0.20704,
"2026-Apr": 0.13141999999999998,
"2026-Aug": 0.07601,
"2026-Feb": -0.00823,
"2026-Jan": 0.01222,
"2026-Jul": 0.009260000000000001,
"2026-Jun": -0.01401,
"2026-Mar": -0.09693,
"2026-May": 0.08358,
"2026-Oct": -0.019,
"2026-Sep": 0.01547,
"2026-YTD": 0.185
} | 2026-10-16 | |
| Return, 1 month (hypothetical model account) | 2.59% | ||
| Return, 3 months (hypothetical model account) | 6.86% | ||
| Return, 6 months (hypothetical model account) | 18.18% | ||
| Return, last 365 days (Lighthorse, daily, hypothetical) | 19.51% | 2026-10-16 |
| Maximum drawdown since inception (Lighthorse, daily, hypothetical) | -43.94% | 2026-10-16 | |
| Maximum drawdown, last 365 days (Lighthorse, daily, hypothetical) | -17.10% | 2026-10-16 | |
| Maximum drawdown, strategy life (hypothetical model account) | -43.90% | ||
| Sharpe ratio since inception (Lighthorse, daily, hypothetical) | 0.69 | 2026-10-16 | |
| Sharpe ratio, last 365 days (Lighthorse, daily, hypothetical) | 0.72 | 2026-10-16 | |
| Sharpe ratio, strategy life (hypothetical model account) | 0.67 | ||
| Sortino ratio, last 365 days (Lighthorse, daily, hypothetical) | 1.04 | 2026-10-16 | |
| Sortino ratio, strategy life (hypothetical model account) | 0.96 | 2026-10-16 | |
| Volatility since inception (Lighthorse, daily, hypothetical) | 22.42% | 2026-10-16 | |
| Volatility, last 365 days (Lighthorse, daily, hypothetical) | 22.17% | 2026-10-16 |
| Heart Attack Index (Collective2) | 22 |
| Average leverage | 1.12 | ||
| Average position time | 215,702 | ||
| Maximum daily leverage | 2.67 | 2026-10-16 | |
| Number of trades | 221 | 2026-10-16 | |
| Percent of trades profitable | 84.55% | ||
| Profit factor | 5.18 | ||
| Win:loss ratio | 5.18 |
Composer Technologies · Composer
Composer Technologies · Composer
