Collective2 · investment strategy
by Collective2
This is a value-oriented trading strategy that combines fundamental conviction with market-driven flexibility. Often contrarian in nature. It adapts to changing market environments and uses conservative option tactics to enhance entry and exit points. The goal is to generate long-term returns by staying disciplined, opportunistic, and grounded in fundamentals – even when the market isn’t.
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.
“This is a value-oriented trading strategy”
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.
· : 0.29 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 0.42 (90%: 0.29 to 0.53)
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 Fundamental research label, from other sources first, strongest risk-adjusted return first.
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.
This is a value-oriented trading strategy that combines fundamental conviction with market-driven flexibility. Often contrarian in nature. It adapts to changing market environments and uses conservative option tactics to enhance entry and exit points. The goal is to generate long-term returns by staying disciplined, opportunistic, and grounded in fundamentals – even when the market isn’t.
This is a value-oriented trading strategy that combines fundamental conviction with market-driven flexibility. Often contrarian in nature. It adapts to changing market environments and uses conservative option tactics to enhance entry and exit points. The goal is to generate long-term returns by staying disciplined, opportunistic, and grounded in fundamentals – even when the market isn’t.
Trading on the other side of fear Long-term, fundamentals-first. Opportunistic by design.
Every value on file, each labelled with its calculation basis and as-of date.
| Asset classes / instruments | stocks, options | ||
| Leaderboard views (Collective2) | 52_week_highs, 90_day_highs, new_highs, old_timers, popular | ||
| Style chips (Collective2) | Covered Calls, Premium Collecting |
| Subscription price per month | $69 | ||
| Suggested minimum capital | $35k |
| Strategy age | 3,289 |
| Alpha vs S&P 500, strategy life (hypothetical model account) | 0.12 | ||
| Beta vs S&P 500, strategy life (hypothetical model account) | 0.69 | ||
| Correlation to S&P 500, strategy life (hypothetical model account) | 0.25 |
| Annual return compounded, strategy life (hypothetical model account) | 50.60% | ||
| Annualized return since inception (Lighthorse, daily, hypothetical) | 50.49% | 2026-10-16 | |
| Monthly returns (hypothetical model account) | show{
"2017-Dec": 0.091,
"2017-Nov": 0.105,
"2017-Oct": -0.017,
"2017-YTD": 0.184,
"2018-Apr": 0.009000000000000001,
"2018-Aug": -0.023,
"2018-Dec": -0.08199999999999999,
"2018-Feb": -0.04,
"2018-Jan": -0.033,
"2018-Jul": -0.08,
"2018-Jun": 0.069,
"2018-Mar": 0.012,
"2018-May": -0.094,
"2018-Nov": -0.009000000000000001,
"2018-Oct": 0.081,
"2018-Sep": -0.114,
"2018-YTD": -0.282,
"2019-Apr": -0.155,
"2019-Aug": -0.215,
"2019-Dec": 0.261,
"2019-Feb": -0.14400000000000002,
"2019-Jan": -0.11699999999999999,
"2019-Mar": 0.034,
"2019-May": 0,
"2019-Nov": 0.41600000000000004,
"2019-Oct": -0.002,
"2019-Sep": -0.081,
"2019-YTD": -0.094,
"2020-Apr": 0.941,
"2020-Aug": 0.634,
"2020-Dec": 0.14,
"2020-Feb": 0.102,
"2020-Jan": 0.517,
"2020-Jul": 0.414,
"2020-Jun": 0.233,
"2020-Mar": -0.35200000000000004,
"2020-May": 0.069,
"2020-Nov": 0.331,
"2020-Oct": 0.005,
"2020-Sep": -0.065,
"2020-YTD": 8.124,
"2021-Apr": 0.11800000000000001,
"2021-Aug": 0.05,
"2021-Dec": 0.053,
"2021-Feb": -0.156,
"2021-Jan": 0.374,
"2021-Jul": -0.001,
"2021-Jun": 0.11800000000000001,
"2021-Mar": -0.162,
"2021-May": -0.10300000000000001,
"2021-Nov": 0.031,
"2021-Oct": 0.45,
"2021-Sep": 0.11699999999999999,
"2021-YTD": 1.01,
"2022-Apr": 0.059000000000000004,
"2022-Aug": -0.05,
"2022-Dec": -0.004,
"2022-Feb": 0.032,
"2022-Jan": -0.053,
"2022-Jul": 0.028999999999999998,
"2022-Jun": -0.022000000000000002,
"2022-Mar": 0.033,
"2022-May": 0.034,
"2022-Nov": 0.024,
"2022-Oct": -0.012,
"2022-Sep": 0.03,
"2022-YTD": 0.096,
"2023-Apr": 0.094,
"2023-Aug": -0.077,
"2023-Dec": 0.16699999999999998,
"2023-Feb": -0.077,
"2023-Jan": 0.19899999999999998,
"2023-Jul": 0.047,
"2023-Jun": -0.005,
"2023-Mar": 0.16899999999999998,
"2023-May": -0.08800000000000001,
"2023-Nov": -0.017,
"2023-Oct": 0.18100000000000002,
"2023-Sep": -0.146,
"2023-YTD": 0.436,
"2024-Apr": 0.057999999999999996,
"2024-Aug": 0.20800000000000002,
"2024-Dec": -0.07200000000000001,
"2024-Feb": -0.157,
"2024-Jan": -0.187,
"2024-Jul": 0.081,
"2024-Jun": -0.023,
"2024-Mar": 0.304,
"2024-May": -0.019,
"2024-Nov": -0.10300000000000001,
"2024-Oct": 0.006,
"2024-Sep": 0.009000000000000001,
"2024-YTD": 0,
"2025-Apr": 0.009000000000000001,
"2025-Aug": 0.11599999999999999,
"2025-Dec": -0.023,
"2025-Feb": 0.071,
"2025-Jan": 0.008,
"2025-Jul": 0.048,
"2025-Jun": 0.065,
"2025-Mar": 0.055,
"2025-May": 0.01,
"2025-Nov": 0.017,
"2025-Oct": -0.040999999999999995,
"2025-Sep": 0.086,
"2025-YTD": 0.495,
"2026-Apr": 0.054000000000000006,
"2026-Aug": 0.03,
"2026-Feb": 0.02,
"2026-Jan": 0.037000000000000005,
"2026-Jul": 0.034,
"2026-Jun": -0.003,
"2026-Mar": -0.021,
"2026-May": -0.01,
"2026-Oct": 0.012,
"2026-Sep": 0.042,
"2026-YTD": 0.209
} | ||
| Return, 1 month (hypothetical model account) | 3.47% | ||
| Return, 3 months (hypothetical model account) | 7.63% | ||
| Return, 6 months (hypothetical model account) | 12.47% | ||
| Return, last 365 days (Lighthorse, daily, hypothetical) | 17.76% | 2026-10-16 |
| All Collective2 statistics (full stats page) | show{
"Overview :: Age": "110 months",
"Overview :: Rank #": "#13",
"Regression :: Beta": "0.69",
"Overview :: Avg win": "$157",
"Overview :: C2 Rank": "981",
"Ratios :: W:L ratio": "2.55",
"Regression :: Alpha": "0.12",
"Overview :: # Trades": "859",
"Overview :: Avg loss": "$222",
"RATIO STATISTICS :: p": "0.44",
"RATIO STATISTICS :: r": "0.31",
"RATIO STATISTICS :: t": "1.47",
"Win / Loss :: Avg Win": "$156",
"Popularity :: C2 Score": "981",
"RATIO STATISTICS :: SD": "0.12",
"RATIO STATISTICS :: df": "130",
"Ratios :: Calmar Ratio": "1.87",
"Ratios :: Sharpe Ratio": "0.86",
"Win / Loss :: # Losers": "198",
"Win / Loss :: Avg Loss": "$222",
"Ratios :: Sortino Ratio": "1.64",
"Win / Loss :: # Winners": "661",
"Win / Loss :: % Winners": "76.9%",
"Overview :: # Profitable": "661",
"Overview :: % Profitable": "76.9%",
"Overview :: Rank at C2 %": "Top 1.9%",
"RATIO STATISTICS :: Mean": "0.25",
"RATIO STATISTICS :: p(a)": "0.44",
"RATIO STATISTICS :: p(b)": "0.30",
"RATIO STATISTICS :: t(a)": "1.05",
"RATIO STATISTICS :: t(b)": "3.73",
"ORDER STATISTICS :: Median": "1.00",
"Overview :: Strategy began": "10/10/2017",
"Overview :: What it trades": "Stocks, Options",
"Frequency :: Last Trade Ago": "0",
"ORDER STATISTICS :: Maximum": "1.03",
"ORDER STATISTICS :: Minimum": "0.98",
"Overview :: drawdown period": "June 18, 2018 - Oct 11, 2019",
"Regression :: Treynor Index": "0.20",
"RATIO STATISTICS :: DF error": "129",
"RATIO STATISTICS :: VaR(95%)": "0.01",
"Frequency :: Avg Trade Length": "27.10",
"RATIO STATISTICS :: Upside SD": "0.10",
"DRAW DOWN STATISTICS :: Median": "0.01",
"ORDER STATISTICS :: Quartile 1": "1.00",
"ORDER STATISTICS :: Quartile 3": "1.01",
"Overview :: Avg trade duration": "27.1 days",
"RATIO STATISTICS :: Covariance": "0.00",
"DRAW DOWN STATISTICS :: Maximum": "0.05",
"DRAW DOWN STATISTICS :: Minimum": "0.00",
"RATIO STATISTICS :: Downside SD": "0.07",
"Leverage :: Daily leverage (max)": "10.30",
"Popularity :: Popularity (Today)": "966",
"Win / Loss :: Num Months Winners": "64",
"RATIO STATISTICS :: Sortino ratio": "3.41",
"DRAW DOWN STATISTICS :: Quartile 1": "0.01",
"DRAW DOWN STATISTICS :: Quartile 3": "0.02",
"Instruments :: Percent Trades Forex": "0.0%",
"RATIO STATISTICS :: SD of criterion": "0.12",
"RATIO STATISTICS :: SD of predictor": "0.12",
"Win / Loss :: Sum Trade PL (losers)": "$43,941",
"Frequency :: Avg Position Time (hrs)": "650.26",
"Instruments :: Percent Trades Stocks": "0.2%",
"Leverage :: Daily leverage (average)": "1.66",
"RATIO STATISTICS :: Jensen alpha (a)": "0.17",
"RATIO STATISTICS :: N negative terms": "58",
"Win / Loss :: Sum Trade PL (winners)": "$103,324",
"Frequency :: Avg Position Time (mins)": "39015.45",
"Instruments :: Percent Trades Futures": "0.0%",
"Instruments :: Percent Trades Options": "0.8%",
"ORDER STATISTICS :: Mean of quarter 1": "0.99",
"ORDER STATISTICS :: Mean of quarter 2": "1.00",
"ORDER STATISTICS :: Mean of quarter 3": "1.00",
"ORDER STATISTICS :: Mean of quarter 4": "1.01",
"Overview :: Suggested Minimum Capital": "$35,000",
"RATIO STATISTICS :: Mean Square Error": "0.01",
"RATIO STATISTICS :: Mean of criterion": "0.25",
"RATIO STATISTICS :: Mean of predictor": "0.25",
"RATIO STATISTICS :: N of observations": "131",
"Slump :: Current Slump as Pcnt Equity": "0.0%",
"Overview :: Annual Return (Compounded)": "50.6%",
"Trading Style :: Any stock shorts? 0/1": "1",
"COMBINED STATISTICS :: j156mfCOMBRisPar": "0",
"COMBINED STATISTICS :: j157mfCOMBRisPar": "0",
"COMBINED STATISTICS :: j313dfCOMBRisPar": "0",
"COMBINED STATISTICS :: j314dfCOMBRisPar": "0",
"ORDER STATISTICS :: Number outliers low": "0",
"Overview :: Max peak-to-valley drawdown": "65.2%",
"Popularity :: Popularity (Last 6 weeks)": "972",
"RATIO STATISTICS :: N nonnegative terms": "73",
"RATIO STATISTICS :: Upside part of mean": "0.87",
"ORDER STATISTICS :: Inter Quartile Range": "0.01",
"ORDER STATISTICS :: Mean of outliers low": "0",
"DRAW DOWN STATISTICS :: Mean of quarter 1": "0.00",
"DRAW DOWN STATISTICS :: Mean of quarter 2": "0.01",
"DRAW DOWN STATISTICS :: Mean of quarter 3": "0.02",
"DRAW DOWN STATISTICS :: Mean of quarter 4": "0.03",
"ORDER STATISTICS :: Mean of outliers high": "1.03",
"RATIO STATISTICS :: Downside part of mean": "-0.62",
"Automation :: Percentage Signals Automated": "0.1%",
"ORDER STATISTICS :: Number of observations": "131",
"RATIO STATISTICS :: Upside Potential Ratio": "11.92",
"DRAW DOWN STATISTICS :: Number outliers low": "0",
"ORDER STATISTICS :: Number of outliers high": "1",
"DRAW DOWN STATISTICS :: Inter Quartile Range": "0.01",
"DRAW DOWN STATISTICS :: Mean of outliers low": "0",
"RATIO STATISTICS :: Treynor index (mean / b)": "0.80",
"DRAW DOWN STATISTICS :: Mean of outliers high": "0.05",
"Dividends :: Dividends Received in Model Acct": "4189",
"ORDER STATISTICS :: VaR(95%) (moments method)": "0.01",
"RATIO STATISTICS :: Expected Shortfall on VaR": "0.01",
"Age :: Num Months filled monthly returns table": "109",
"CORRELATION STATISTICS :: Correlation to SP500": "0.25",
"DRAW DOWN STATISTICS :: Number of observations": "12",
"Instruments :: Short Options - Percent Covered": "23.4%",
"ORDER STATISTICS :: Percentage of outliers low": "0",
"RATIO STATISTICS :: VAR (95 Confidence Intrvl)": "0.06",
"Trades-Own-System Certification :: TOS percent": "0.0%",
"DRAW DOWN STATISTICS :: Number of outliers high": "1",
"ORDER STATISTICS :: Percentage of outliers high": "0.01",
"RATIO STATISTICS :: Sharpe ratio (Hedges UMVUE)": "2.07",
"RATIO STATISTICS :: b (slope, estimate of beta)": "0.31",
"ORDER STATISTICS :: VaR(95%) (regression method)": "0.01",
"DRAW DOWN STATISTICS :: VaR(95%) (moments method)": "0.04",
"Return Statistics :: Ann Return (Compnd, No Fees)": "51.9%",
"Return Statistics :: Ann Return (w trading costs)": "50.6%",
"Return Statistics :: Return Pcnt Since TOS Status": "0.0%",
"DRAW DOWN STATISTICS :: Percentage of outliers low": "0",
"DRAW DOWN STATISTICS :: Percentage of outliers high": "0.08",
"DRAW DOWN STATISTICS :: VaR(95%) (regression method)": "0.05",
"RATIO STATISTICS :: a (intercept, estimate of alpha)": "0.17",
"DRAW DOWN STATISTICS :: Last 4 Months - Pcnt Negative": "0.0%",
"Trades-Own-System Certification :: Trades Own System?": "0",
"DRAW DOWN STATISTICS :: Max Equity Drawdown (num days)": "480",
"Maximum Adverse Excursion (MAE) :: Hold-and-Hope Ratio": "0.14",
"RATIO STATISTICS :: Sharpe ratio (Glass type estimate)": "2.08",
"ORDER STATISTICS :: Expected Shortfall (moments method)": "0.01",
"ORDER STATISTICS :: Extreme Value Index (moments method)": "-0.15",
"Popularity :: Popularity (7 days, Percentile 1000 scale)": "953",
"Risk of Ruin (Monte-Carlo) :: Chance of 10% account loss": "74.5%",
"Risk of Ruin (Monte-Carlo) :: Chance of 20% account loss": "58.0%",
"Risk of Ruin (Monte-Carlo) :: Chance of 30% account loss": "43.0%",
"Risk of Ruin (Monte-Carlo) :: Chance of 40% account loss": "30.0%",
"Risk of Ruin (Monte-Carlo) :: Chance of 50% account loss": "13.5%",
"ORDER STATISTICS :: Expected Shortfall (regression method)": "0.01",
"DRAW DOWN STATISTICS :: Expected Shortfall (moments method)": "0.04",
"Maximum Adverse Excursion (MAE) :: MAE:PL (avg, all trades)": "5.65",
"ORDER STATISTICS :: Extreme Value Index (regression method)": "-0.24",
"DRAW DOWN STATISTICS :: Extreme Value Index (moments method)": "-0.65",
"DRAW DOWN STATISTICS :: Expected Shortfall (regression method)": "0.24",
"Maximum Adverse Excursion (MAE) :: MAE:PL (avg, losing trades)": "—",
"Slump :: Current Slump, time of slump as pcnt of strategy life": "0.0%",
"DRAW DOWN STATISTICS :: Extreme Value Index (regression method)": "0.86",
"Maximum Adverse Excursion (MAE) :: MAE:PL (avg, winning trades)": "—",
"Maximum Adverse Excursion (MAE) :: Avg(MAE) / Avg(PL) - All trades": "7.12",
"Maximum Adverse Excursion (MAE) :: MAE:Equity, average, all trades": "0.02",
"RATIO STATISTICS :: Lowerbound of 95% confidence interval for beta": "0.15",
"RATIO STATISTICS :: Upperbound of 95% confidence interval for beta": "0.47",
"COMBINED STATISTICS :: Annualized return (arithmetic extrapolation)": "0.30",
"RATIO STATISTICS :: Lowerbound of 95% confidence interval for alpha": "-0.15",
"RATIO STATISTICS :: Upperbound of 95% confidence interval for alpha": "0.49",
"Maximum Adverse Excursion (MAE) :: Avg(MAE) / Avg(PL) - Losing trades": "-1.07",
"Maximum Adverse Excursion (MAE) :: MAE:Equity, average, losing trades": "0.01",
"Maximum Adverse Excursion (MAE) :: Avg(MAE) / Avg(PL) - Winning trades": "3.47",
"Maximum Adverse Excursion (MAE) :: MAE:Equity, average, winning trades": "0.02",
"Risk of Ruin (Monte-Carlo) :: Chance of 60% account loss (Monte Carlo)": "10.5%",
"Risk of Ruin (Monte-Carlo) :: Chance of 70% account loss (Monte Carlo)": "4.0%",
"Risk of Ruin (Monte-Carlo) :: Chance of 80% account loss (Monte Carlo)": "0.0%",
"Risk of Ruin (Monte-Carlo) :: Chance of 90% account loss (Monte Carlo)": "0.0%",
"Risk of Ruin (Monte-Carlo) :: Chance of 100% account loss (Monte Carlo)": "0.0%",
"COMBINED STATISTICS :: Compounded annual return (geometric extrapolation)": "0.32",
"CORRELATION STATISTICS :: Return Percent SP500 (cumu) during strategy life": "206.3%",
"RATIO STATISTICS :: Lowerbound of 95% confidence interval for Sharpe Ratio": "-0.70",
"RATIO STATISTICS :: Upperbound of 95% confidence interval for Sharpe Ratio": "4.86",
"Maximum Adverse Excursion (MAE) :: MAE:PL - worst single value for strategy": "—",
"CORRELATION STATISTICS :: Return of Strat Pcnt - Return of SP500 Pcnt (cumu)": "3709.5%",
"COMBINED STATISTICS :: Calmar ratio (compounded annual return / max draw down)": "6.75",
"COMBINED STATISTICS :: Compounded annual return / Expected Shortfall lognormal": "22.50",
"Return Statistics :: Return Pcnt (Compound or Annual, age-based, NFA compliant)": "0.5%",
"RATIO STATISTICS :: Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation": "-0.71",
"RATIO STATISTICS :: Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation": "4.85",
"COMBINED STATISTICS :: Compounded annual return / average of 25% largest draw downs": "9.67",
"Maximum Adverse Excursion (MAE) :: MAE:Equity, 95th Percentile Value for this strat": "0",
"DRAW DOWN STATISTICS :: Strat Max DD how much worse than SP500 max DD during strat life?": "-412106880",
"Maximum Adverse Excursion (MAE) :: MAE:PL - Losing Trades - this strat Percentile of All Strats": "61.39",
"Maximum Adverse Excursion (MAE) :: MAE:PL - Winning Trades - this strat Percentile of All Strats": "96.99",
"Maximum Adverse Excursion (MAE) :: MAE:Equity, win trades only, 95th Percentile Value for this strat": "—",
"Maximum Adverse Excursion (MAE) :: MAE:Equity, losing trades only, 95th Percentile Value for this strat": "—"
} | ||
| Calmar ratio, strategy life (hypothetical model account) | 1.87 | ||
| Maximum drawdown since inception (Lighthorse, daily, hypothetical) | -65.18% | 2026-10-16 | |
| Maximum drawdown, last 365 days (Lighthorse, daily, hypothetical) | -5.81% | 2026-10-16 | |
| Maximum drawdown, strategy life (hypothetical model account) | -65.20% | ||
| Sharpe ratio since inception (Lighthorse, daily, hypothetical) | 0.97 | 2026-10-16 | |
| Sharpe ratio, last 365 days (Lighthorse, daily, hypothetical) | 0.93 | 2026-10-16 | |
| Sharpe ratio, strategy life (hypothetical model account) | 0.86 | ||
| Sortino ratio, last 365 days (Lighthorse, daily, hypothetical) | 1.42 | 2026-10-16 | |
| Sortino ratio, strategy life (hypothetical model account) | 1.64 | ||
| Volatility since inception (Lighthorse, daily, hypothetical) | 52.44% | 2026-10-16 | |
| Volatility, last 365 days (Lighthorse, daily, hypothetical) | 14.20% | 2026-10-16 |
| Heart Attack Index (Collective2) | 45 |
| Average leverage | 1.66 | ||
| Average position time | 39,015 | ||
| Maximum daily leverage | 10.30 | ||
| Number of trades | 859 | ||
| Percent of trades profitable | 76.95% | ||
| Profit factor | 2.35 | ||
| Win:loss ratio | 2.35 |
Interactive Advisors
Quantbase · Surmount
