Collective2 · investment strategy
by 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 overnight exposure – all positions close by market end.”
“Defined risk per trade – stop orders are automatically placed upon entry.”
“trades same-day expiring SPX options (0DTE)”
No published holdings for this strategy.
Fitted to 252 returns (hypothetical) from 2025-10-30 to 2026-10-19. An estimate, not holdings: it can't name stocks.
· : 0.00 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 0.03 (90%: 0.01 to 0.17)
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.
GammaBusters is a quantitative, rules-based strategy that trades same-day expiring SPX options (0DTE) with a focus on consistent premium capture, strict risk control, and minimal overnight exposure. The strategy dynamically sells credit spreads in the direction of market flow using real-time option chain data, volatility structure, and intraday momentum indicators. All trades are entered algorithmically and are either held to expiration or stopped out based on predefined risk thresholds. Core Principles Defined risk per trade – stop orders are automatically placed upon entry. No overnight exposure – all positions close by market end. Data-driven entries – based on intraday changes in SPX volatility skew and gamma flow. Consistent edge – focuses on premium efficiency and minimizing drawdowns. Philosophy The strategy is designed for disciplined investors seeking consistent, uncorrelated returns derived from short-term volatility and market structure inefficiencies — not long directional bets. All signals, trade executions, and stops are handled automatically, ensuring emotion-free, systematic execution.
Every value on file, each labelled with its calculation basis and as-of date.
| Asset classes / instruments | options | ||
| Leaderboard views (Collective2) | new_highs |
| Subscription price per month | $595 | 2026-10-20 | |
| Suggested minimum capital | $35k | 2026-10-20 |
| Strategy age | 411 | 2026-10-20 |
| Alpha vs S&P 500, strategy life (hypothetical model account) | 0.01 | 2026-10-20 | |
| Beta vs S&P 500, strategy life (hypothetical model account) | 0.04 | 2026-10-20 | |
| Correlation to S&P 500, strategy life (hypothetical model account) | 0.03 | 2026-10-20 |
| Annual return compounded, strategy life (hypothetical model account) | 3.80% | ||
| Annualized return since inception (Lighthorse, daily, hypothetical) | 4.58% | 2026-10-19 | |
| Monthly returns (hypothetical model account) | show{
"2025-Dec": -0.04315,
"2025-Nov": -0.01233,
"2025-Oct": 0.058570000000000004,
"2025-Sep": 0.02414,
"2025-YTD": 0.024550000000000002,
"2026-Apr": -0.012729999999999998,
"2026-Aug": 0.13588,
"2026-Feb": -0.012410000000000001,
"2026-Jan": -0.01226,
"2026-Jul": 0.00756,
"2026-Jun": -0.01306,
"2026-Mar": -0.01257,
"2026-May": -0.012889999999999999,
"2026-Oct": 0.04,
"2026-Sep": -0.07357,
"2026-YTD": 0.022000000000000002
} | 2026-10-20 | |
| Return, last 365 days (Lighthorse, daily, hypothetical) | -1.30% | 2026-10-19 |
| Maximum drawdown since inception (Lighthorse, daily, hypothetical) | -14.84% | 2026-10-19 | |
| Maximum drawdown, last 365 days (Lighthorse, daily, hypothetical) | -14.84% | 2026-10-19 | |
| Maximum drawdown, strategy life (hypothetical model account) | -17.11% | 2026-10-20 | |
| Sharpe ratio since inception (Lighthorse, daily, hypothetical) | 0.12 | 2026-10-19 | |
| Sharpe ratio, last 365 days (Lighthorse, daily, hypothetical) | -0.18 | 2026-10-19 | |
| Sharpe ratio, strategy life (hypothetical model account) | 0.23 | 2026-10-20 | |
| Sortino ratio, last 365 days (Lighthorse, daily, hypothetical) | -0.33 | 2026-10-19 | |
| Sortino ratio, strategy life (hypothetical model account) | 0.45 | 2026-10-20 | |
| Volatility since inception (Lighthorse, daily, hypothetical) | 17.57% | 2026-10-19 | |
| Volatility, last 365 days (Lighthorse, daily, hypothetical) | 18.45% | 2026-10-19 |
| Average leverage | 61.83 | 2026-10-20 | |
| Maximum daily leverage | 277.49 | 2026-10-20 | |
| Number of trades | 935 | 2026-10-20 | |
| Percent of trades profitable | 38.50% | 2026-10-20 | |
| Profit factor | 1.20 | 2026-10-20 |
Collective2
Collective2
