Collective2 · investment strategy
by Collective2
Quantitative systematic Nasdaq-100 futures strategy focused on disciplined execution, predefined risk management, and long-term risk-adjusted performance.
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.
“focused on capturing short-term opportunities in the Nasdaq-100 through Micro E-mini Nasdaq-100 (MNQ) futures”
No published holdings for this strategy.
Fitted to 31 returns (hypothetical) from 2026-09-08 to 2026-10-20. An estimate, not holdings: it can't name stocks.
· : 0.08 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 1.24 (90%: 1.21 to 2.84)
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.
GLG Nasdaq Alpha V2 is a quantitative, systematic futures trading strategy developed by GLG Capital Management, focused on capturing short-term opportunities in the Nasdaq-100 through Micro E-mini Nasdaq-100 (MNQ) futures. The strategy is built on a rules-based quantitative framework with predefined entry, exit, position-management, and risk parameters. It operates across two distinct trading sessions and may use position scaling as part of its trade-management methodology. Risk management is a core component of the strategy. Position sizing and maximum loss parameters are defined in advance, while execution remains systematic and consistent regardless of short-term market outcomes. GLG Nasdaq Alpha V2 is a live-capital quantitative strategy connected to Collective2 through its BrokerTransmit framework. The strategy is intended for subscribers who understand the volatility and leverage associated with futures trading and who seek exposure to an actively managed quantitative Nasdaq futures strategy. The objective is to generate attractive long-term risk-adjusted returns through disciplined execution and consistent application of the strategy's quantitative framework. As with all futures strategies, periods of losses and drawdowns should be expected, and past performance does not guarantee future results.
Quantitative systematic Nasdaq-100 futures strategy focused on disciplined execution, predefined risk management, and long-term risk-adjusted performance.
Every value on file, each labelled with its calculation basis and as-of date.
| Asset classes / instruments | futures | ||
| Leaderboard views (Collective2) | tos |
| Subscription price per month | $49 | ||
| Suggested minimum capital | $50k |
| Strategy age | 37 |
| Alpha vs S&P 500, strategy life (hypothetical model account) | 0.14 | 2026-10-20 | |
| Beta vs S&P 500, strategy life (hypothetical model account) | 0.38 | 2026-10-20 | |
| Correlation to S&P 500, strategy life (hypothetical model account) | 0.13 | 2026-10-20 |
| Annual return compounded, strategy life (hypothetical model account) | 5.10% | ||
| Monthly returns (hypothetical model account) | show{
"2026-Oct": 0.006,
"2026-Sep": 0.05076,
"2026-YTD": 0.057
} | 2026-10-20 |
| Maximum drawdown, strategy life (hypothetical model account) | -11.10% | ||
| Sharpe ratio, strategy life (hypothetical model account) | 1.40 | 2026-10-20 | |
| Sortino ratio, strategy life (hypothetical model account) | 3.31 | 2026-10-20 |
| Heart Attack Index (Collective2) | 1 |
| Average leverage | 7.29 | ||
| Average position time | 92 | ||
| Maximum daily leverage | 12.03 | 2026-10-20 | |
| Number of trades | 85 | 2026-10-20 | |
| Percent of trades profitable | 38.10% | ||
| Profit factor | 1.27 | ||
| Win:loss ratio | 1.27 |
Collective2
Collective2
