Collective2 · investment strategy
by Collective2
A rules-based leveraged ETF strategy designed to amplify returns during favorable market conditions.
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.
“Rebalance: Daily”
“An interest-rate risk component automatically reduces exposure when rising rates or weak bond markets increase portfolio risk.”
“The strategy combines mean-reversion signals, which identify short-term dislocations likely to rebound, with volatility breakout detection”
“Universe: Leveraged equity index ETFs”
No published holdings for this strategy.
Fitted to 60 returns (hypothetical) from 2026-07-29 to 2026-10-20. An estimate, not holdings: it can't name stocks.
· : 0.35 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 3.11 (90%: 1.54 to 3.25)
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 Mean reversion 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
Rebalance schedule taken from a stated rule.
The text the rules are quoted from, with where it came from.
A rules-based strategy that captures short-term rebounds in leveraged equity index ETFs while adapting to changing market conditions. It increases exposure when conditions are favorable and reduces it when they deteriorate. Universe: Leveraged equity index ETFs · Style: Mean reversion with regime detection · Rebalance: Daily How it works The strategy combines mean-reversion signals, which identify short-term dislocations likely to rebound, with volatility breakout detection, which flags potential trend shifts. An interest-rate risk component automatically reduces exposure when rising rates or weak bond markets increase portfolio risk. Positions are sized and adjusted daily based on signal changes, momentum, volatility, and other data-driven inputs. This strategy suits investors seeking higher return potential who are comfortable with higher volatility. Leveraged ETFs amplify both gains and losses and reset daily, which is why the strategy manages exposure actively rather than holding positions long term. It can complement slower-moving strategies by capturing short-term opportunities they miss.
A rules-based leveraged ETF strategy designed to amplify returns during favorable market conditions.
Every value on file, each labelled with its calculation basis and as-of date.
| Asset classes / instruments | stocks | ||
| Leaderboard views (Collective2) | tos |
| Subscription price per month | $79 | ||
| Suggested minimum capital | $260k |
| Strategy age | 76 |
| Alpha vs S&P 500, strategy life (hypothetical model account) | 0.20 | 2026-10-16 | |
| Beta vs S&P 500, strategy life (hypothetical model account) | 1.68 | 2026-10-16 | |
| Correlation to S&P 500, strategy life (hypothetical model account) | 0.42 | 2026-10-16 |
| Annual return compounded, strategy life (hypothetical model account) | 29.10% | ||
| Monthly returns (hypothetical model account) | show{
"2026-Aug": -0.036699999999999997,
"2026-Jul": 0.27198,
"2026-Oct": -0.025,
"2026-Sep": 0.04388,
"2026-YTD": 0.247
} | 2026-10-16 |
| Maximum drawdown, strategy life (hypothetical model account) | -8.30% | ||
| Sharpe ratio, strategy life (hypothetical model account) | 2.41 | ||
| Sortino ratio, strategy life (hypothetical model account) | 5.78 | 2026-10-16 |
| Heart Attack Index (Collective2) | 2 |
| Average leverage | 2.17 | ||
| Average position time | 7,280 | ||
| Maximum daily leverage | 6.53 | 2026-10-16 | |
| Number of trades | 31 | 2026-10-16 | |
| Percent of trades profitable | 51.72% | ||
| Profit factor | 26.60 | ||
| Win:loss ratio | 26.60 |
Composer Technologies · Composer
Composer Technologies · Composer
