Collective2 · investment strategy
by Collective2
Systematic intraday long/short breakout strategy focused on capturing directional moves with controlled exposure, automated execution, and disciplined risk management. Designed to add a faster, lower-correlation return stream alongside slower swing and mean-reversion approaches.
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.
No rules extracted from this strategy’s text yet.
No published holdings for this strategy.
Fitted to 131 returns (hypothetical) from 2026-04-13 to 2026-10-13. An estimate, not holdings: it can't name stocks.
· : 0.01 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: -0.00 (90%: -0.16 to 0.28)
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.
4 missing
The text the rules are quoted from, with where it came from.
At the portfolio level, this strategy complements Sharpely TOS well by adding a different return stream and helping smooth the combined equity curve through broader diversification across both style and market direction. https://collective2.com/details/151493947
Systematic intraday long/short breakout strategy focused on capturing directional moves with controlled exposure, automated execution, and disciplined risk management. Designed to add a faster, lower-correlation return stream alongside slower swing and mean-reversion approaches.
Every value on file, each labelled with its calculation basis and as-of date.
| Asset classes / instruments | futures | ||
| Leaderboard views (Collective2) | new_highs, tos |
| Subscription price per month | $249 | ||
| Suggested minimum capital | $160k |
| Strategy age | 185 |
| Alpha vs S&P 500, strategy life (hypothetical model account) | 0 | 2026-10-09 | |
| Beta vs S&P 500, strategy life (hypothetical model account) | 0.09 | 2026-10-09 | |
| Correlation to S&P 500, strategy life (hypothetical model account) | 0.07 | 2026-10-09 |
| Annual return compounded, strategy life (hypothetical model account) | 1.70% | ||
| Monthly returns (hypothetical model account) | show{
"2026-Apr": 0.03347,
"2026-Aug": -0.010209999999999999,
"2026-Jul": -0.01885,
"2026-Jun": -0.04482,
"2026-May": 0.0507,
"2026-Oct": -0.04,
"2026-Sep": 0.053540000000000004,
"2026-YTD": 0.019
} | 2026-10-09 | |
| Return, 1 month (hypothetical model account) | 1.88% | ||
| Return, 3 months (hypothetical model account) | 2.85% | ||
| Return, 6 months (hypothetical model account) | 2.17% |
| Maximum drawdown, strategy life (hypothetical model account) | -12.90% | ||
| Sharpe ratio, strategy life (hypothetical model account) | 0.17 | ||
| Sortino ratio, strategy life (hypothetical model account) | 0.32 | 2026-10-09 |
| Heart Attack Index (Collective2) | 9 |
| Average leverage | 2.10 | ||
| Average position time | 1,717 | ||
| Maximum daily leverage | 58.53 | 2026-10-09 | |
| Number of trades | 103 | 2026-10-09 | |
| Percent of trades profitable | 55.34% | ||
| Profit factor | 1.16 | ||
| Win:loss ratio | 1.16 |
Collective2
Collective2
