Collective2 · investment strategy
by Collective2
Institutional-grade multi-regime equity strategy blending growth, defense, and VIX hedging via dynamic ETF rotation.
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 strategy actively monitors volatility levels (VIX) and overbought conditions to deploy tail-risk hedges through gold and volatility instruments”
“detect rapid market declines (drawdowns exceeding a significant limit over several days) and immediately rotate into the safety of short-term treasuries”
“using trend-following filters to ensure participation in sustained rallies”
“the core algorithm focuses on high-performing indices like the Nasdaq-100, S&P 500, and Russell 2000”
“A dedicated component uses Inverse Volatility weighting across commodities, the US dollar, and gold”
No published holdings for this strategy.
Fitted to 189 returns (hypothetical) from 2026-01-29 to 2026-10-20. An estimate, not holdings: it can't name stocks.
· : 0.13 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 0.10 (90%: 0.05 to 0.16)
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.
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.
Mercatrix (Latin: The Trader) – reinvented as the modern trading system "Merqatrx", which presents the "Ratio" strategy to you here. Ratio is a sophisticated, institutional-grade algorithmic trading strategy designed to navigate the complexities of the US equity markets through a multi-layered, adaptive framework. Strategy Philosophy: Adaptive Resilience Rather than relying on a single market view, this strategy utilizes a multi-regime logic that dynamically shifts capital between aggressive growth, tactical defense, and proactive hedging. It is engineered to capture upside momentum while maintaining a high-sensitivity "emergency brake" for market turbulence. Key Pillars of the Strategy Dynamic Momentum Engine: When markets show clear strength, the core algorithm focuses on high-performing indices like the Nasdaq-100, S&P 500, and Russell 2000, using trend-following filters to ensure participation in sustained rallies. Multi-Layered Protection: The strategy features a reactive "Dump Catcher" designed to detect rapid market declines (drawdowns exceeding a significant limit over several days) and immediately rotate into the safety of short-term treasuries. Tactical "Defense First" Framework: By monitoring the US Dollar, sector relative strength, and corporate bond yields, the strategy identifies shifts in market sentiment to pivot between "Bull," "Mild," and "Bear" states. Proactive Volatility Hedging: Unlike passive portfolios, this strategy actively monitors volatility levels (VIX) and overbought conditions to deploy tail-risk hedges through gold and volatility instruments, aiming to profit from market stress rather than just enduring it. Stabilizing Ballast: A dedicated component uses Inverse Volatility weighting across commodities, the US dollar, and gold to reduce overall portfolio fluctuations and provide a stable foundation regardless of the economic backdrop. Who is this for? Merqatrx Ratio is built for investors seeking a comprehensive, hands-off solution that balances aggressive equity exposure with sophisticated risk management tools typically reserved for professional fund managers.
Institutional-grade multi-regime equity strategy blending growth, defense, and VIX hedging via dynamic ETF rotation.
Every value on file, each labelled with its calculation basis and as-of date.
| Asset classes / instruments | stocks | ||
| Leaderboard views (Collective2) | new_highs |
| Subscription price per month | $89 | 2026-09-23 | |
| Suggested minimum capital | $15k | 2026-09-23 |
| Strategy age | 265 | 2026-09-23 |
| Alpha vs S&P 500, strategy life (hypothetical model account) | -0.03 | 2026-09-23 | |
| Beta vs S&P 500, strategy life (hypothetical model account) | 0.03 | 2026-09-23 | |
| Correlation to S&P 500, strategy life (hypothetical model account) | 0.06 | 2026-09-23 |
| Monthly returns (hypothetical model account) | show{
"2026-Apr": 0.00872,
"2026-Aug": 0.0035099999999999997,
"2026-Feb": 0.012470000000000002,
"2026-Jan": -0.0103,
"2026-Jul": -0.03894,
"2026-Jun": -0.03121,
"2026-Mar": -0.0023499999999999997,
"2026-May": -0.00983,
"2026-Oct": 0.011000000000000001,
"2026-Sep": -0.0129,
"2026-YTD": -0.069
} | 2026-09-23 |
| Maximum drawdown, strategy life (hypothetical model account) | -20.11% | 2026-09-23 | |
| Sharpe ratio, strategy life (hypothetical model account) | -1.57 | 2026-09-23 | |
| Sortino ratio, strategy life (hypothetical model account) | -1.96 | 2026-09-23 |
| Average leverage | 0.77 | 2026-09-23 | |
| Maximum daily leverage | 1.46 | 2026-09-23 | |
| Number of trades | 205 | 2026-09-23 | |
| Percent of trades profitable | 50.73% | 2026-09-23 | |
| Profit factor | 0.60 | 2026-09-23 |
