Collective2 · investment strategy
by Collective2
A calm weekly options strategy focused on Cash Secured Puts and Covered Calls, with occasional Futures trades. Built around patience, discipline, and consistent position management.
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.
“The core approach is based on Cash Secured Puts and Covered Calls, with occasional Futures trades when the setup makes sense.”
No published holdings for this strategy.
Fitted to 252 returns (hypothetical) from 2025-10-29 to 2026-10-20. An estimate, not holdings: it can't name stocks.
· : 0.12 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 0.29 (90%: 0.16 to 0.43)
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.
IMPORTANT: When setting up your first autotrade, orders will be executed at market prices. This means your initial fills might not be perfectly accurate, but this step is absolutely essential to align your account with our current open positions. IMPORTANT - PART 2: One options contract typically represents 100 shares. If you subscribe to the strategy, please make sure to use scaling only in multiples of 100%, such as 100%, 200%, 300%, etc. Do not use 50%, 150%, 250%, or other scaling based on 50% increments, as this may create mismatches between the options positions and the underlying shares. Orange Cat Management is a calm, weekly options strategy built around patience, discipline, and letting good setups come to us. The name comes from my orange cat, Renato. He is relaxed, rarely in a hurry, and always seems to know when it is better to wait. That is pretty much the philosophy behind the strategy. The core approach is based on Cash Secured Puts and Covered Calls, with occasional Futures trades when the setup makes sense. The goal is not to trade every day or chase every market move, but to manage positions consistently and keep the process simple. This is a strategy for investors who prefer a steady, low-drama approach to the markets. No need to chase the mouse every day. For those interested, even though the monthly subscription price is already ridiculously low, it is possible to receive a coupon for one month at an even lower price: just send me a DM! Stay patient. Stay disciplined. Trade like Renato.
A calm weekly options strategy focused on Cash Secured Puts and Covered Calls, with occasional Futures trades. Built around patience, discipline, and consistent position management.
Every value on file, each labelled with its calculation basis and as-of date.
| Asset classes / instruments | stocks, options | ||
| Leaderboard views (Collective2) | popular |
| Subscription price per month | $25 | ||
| Suggested minimum capital | $35k |
| Strategy age | 466 |
| Alpha vs S&P 500, strategy life (hypothetical model account) | 0.04 | 2026-10-19 | |
| Beta vs S&P 500, strategy life (hypothetical model account) | 0.46 | 2026-10-19 | |
| Correlation to S&P 500, strategy life (hypothetical model account) | 0.57 | 2026-10-19 |
| Annual return compounded, strategy life (hypothetical model account) | 25.40% | ||
| Annualized return since inception (Lighthorse, daily, hypothetical) | 25.12% | 2026-10-20 | |
| Monthly returns (hypothetical model account) | show{
"2025-Aug": 0.05147,
"2025-Dec": -0.0014199999999999998,
"2025-Jul": -0.01726,
"2025-Nov": -0.02015,
"2025-Oct": 0.00753,
"2025-Sep": 0.03908,
"2025-YTD": 0.05848,
"2026-Apr": 0.07114,
"2026-Aug": 0.03944,
"2026-Feb": -0.00911,
"2026-Jan": 0.011810000000000001,
"2026-Jul": 0.07936,
"2026-Jun": 0.01423,
"2026-Mar": -0.02674,
"2026-May": 0.06412,
"2026-Oct": -0.006,
"2026-Sep": 0.00292,
"2026-YTD": 0.262
} | 2026-10-19 | |
| Return, 1 month (hypothetical model account) | 0.28% | ||
| Return, 3 months (hypothetical model account) | 7.85% | ||
| Return, 6 months (hypothetical model account) | 25.48% | ||
| Return, last 365 days (Lighthorse, daily, hypothetical) | 25.13% | 2026-10-20 |
| Maximum drawdown since inception (Lighthorse, daily, hypothetical) | -5.12% | 2026-10-20 | |
| Maximum drawdown, last 365 days (Lighthorse, daily, hypothetical) | -5.02% | 2026-10-20 | |
| Maximum drawdown, strategy life (hypothetical model account) | -5.70% | ||
| Sharpe ratio since inception (Lighthorse, daily, hypothetical) | 1.59 | 2026-10-20 | |
| Sharpe ratio, last 365 days (Lighthorse, daily, hypothetical) | 1.60 | 2026-10-20 | |
| Sharpe ratio, strategy life (hypothetical model account) | 1.68 | ||
| Sortino ratio, last 365 days (Lighthorse, daily, hypothetical) | 2.85 | 2026-10-20 | |
| Sortino ratio, strategy life (hypothetical model account) | 2.93 | 2026-10-19 | |
| Volatility since inception (Lighthorse, daily, hypothetical) | 11.83% | 2026-10-20 | |
| Volatility, last 365 days (Lighthorse, daily, hypothetical) | 11.80% | 2026-10-20 |
| Heart Attack Index (Collective2) | 1 |
| Average leverage | 0.98 | ||
| Average position time | 61,558 | ||
| Maximum daily leverage | 7.33 | 2026-10-19 | |
| Number of trades | 126 | 2026-10-19 | |
| Percent of trades profitable | 78.33% | ||
| Profit factor | 2.10 | ||
| Win:loss ratio | 2.10 |
Collective2
Collective2