Collective2 · investment strategy
by Collective2
Portfolio Trader DASH is an aggressive professional-grade algorithm consisting of a portfolio of 6 high-performing ETF trading systems.
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.
“An aggressive leverage of 2:1 is set as a maximum.”
“Each trading system is autonomous and is rebalanced at least once a month.”
“enforcing hard stop-losses and early take-profits”
No published holdings for this strategy.
Fitted to 252 returns (hypothetical) from 2025-10-24 to 2026-10-13. An estimate, not holdings: it can't name stocks.
· : 0.68 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 0.89 (90%: 0.74 to 1.03)
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
Rebalance schedule taken from a stated rule.
The text the rules are quoted from, with where it came from.
Portfolio Trader DASH is an aggressive professional-grade algorithm consisting of a portfolio of 6 high-performing ETF trading systems. Trading addresses a basket of various sectors, asset classes, world regions, and risk profiles. Its blend of quantitative strategies relies solely on price dynamics. This portfolio offers 2 layers of risk management through decorrelation - which is achieved by maximizing asynchronous ETF returns -, and through enforcing hard stop-losses and early take-profits. Each trading system is autonomous and is rebalanced at least once a month. Risk management is subject to daily monitoring. Trade signals are issued in the morning preceding the next session and are to be executed within the first hour of the regular day session's opening at the trader's discretion. An aggressive leverage of 2:1 is set as a maximum. No matter the heavy focus on enhancing returns and containing maximum drawdown, please understand that all risk-management claims rely on long-term historical volatility assumptions. Therefore, no risk-free or low-risk trading can be guaranteed at any time and unforeseen events can cause you to lose all your money. For more information, please visit www.fxphysics.com.
Portfolio Trader DASH is an aggressive professional-grade algorithm consisting of a portfolio of 6 high-performing ETF trading systems.
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 | $100 | 2026-10-20 | |
| Suggested minimum capital | $15k | 2026-10-20 |
| Strategy age | 1,023 | 2026-10-20 |
| Alpha vs S&P 500, strategy life (hypothetical model account) | 0.02 | 2026-10-20 | |
| Beta vs S&P 500, strategy life (hypothetical model account) | 0.51 | 2026-10-20 | |
| Correlation to S&P 500, strategy life (hypothetical model account) | 0.56 | 2026-10-20 |
| Annual return compounded, strategy life (hypothetical model account) | 16.80% | ||
| Annualized return since inception (Lighthorse, daily, hypothetical) | 16.89% | 2026-10-13 | |
| Monthly returns (hypothetical model account) | show{
"2024-Apr": -0.06289,
"2024-Aug": 0.03434,
"2024-Dec": -0.06318,
"2024-Feb": 0.06309000000000001,
"2024-Jan": -0.01818,
"2024-Jul": 0.01688,
"2024-Jun": 0.02231,
"2024-Mar": 0.04215,
"2024-May": 0.036230000000000005,
"2024-Nov": 0.07313,
"2024-Oct": -0.00809,
"2024-Sep": 0.021869999999999997,
"2024-YTD": 0.15736,
"2025-Apr": -0.00544,
"2025-Aug": 0.041319999999999996,
"2025-Dec": 0.0066300000000000005,
"2025-Feb": -0.05208,
"2025-Jan": 0.05694,
"2025-Jul": 0.02532,
"2025-Jun": 0.07352,
"2025-Mar": -0.07145,
"2025-May": 0.0542,
"2025-Nov": 0.014990000000000002,
"2025-Oct": 0.01126,
"2025-Sep": 0.03985,
"2025-YTD": 0.20115,
"2026-Apr": 0.049850000000000005,
"2026-Aug": 0.023330000000000004,
"2026-Feb": 0.03962,
"2026-Jan": 0.07947,
"2026-Jul": 0.02113,
"2026-Jun": -0.03358,
"2026-Mar": -0.10235,
"2026-May": 0.0282,
"2026-Oct": 0.006999999999999999,
"2026-Sep": -0.00497,
"2026-YTD": 0.1
} | 2026-10-20 | |
| Return, last 365 days (Lighthorse, daily, hypothetical) | 15.16% | 2026-10-13 |
| Maximum drawdown since inception (Lighthorse, daily, hypothetical) | -22.64% | 2026-10-13 | |
| Maximum drawdown, last 365 days (Lighthorse, daily, hypothetical) | -12.05% | 2026-10-13 | |
| Maximum drawdown, strategy life (hypothetical model account) | -23.91% | 2026-10-20 | |
| Sharpe ratio since inception (Lighthorse, daily, hypothetical) | 0.69 | 2026-10-13 | |
| Sharpe ratio, last 365 days (Lighthorse, daily, hypothetical) | 0.77 | 2026-10-13 | |
| Sharpe ratio, strategy life (hypothetical model account) | 0.85 | 2026-10-20 | |
| Sortino ratio, last 365 days (Lighthorse, daily, hypothetical) | 1.05 | 2026-10-13 | |
| Sortino ratio, strategy life (hypothetical model account) | 1.16 | 2026-10-20 | |
| Volatility since inception (Lighthorse, daily, hypothetical) | 17.99% | 2026-10-13 | |
| Volatility, last 365 days (Lighthorse, daily, hypothetical) | 14.27% | 2026-10-13 |
| Average leverage | 1.24 | 2026-10-20 | |
| Maximum daily leverage | 2.43 | 2026-10-20 | |
| Number of trades | 1,387 | 2026-10-20 | |
| Percent of trades profitable | 66.62% | 2026-10-20 | |
| Profit factor | 1.50 | 2026-10-20 |
