Collective2 · investment strategy
by Collective2
Quantitative mean-reversion strategy on S&P 500 stocks. Systematic entries on price dislocations with dynamically calculated take-profit targets. Sharpe 2.09, Sortino 4.18, low correlation to SPX (0.18).
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.
“Max 25 concurrent positions.”
“enters positions when stocks deviate significantly from fair value”
“Fully automated quantitative strategy trading the S&P 500 universe (~400 stocks).”
No published holdings for this strategy.
Fitted to 252 returns (hypothetical) from 2025-10-31 to 2026-10-19. An estimate, not holdings: it can't name stocks.
· : 0.39 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 0.47 (90%: 0.25 to 0.72)
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 AI / ML-driven 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.
Fully automated quantitative strategy trading the S&P 500 universe (~400 stocks). The algorithm identifies price dislocations on systematically selected stocks and enters positions when stocks deviate significantly from fair value. Take-profit targets are dynamically calculated per position and adjust as market conditions evolve. Position sizing scales with account equity, and the strategy can add to positions during deeper dislocations to improve cost basis. Max 25 concurrent positions. Designed for steady compounding through high-probability gains — 425 trades, profit factor 12.2, Sharpe 2.09, Sortino 4.18. Average trade duration 17 days. Max drawdown -7.5%. Runs during US market hours continuously monitoring cycles.
Quantitative mean-reversion strategy on S&P 500 stocks. Systematic entries on price dislocations with dynamically calculated take-profit targets. Sharpe 2.09, Sortino 4.18, low correlation to SPX (0.18).
Every value on file, each labelled with its calculation basis and as-of date.
| Asset classes / instruments | stocks | ||
| Leaderboard views (Collective2) | ira_account, new_highs, popular |
| Subscription price per month | $199 | ||
| Suggested minimum capital | $35k |
| Strategy age | 385 |
| Alpha vs S&P 500, strategy life (hypothetical model account) | 0.10 | 2026-10-20 | |
| Beta vs S&P 500, strategy life (hypothetical model account) | 0.24 | 2026-10-20 | |
| Correlation to S&P 500, strategy life (hypothetical model account) | 0.18 | 2026-10-20 |
| Annual return compounded, strategy life (hypothetical model account) | 43.30% | ||
| Annualized return since inception (Lighthorse, daily, hypothetical) | 46.31% | 2026-10-19 | |
| Monthly returns (hypothetical model account) | show{
"2025-Dec": 0.0131,
"2025-Nov": 0.022250000000000002,
"2025-Oct": -0.01959,
"2025-Sep": 0.00151,
"2025-YTD": 0.016890000000000002,
"2026-Apr": 0.05404,
"2026-Aug": 0.06932,
"2026-Feb": 0.05051,
"2026-Jan": -0.00422,
"2026-Jul": 0.24077,
"2026-Jun": 0.01451,
"2026-Mar": -0.022629999999999997,
"2026-May": 0.00391,
"2026-Oct": 0.069,
"2026-Sep": -0.03934,
"2026-YTD": 0.495
} | 2026-10-20 | |
| Return, 1 month (hypothetical model account) | 0.87% | ||
| Return, 3 months (hypothetical model account) | 20.49% | ||
| Return, 6 months (hypothetical model account) | 33.35% | ||
| Return, last 365 days (Lighthorse, daily, hypothetical) | 51.16% | 2026-10-19 |
| Maximum drawdown since inception (Lighthorse, daily, hypothetical) | -6.69% | 2026-10-19 | |
| Maximum drawdown, last 365 days (Lighthorse, daily, hypothetical) | -6.69% | 2026-10-19 | |
| Maximum drawdown, strategy life (hypothetical model account) | -7.50% | ||
| Sharpe ratio since inception (Lighthorse, daily, hypothetical) | 1.80 | 2026-10-19 | |
| Sharpe ratio, last 365 days (Lighthorse, daily, hypothetical) | 1.91 | 2026-10-19 | |
| Sharpe ratio, strategy life (hypothetical model account) | 1.82 | ||
| Sortino ratio, last 365 days (Lighthorse, daily, hypothetical) | 3.78 | 2026-10-19 | |
| Sortino ratio, strategy life (hypothetical model account) | 3.81 | 2026-10-20 | |
| Volatility since inception (Lighthorse, daily, hypothetical) | 19.34% | 2026-10-19 | |
| Volatility, last 365 days (Lighthorse, daily, hypothetical) | 19.98% | 2026-10-19 |
| Heart Attack Index (Collective2) | 2 |
| Average leverage | 1.17 | ||
| Average position time | 25,770 | ||
| Maximum daily leverage | 2.50 | 2026-10-20 | |
| Number of trades | 459 | 2026-10-20 | |
| Percent of trades profitable | 90.69% | ||
| Profit factor | 5.05 | ||
| Win:loss ratio | 5.05 |
Collective2
Collective2
