Collective2 · investment strategy
by Collective2
This strategy is trying to generate income by trading a permanent Strangle on the Russell 2000 ETF.
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 is holding a permanent strangle options position on the Russell 2000 ETF IWM.”
No published holdings for this strategy.
Fitted to 252 returns (hypothetical) from 2025-11-03 to 2026-10-20. An estimate, not holdings: it can't name stocks.
· : 0.04 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: -0.36 (90%: -0.97 to -0.04)
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 Income / dividends label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
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.
This strategy is holding a permanent strangle options position on the Russell 2000 ETF IWM. Holding a strangle means having Call options and Put options sold on the same underlying. If one leg of the strangle reaches the profit target, the leg is rolled into a new expiration date and strike.
This strategy is trying to generate income by trading a permanent Strangle on the Russell 2000 ETF.
Every value on file, each labelled with its calculation basis and as-of date.
| Asset classes / instruments | stocks, options | ||
| Leaderboard views (Collective2) | new_highs |
| Subscription price per month | $79 | 2026-10-20 | |
| Suggested minimum capital | $35k | 2026-10-20 |
| Strategy age | 635 | 2026-10-20 |
| Alpha vs S&P 500, strategy life (hypothetical model account) | 0.03 | 2026-10-20 | |
| Beta vs S&P 500, strategy life (hypothetical model account) | -0.01 | 2026-10-20 | |
| Correlation to S&P 500, strategy life (hypothetical model account) | -0.01 | 2026-10-20 |
| Annual return compounded, strategy life (hypothetical model account) | 11.90% | ||
| Annualized return since inception (Lighthorse, daily, hypothetical) | 11.16% | 2026-10-20 | |
| Monthly returns (hypothetical model account) | show{
"2025-Apr": -0.03379,
"2025-Aug": 0.014119999999999999,
"2025-Dec": 0.02257,
"2025-Feb": -0.00923,
"2025-Jan": 0.0011899999999999999,
"2025-Jul": 0.00786,
"2025-Jun": 0.08431,
"2025-Mar": -0.048150000000000005,
"2025-May": 0.10976000000000001,
"2025-Nov": 0.00855,
"2025-Oct": 0.01564,
"2025-Sep": 0.01718,
"2025-YTD": 0.19544,
"2026-Apr": -0.03573,
"2026-Aug": -0.04832,
"2026-Feb": 0.027000000000000003,
"2026-Jan": -0.009479999999999999,
"2026-Jul": 0.09137,
"2026-Jun": -0.04506,
"2026-Mar": 0.02487,
"2026-May": -0.02298,
"2026-Oct": 0.017,
"2026-Sep": 0.01391,
"2026-YTD": 0.005
} | 2026-10-20 | |
| Return, last 365 days (Lighthorse, daily, hypothetical) | 4.40% | 2026-10-20 |
| Maximum drawdown since inception (Lighthorse, daily, hypothetical) | -34.79% | 2026-10-20 | |
| Maximum drawdown, last 365 days (Lighthorse, daily, hypothetical) | -11.20% | 2026-10-20 | |
| Maximum drawdown, strategy life (hypothetical model account) | -34.79% | 2026-10-20 | |
| Sharpe ratio since inception (Lighthorse, daily, hypothetical) | 0.37 | 2026-10-20 | |
| Sharpe ratio, last 365 days (Lighthorse, daily, hypothetical) | 0.12 | 2026-10-20 | |
| Sharpe ratio, strategy life (hypothetical model account) | 0.37 | 2026-10-20 | |
| Sortino ratio, last 365 days (Lighthorse, daily, hypothetical) | 0.17 | 2026-10-20 | |
| Sortino ratio, strategy life (hypothetical model account) | 0.51 | 2026-10-20 | |
| Volatility since inception (Lighthorse, daily, hypothetical) | 28.15% | 2026-10-20 | |
| Volatility, last 365 days (Lighthorse, daily, hypothetical) | 18.95% | 2026-10-20 |
| Average leverage | 1.81 | 2026-10-20 | |
| Maximum daily leverage | 4.91 | 2026-10-20 | |
| Number of trades | 73 | 2026-10-20 | |
| Percent of trades profitable | 90.41% | 2026-10-20 | |
| Profit factor | 1.60 | 2026-10-20 |
Interactive Advisors
Composer Technologies · Composer
