Collective2 · investment strategy
by Collective2
A fully automated quantitative Nasdaq futures system combining multiple systematic models to pursue consistent long-term risk-adjusted returns.
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.
“focused exclusively on the Nasdaq-100 futures market”
No published holdings for this strategy.
Fitted to 78 returns (hypothetical) from 2026-07-03 to 2026-10-20. An estimate, not holdings: it can't name stocks.
· : 0.05 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 1.16 (90%: 0.81 to 3.41)
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 Futures 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.
Singularity is a fully automated quantitative trading system focused exclusively on the Nasdaq-100 futures market. The system comprises a diversified portfolio of independently developed systematic models designed to capture different market behaviors and sources of market edge. Rather than relying on a single methodology, each model contributes to the overall portfolio with the objective of improving consistency and reducing dependence on any individual trading approach. The underlying research was performed using Nasdaq-100 futures (NQ), while the live implementation currently executes using Micro E-mini Nasdaq-100 (MNQ) futures. This reflects account size and risk management considerations rather than any dependence on the micro contract itself. The system is designed to scale naturally as capital grows. Every trade is generated algorithmically according to predefined rules. There is no discretionary trade selection, no subjective market interpretation, and no manual intervention in the trading process. All signals published through Collective2 are generated directly from my live trading account. Research prioritized robustness over optimization. Portfolio construction considered both individual model performance and inter-model correlation with the objective of improving overall portfolio robustness. Capital preservation, consistency, and long-term risk-adjusted performance were prioritized over maximizing standalone strategy returns. Only models demonstrating robust historical performance, successful forward validation, and meaningful contribution to the overall portfolio were selected for live deployment. The system has been extensively backtested, forward tested, and has been trading live since October 2025. Risk management is embedded throughout the strategy. Core principles include: - Fully systematic execution - No discretionary overrides - No martingale or progressive position sizing - No averaging down losing positions - Trading exclusively in one of the world's most liquid futures markets - Diversification across multiple independent quantitative models Like every systematic investment strategy, Singularity will experience losing trades and periods of drawdown. These are expected features of a probabilistic trading process rather than reasons to alter the underlying methodology. Performance should be evaluated over a meaningful number of trades and across complete market cycles instead of individual trades or short-term fluctuations. Singularity is intended for investors who value discipline, transparency, and a repeatable quantitative investment process over short-term excitement.
A fully automated quantitative Nasdaq futures system combining multiple systematic models to pursue consistent long-term risk-adjusted returns.
Every value on file, each labelled with its calculation basis and as-of date.
| Asset classes / instruments | futures | ||
| Leaderboard views (Collective2) | tos |
| Subscription price per month | $149 | ||
| Suggested minimum capital | $25k |
| Strategy age | 102 |
| Alpha vs S&P 500, strategy life (hypothetical model account) | 0.20 | 2026-10-20 | |
| Beta vs S&P 500, strategy life (hypothetical model account) | 0.71 | 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) | 11.10% | ||
| Monthly returns (hypothetical model account) | show{
"2026-Aug": 0.12643000000000001,
"2026-Jul": -0.018500000000000003,
"2026-Oct": -0.021,
"2026-Sep": 0.11922,
"2026-YTD": 0.212
} | 2026-10-20 |
| Maximum drawdown, strategy life (hypothetical model account) | -17.10% | ||
| Sharpe ratio, strategy life (hypothetical model account) | 0.93 | ||
| Sortino ratio, strategy life (hypothetical model account) | 3.53 | 2026-10-20 |
| Heart Attack Index (Collective2) | 9 |
| Average leverage | 4.38 | ||
| Average position time | 422 | ||
| Maximum daily leverage | 13.07 | 2026-10-20 | |
| Number of trades | 164 | 2026-10-20 | |
| Percent of trades profitable | 37.09% | ||
| Profit factor | 1.17 | ||
| Win:loss ratio | 1.17 |
Collective2
Collective2
