Collective2 · investment strategy
by 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.
No strategy text on file to extract rules from.
No published holdings for this strategy.
Fitted to 148 returns (hypothetical) from 2026-03-27 to 2026-10-20. An estimate, not holdings: it can't name stocks.
· : 0.11 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 0.56 (90%: 0.02 to 1.15)
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.
5 missing
The text the rules are quoted from, with where it came from.
Every value on file, each labelled with its calculation basis and as-of date.
| Asset classes / instruments | stocks | ||
| Leaderboard views (Collective2) | tos |
| Subscription price per month | $99 | ||
| Suggested minimum capital | $35k |
| Strategy age | 201 |
| Alpha vs S&P 500, strategy life (hypothetical model account) | 0.04 | 2026-10-20 | |
| Beta vs S&P 500, strategy life (hypothetical model account) | 0.36 | 2026-10-20 | |
| Correlation to S&P 500, strategy life (hypothetical model account) | 0.28 | 2026-10-20 |
| Annual return compounded, strategy life (hypothetical model account) | 16.10% | ||
| Monthly returns (hypothetical model account) | show{
"2026-Apr": 0.03757,
"2026-Aug": 0.03789,
"2026-Jul": -0.00295,
"2026-Jun": 0.14092000000000002,
"2026-Mar": 0.00892,
"2026-May": 0.03908,
"2026-Oct": 0.006,
"2026-Sep": -0.09884,
"2026-YTD": 0.16399999999999998
} | 2026-10-20 | |
| Return, 1 month (hypothetical model account) | 5.55% | ||
| Return, 3 months (hypothetical model account) | 5.99% | ||
| Return, 6 months (hypothetical model account) | 14.95% |
| Maximum drawdown, strategy life (hypothetical model account) | -15.10% | ||
| Sharpe ratio, strategy life (hypothetical model account) | 1.33 | ||
| Sortino ratio, strategy life (hypothetical model account) | 1.97 | 2026-10-20 |
| Heart Attack Index (Collective2) | 8 |
| Average leverage | 0.86 | ||
| Average position time | 5,363 | ||
| Maximum daily leverage | 1.98 | 2026-10-20 | |
| Number of trades | 285 | 2026-10-20 | |
| Percent of trades profitable | 41.84% | ||
| Profit factor | 1.35 | ||
| Win:loss ratio | 1.35 |
