Collective2 · investment strategy
by Collective2
The strategy invest in the largest capitalizations on the S&P 500 with the highest momentum.
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.
“selecting the top 10 stocks with the strongest momentum from the S&P 500”
“Systematic portfolio updates executed once a month at market open”
“the model strictly invests in assets displaying a well-defined, persistent upward trend”
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.
· : 0.46 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 1.92 (90%: 1.41 to 2.52)
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 Options 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
Rebalance schedule taken from a stated rule.
The text the rules are quoted from, with where it came from.
Core Strategy & Risk Management The Strategy is a systematic, unleveraged equity model designed to capture elite alpha by selecting the top 10 stocks with the strongest momentum from the S&P 500. To ensure robust capital protection, the model strictly invests in assets displaying a well-defined, persistent upward trend. To navigate high-volatility environments (such as semiconductor or tech cycles), the strategy integrates a proprietary tactical sector overlay. This dynamic overlay actively mitigates sector-specific concentration risk and shields the portfolio during systemic market rotations. Execution & Capacity Monthly Rebalancing: Systematic portfolio updates executed once a month at market open to minimize execution friction. Optimized Turnover: A streamlined 10-position portfolio engineered for low turnover, near-zero slippage, and seamless replication. High Capacity: A scalable, institutional-grade model perfectly suited for both individual subscribers and larger managed accounts (Family Offices). Proven Robustness & Performance Track Record While pure stock selection is backed by an exhaustive, institutional-grade backtest on QuantConnect dating back to 1998, the live strategy incorporates our advanced risk overlay for enhanced drawdown protection: Historical Backtest (1998–2026): 66% CAGR with a 17% Maximum Drawdown (successfully absorbing the 2001, 2008, and 2020 crises). This has not been verified by C2. Live Performance Milestone: Driven by a rigorous 12-month live track record, the strategy has delivered +102% return (over its initial 10 months) with a tightly controlled 16% Max DD.
The strategy invest in the largest capitalizations on the S&P 500 with the highest momentum.
Every value on file, each labelled with its calculation basis and as-of date.
| Asset classes / instruments | stocks, options | ||
| Leaderboard views (Collective2) | popular, tos |
| Subscription price per month | $99 | ||
| Suggested minimum capital | $60k |
| Strategy age | 497 |
| Alpha vs S&P 500, strategy life (hypothetical model account) | 0.12 | 2026-10-08 | |
| Beta vs S&P 500, strategy life (hypothetical model account) | 1.41 | 2026-10-08 | |
| Correlation to S&P 500, strategy life (hypothetical model account) | 0.41 | 2026-10-08 |
| Annual return compounded, strategy life (hypothetical model account) | 101.20% | ||
| Annualized return since inception (Lighthorse, daily, hypothetical) | 87.36% | 2026-10-20 | |
| Monthly returns (hypothetical model account) | show{
"2025-Aug": 0.011890000000000001,
"2025-Dec": 0.06766,
"2025-Jul": -0.00619,
"2025-Jun": 0.0046500000000000005,
"2025-Nov": -0.047779999999999996,
"2025-Oct": 0.12458999999999999,
"2025-Sep": 0.10497,
"2025-YTD": 0.27634000000000003,
"2026-Apr": 0.35839,
"2026-Aug": 0.08801,
"2026-Feb": -0.022170000000000002,
"2026-Jan": 0.2759,
"2026-Jul": -0.30495,
"2026-Jun": 0.07562,
"2026-Mar": 0.11364,
"2026-May": 0.14327,
"2026-Oct": -0.10400000000000001,
"2026-Sep": 0.16081,
"2026-YTD": 0.826
} | 2026-10-08 | |
| Return, 1 month (hypothetical model account) | 7.96% | ||
| Return, 3 months (hypothetical model account) | 4.88% | ||
| Return, 6 months (hypothetical model account) | 21.82% | ||
| Return, last 365 days (Lighthorse, daily, hypothetical) | 101.07% | 2026-10-20 |
| Maximum drawdown since inception (Lighthorse, daily, hypothetical) | -38.70% | 2026-10-20 | |
| Maximum drawdown, last 365 days (Lighthorse, daily, hypothetical) | -38.70% | 2026-10-20 | |
| Maximum drawdown, strategy life (hypothetical model account) | -39.20% | ||
| Sharpe ratio since inception (Lighthorse, daily, hypothetical) | 1.47 | 2026-10-20 | |
| Sharpe ratio, last 365 days (Lighthorse, daily, hypothetical) | 1.49 | 2026-10-20 | |
| Sharpe ratio, strategy life (hypothetical model account) | 1.60 | ||
| Sortino ratio, last 365 days (Lighthorse, daily, hypothetical) | 2.20 | 2026-10-20 | |
| Sortino ratio, strategy life (hypothetical model account) | 2.06 | 2026-10-08 | |
| Volatility since inception (Lighthorse, daily, hypothetical) | 45.62% | 2026-10-20 | |
| Volatility, last 365 days (Lighthorse, daily, hypothetical) | 51.75% | 2026-10-20 |
| Heart Attack Index (Collective2) | 16 |
| Average leverage | 1.38 | ||
| Average position time | 53,161 | ||
| Maximum daily leverage | 3.25 | 2026-10-08 | |
| Number of trades | 139 | 2026-10-08 | |
| Percent of trades profitable | 59.71% | ||
| Profit factor | 2.09 | ||
| Win:loss ratio | 2.09 |
Collective2
Collective2
