Collective2 · investment strategy
by Collective2
The Volatility Hedge is a long/short volatility hedging strategy
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.
No rules extracted from this strategy’s text yet.
No published holdings for this strategy.
Fitted to 61 returns (hypothetical) from 2026-07-21 to 2026-10-13. An estimate, not holdings: it can't name stocks.
· : 0.32 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 0.76 (90%: 0.32 to 0.87)
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.
4 missing
The text the rules are quoted from, with where it came from.
The Volatility Hedge is a long/short volatility hedging strategy. The performance are substantial: 38% per year in backtest since 2004, 49% per year since 2017 operational go-live; they are strongly decorrelated with S&P500: 4% monthly correlation. By design, the strategy is medium-term: daily and weekly fluctuations are meaningless and amount to nothing more than statistical noise; monthly, quarterly, half-yearly and yearly evolutions are relevant. (A 20% discount is offered until the end of June 2027.) Backtesting data and actual past data are hypothetical and have not been verified by C2.
The Volatility Hedge is a long/short volatility hedging strategy
Every value on file, each labelled with its calculation basis and as-of date.
| Asset classes / instruments | stocks, options | ||
| Leaderboard views (Collective2) | tos |
| Subscription price per month | $80 | ||
| Suggested minimum capital | $35k |
| Strategy age | 85 |
| Alpha vs S&P 500, strategy life (hypothetical model account) | 0.02 | 2026-10-16 | |
| Beta vs S&P 500, strategy life (hypothetical model account) | 0.53 | 2026-10-16 | |
| Correlation to S&P 500, strategy life (hypothetical model account) | 0.44 | 2026-10-16 |
| Annual return compounded, strategy life (hypothetical model account) | 7.10% | ||
| Monthly returns (hypothetical model account) | show{
"2026-Aug": 0.03447,
"2026-Jul": 0.0019500000000000001,
"2026-Oct": -0.017,
"2026-Sep": 0.01676,
"2026-YTD": 0.036000000000000004
} | 2026-10-16 |
| Maximum drawdown, strategy life (hypothetical model account) | -4.70% | ||
| Sharpe ratio, strategy life (hypothetical model account) | 2.03 | ||
| Sortino ratio, strategy life (hypothetical model account) | 1.28 | 2026-10-16 |
| Heart Attack Index (Collective2) | 1 |
| Average leverage | 0.94 | ||
| Average position time | 27,419 | ||
| Maximum daily leverage | 1.03 | 2026-10-16 | |
| Number of trades | 11 | 2026-10-16 | |
| Percent of trades profitable | 71.43% | ||
| Profit factor | 3.74 | ||
| Win:loss ratio | 3.74 |
Collective2
Collective2
