1NS64 | Garen | Carlson Full Sort
Backtest results
Metrics
1Y · since Oct 20251NS64 | Garen | Carlson Full Sort | |
|---|---|
| Total Return | +22.78% |
| CAGR | +22.98% |
| Sharpe | 1.08 |
| Calmar | 1.23 |
| Max DD | -18.76% |
| Volatility | 21.33% |
| Win Rate | 52.6% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
A sharp, mean-reversion strategy that keeps a basket of individual stocks when any of them fall into the bottom six on a 10-day RSI. When a stock is oversold it switches into that position, and it exits or de-risks when the RSI climbs back above the threshold, protecting the portfolio from prolonged overbought conditions.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is 1NS64 | Garen | Carlson Full Sort?
A sharp, mean-reversion strategy that keeps a basket of individual stocks when any of them fall into the bottom six on a 10-day RSI. When a stock is oversold it switches into that position, and it exits or de-risks when the RSI climbs back above the threshold, protecting the portfolio from prolonged overbought conditions.
What is 1NS64 | Garen | Carlson Full Sort holding today?
As of Oct 30, 2026, 1NS64 | Garen | Carlson Full Sort allocates to MSFT 40.8%, AAPL 24.2%, CP 15.8%, DIS 10.3%, VICI 6.1%, PEP 2.8%.
How has 1NS64 | Garen | Carlson Full Sort performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, 1NS64 | Garen | Carlson Full Sort returned +20.9% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of 1NS64 | Garen | Carlson Full Sort?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of 1NS64 | Garen | Carlson Full Sort in a hypothetical backtest was -18.8%.
How do I use 1NS64 | Garen | Carlson Full Sort?
Open 1NS64 | Garen | Carlson Full Sort in Quantly to rerun the backtest, adjust the rules, and paper trade it. You can also connect a supported brokerage to trade your version live.
Backtest results are hypothetical and do not guarantee future returns. Strategies are shared by Quantly users for research only and are not investment advice.