50/50 S&P 500/Commodities by DereckNielsen
Backtest results
Metrics
1Y · since Oct 202550/50 S&P 500/Commodities by DereckNielsen | |
|---|---|
| Total Return | +31.57% |
| CAGR | +31.86% |
| Sharpe | 2.31 |
| Calmar | 4.03 |
| Max DD | -7.91% |
| Volatility | 12.34% |
| Win Rate | 60.2% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Dynamic and defensive, the strategy mainly holds the leveraged tech fund (TECL) when the S&P 500 is below its 200-day average and the Nasdaq is oversold, then shifts to the VIX hedge (VIXY) if the S&P 500 becomes overbought. It protects itself by moving into short-swing S&P (SH) or Treasury short (SHV) when the S&P 500 falls below its 30-day average and the short-bond indicator is stronger than the short-stock indicator.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is 50/50 S&P 500/Commodities by DereckNielsen?
Dynamic and defensive, the strategy mainly holds the leveraged tech fund (TECL) when the S&P 500 is below its 200-day average and the Nasdaq is oversold, then shifts to the VIX hedge (VIXY) if the S&P 500 becomes overbought. It protects itself by moving into short-swing S&P (SH) or Treasury short (SHV) when the S&P 500 falls below its 30-day average and the short-bond indicator is stronger than the short-stock indicator.
What is 50/50 S&P 500/Commodities by DereckNielsen holding today?
As of Oct 30, 2026, 50/50 S&P 500/Commodities by DereckNielsen allocates to DBC 50%, SPY 50%.
How has 50/50 S&P 500/Commodities by DereckNielsen performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, 50/50 S&P 500/Commodities by DereckNielsen returned +32.7% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of 50/50 S&P 500/Commodities by DereckNielsen?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of 50/50 S&P 500/Commodities by DereckNielsen in a hypothetical backtest was -7.9%.
How do I use 50/50 S&P 500/Commodities by DereckNielsen?
Open 50/50 S&P 500/Commodities by DereckNielsen 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.