50/50 S&P 500/Commodities by DereckNielsen | "Fund Surfing" Mod
Backtest results
Metrics
1Y · since Oct 202550/50 S&P 500/Commodities by DereckNielsen | "Fund Surfing" Mod | |
|---|---|
| Total Return | -14.30% |
| CAGR | -14.40% |
| Sharpe | -0.18 |
| Calmar | -0.47 |
| Max DD | -30.37% |
| Volatility | 40.60% |
| Win Rate | 54.6% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Dynamic and disciplined, the strategy mainly holds a balanced mix of commodities and the S&P 500, switching to leveraged tech or short-term bonds when market momentum shifts. It pivots into volatility or inverse funds when the S&P 500 or QQQ shows extreme overbought or oversold signals, and it retreats to bonds or gold when drawdowns exceed ten percent, protecting downside while staying market-timed.
Current allocation
What the rules select as of Oct 30, 2026.
- SOXL50%
Direxion Daily Semiconductor Bull 3X ETF
- COMT12.5%
iShares U.S. ETF Trust iShares GSCI Commodity Dynamic Roll Strategy ETF
- DBC12.5%
Invesco DB Commodity Index Tracking Fund
- FTGC12.5%
First Trust Exchange-Traded Fund VII First Trust Global Tactical Commodity Strategy Fund
- PDBC12.5%
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Frequently asked questions
What is 50/50 S&P 500/Commodities by DereckNielsen | "Fund Surfing" Mod?
Dynamic and disciplined, the strategy mainly holds a balanced mix of commodities and the S&P 500, switching to leveraged tech or short-term bonds when market momentum shifts. It pivots into volatility or inverse funds when the S&P 500 or QQQ shows extreme overbought or oversold signals, and it retreats to bonds or gold when drawdowns exceed ten percent, protecting downside while staying market-timed.
What is 50/50 S&P 500/Commodities by DereckNielsen | "Fund Surfing" Mod holding today?
As of Oct 30, 2026, 50/50 S&P 500/Commodities by DereckNielsen | "Fund Surfing" Mod allocates to SOXL 50%, COMT 12.5%, DBC 12.5%, FTGC 12.5%, PDBC 12.5%.
How has 50/50 S&P 500/Commodities by DereckNielsen | "Fund Surfing" Mod performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, 50/50 S&P 500/Commodities by DereckNielsen | "Fund Surfing" Mod returned -13.7% 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 | "Fund Surfing" Mod?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of 50/50 S&P 500/Commodities by DereckNielsen | "Fund Surfing" Mod in a hypothetical backtest was -30.4%.
How do I use 50/50 S&P 500/Commodities by DereckNielsen | "Fund Surfing" Mod?
Open 50/50 S&P 500/Commodities by DereckNielsen | "Fund Surfing" Mod 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.