Basic Trend Model
Backtest results
Metrics
1Y · since Oct 2025Basic Trend Model | |
|---|---|
| Total Return | +12.21% |
| CAGR | +12.32% |
| Sharpe | 1.45 |
| Calmar | 2.58 |
| Max DD | -4.77% |
| Volatility | 8.28% |
| Win Rate | 58.6% |
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 trend-following strategy that holds the best-performing dollar, bond, commodity, and equity funds over the past 120 days. It switches to the top performer in each category when that asset's recent return exceeds the others, and it protects itself by moving into the safest bond or dollar fund when the market turns risk-off.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Basic Trend Model?
Dynamic trend-following strategy that holds the best-performing dollar, bond, commodity, and equity funds over the past 120 days. It switches to the top performer in each category when that asset's recent return exceeds the others, and it protects itself by moving into the safest bond or dollar fund when the market turns risk-off.
What is Basic Trend Model holding today?
As of Oct 30, 2026, Basic Trend Model allocates to DBC 25%, TBF 25%, UUP 25%, DIA 8.3%, PSQ 8.3%, RWM 8.3%.
How has Basic Trend Model performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Basic Trend Model returned +12% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Basic Trend Model?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Basic Trend Model in a hypothetical backtest was -4.8%.
How do I use Basic Trend Model?
Open Basic Trend Model 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.