Beat the Market (since 2002) SAVE
Backtest results
Metrics
1Y · since Oct 2025Beat the Market (since 2002) SAVE | |
|---|---|
| Total Return | +11.40% |
| CAGR | +11.50% |
| Sharpe | 0.78 |
| Calmar | 1.14 |
| Max DD | -10.08% |
| Volatility | 15.52% |
| Win Rate | 52.2% |
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 disciplined, the strategy mainly holds the leveraged Nasdaq (QQQ) when the S&P 500 (SPY) is trending upward and the QQQ is not oversold. It switches to the S&P 500 (SPY) when the market is still above its 31-day average, and falls back to short-term Treasury bills (BIL) when the S&P 500 is below that average or the QQQ is oversold, protecting itself from downside risk.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Beat the Market (since 2002) SAVE?
Dynamic and disciplined, the strategy mainly holds the leveraged Nasdaq (QQQ) when the S&P 500 (SPY) is trending upward and the QQQ is not oversold. It switches to the S&P 500 (SPY) when the market is still above its 31-day average, and falls back to short-term Treasury bills (BIL) when the S&P 500 is below that average or the QQQ is oversold, protecting itself from downside risk.
What is Beat the Market (since 2002) SAVE holding today?
As of Oct 30, 2026, Beat the Market (since 2002) SAVE allocates to SPY 64.7%, QQQ 35.3%.
How has Beat the Market (since 2002) SAVE performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Beat the Market (since 2002) SAVE returned +12.2% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Beat the Market (since 2002) SAVE?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Beat the Market (since 2002) SAVE in a hypothetical backtest was -10.1%.
How do I use Beat the Market (since 2002) SAVE?
Open Beat the Market (since 2002) SAVE 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.