Brian's Tweak (set dates April 1 2010 - Jan 3 2020)
Backtest results
Metrics
1Y · since Oct 2025Brian's Tweak (set dates April 1 2010 - Jan 3 2020) | |
|---|---|
| Total Return | +24.66% |
| CAGR | +24.88% |
| Sharpe | 1.53 |
| Calmar | 5.00 |
| Max DD | -4.98% |
| Volatility | 15.38% |
| Win Rate | 75.5% |
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 short-term cash (BIL) when the S&P 500 is trending up, but switches to leveraged equity (TQQQ) or its inverse (SQQQ) when the Nasdaq shows strong momentum or is oversold. It pivots to a dollar-dollar hedge (UUP) or gold (GLD) whenever Treasury returns lag cash, and balances risk with inverse-volatility weighting across commodities and utilities to protect against sudden market swings.
Current allocation
What the rules select as of Oct 30, 2026.
- BIL100%
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Frequently asked questions
What is Brian's Tweak (set dates April 1 2010 - Jan 3 2020)?
Dynamic and defensive, the strategy mainly holds short-term cash (BIL) when the S&P 500 is trending up, but switches to leveraged equity (TQQQ) or its inverse (SQQQ) when the Nasdaq shows strong momentum or is oversold. It pivots to a dollar-dollar hedge (UUP) or gold (GLD) whenever Treasury returns lag cash, and balances risk with inverse-volatility weighting across commodities and utilities to protect against sudden market swings.
What is Brian's Tweak (set dates April 1 2010 - Jan 3 2020) holding today?
As of Oct 30, 2026, Brian's Tweak (set dates April 1 2010 - Jan 3 2020) allocates to BIL 100%.
How has Brian's Tweak (set dates April 1 2010 - Jan 3 2020) performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Brian's Tweak (set dates April 1 2010 - Jan 3 2020) returned +24.7% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Brian's Tweak (set dates April 1 2010 - Jan 3 2020)?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Brian's Tweak (set dates April 1 2010 - Jan 3 2020) in a hypothetical backtest was -5%.
How do I use Brian's Tweak (set dates April 1 2010 - Jan 3 2020)?
Open Brian's Tweak (set dates April 1 2010 - Jan 3 2020) 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.