Copy of V.1.Z Dereck's Secular Market Framework
Backtest results
Metrics
1Y · since Oct 2025Copy of V.1.Z Dereck's Secular Market Framework | |
|---|---|
| Total Return | +6.57% |
| CAGR | +6.62% |
| Sharpe | 0.54 |
| Calmar | 0.72 |
| Max DD | -9.17% |
| Volatility | 13.49% |
| Win Rate | 49.8% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
A cautious, trend-oriented strategy mainly holds the broad-market core (NTSX) and a managed-futures overlay (DBMF) when the S&P 500 is above its 50-day moving average and the Nasdaq is not oversold. When the market turns sideways or the Nasdaq shows extreme oversold conditions, it pivots to a defensive mix of bonds (IEF, SHY), gold (GLD) and a short-term Treasury (TLT), protecting itself from downside while still seeking upside in the most attractive risk-on assets.
Current allocation
What the rules select as of Oct 30, 2026.
- NTSX100%
WisdomTree U.S. Efficient Core Fund
Frequently asked questions
What is Copy of V.1.Z Dereck's Secular Market Framework?
A cautious, trend-oriented strategy mainly holds the broad-market core (NTSX) and a managed-futures overlay (DBMF) when the S&P 500 is above its 50-day moving average and the Nasdaq is not oversold. When the market turns sideways or the Nasdaq shows extreme oversold conditions, it pivots to a defensive mix of bonds (IEF, SHY), gold (GLD) and a short-term Treasury (TLT), protecting itself from downside while still seeking upside in the most attractive risk-on assets.
What is Copy of V.1.Z Dereck's Secular Market Framework holding today?
As of Oct 30, 2026, Copy of V.1.Z Dereck's Secular Market Framework allocates to NTSX 100%.
How has Copy of V.1.Z Dereck's Secular Market Framework performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Copy of V.1.Z Dereck's Secular Market Framework returned +7% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Copy of V.1.Z Dereck's Secular Market Framework?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Copy of V.1.Z Dereck's Secular Market Framework in a hypothetical backtest was -9.2%.
How do I use Copy of V.1.Z Dereck's Secular Market Framework?
Open Copy of V.1.Z Dereck's Secular Market Framework 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.