Dereck's Secular Market Framework
Backtest results
Metrics
1Y · since Oct 2025Dereck's Secular Market Framework | |
|---|---|
| Total Return | +9.89% |
| CAGR | +9.97% |
| Sharpe | 0.83 |
| Calmar | 1.22 |
| Max DD | -8.18% |
| Volatility | 12.51% |
| Win Rate | 51.4% |
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 broad market (SPY) and Treasury bonds (TLT) when the S&P 500 is above its 200-day moving average and the market shows moderate momentum. It switches to technology (XLK) or semiconductor (SOXX) when the Nasdaq is oversold, or to short-term bonds (SHY) or inverse QQQ (PSQ) when the S&P 500 falls below its trend or the Nasdaq is not oversold, protecting itself by moving into defensive bonds or short positions during market stress.
Current allocation
What the rules select as of Oct 30, 2026.
- SPY100%
State Street SPDR S&P 500 ETF Trust
Frequently asked questions
What is Dereck's Secular Market Framework?
Dynamic and disciplined, the strategy mainly holds the broad market (SPY) and Treasury bonds (TLT) when the S&P 500 is above its 200-day moving average and the market shows moderate momentum. It switches to technology (XLK) or semiconductor (SOXX) when the Nasdaq is oversold, or to short-term bonds (SHY) or inverse QQQ (PSQ) when the S&P 500 falls below its trend or the Nasdaq is not oversold, protecting itself by moving into defensive bonds or short positions during market stress.
What is Dereck's Secular Market Framework holding today?
As of Oct 30, 2026, Dereck's Secular Market Framework allocates to SPY 100%.
How has Dereck's Secular Market Framework performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Dereck's Secular Market Framework returned +10.2% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Dereck's Secular Market Framework?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Dereck's Secular Market Framework in a hypothetical backtest was -8.2%.
How do I use Dereck's Secular Market Framework?
Open 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.