Diversification at its Best
Backtest results
Metrics
1Y · since Oct 2025Diversification at its Best | |
|---|---|
| Total Return | +14.13% |
| CAGR | +14.26% |
| Sharpe | 1.98 |
| Calmar | 4.36 |
| Max DD | -3.27% |
| Volatility | 6.86% |
| Win Rate | 62.2% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
A trend-following strategy that keeps risk assets - SPY, EFA, IEF, DBC, VNQ - only when each is above its 200-day moving average, and shifts to the safe-haven SHV when any of them falls below that trend line. It protects itself by moving into short-term Treasury (SHV) whenever the market turns against the trend, keeping the portfolio defensive during downturns.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Diversification at its Best?
A trend-following strategy that keeps risk assets - SPY, EFA, IEF, DBC, VNQ - only when each is above its 200-day moving average, and shifts to the safe-haven SHV when any of them falls below that trend line. It protects itself by moving into short-term Treasury (SHV) whenever the market turns against the trend, keeping the portfolio defensive during downturns.
What is Diversification at its Best holding today?
As of Oct 30, 2026, Diversification at its Best allocates to SHV 40%, DBC 20%, EFA 20%, SPY 20%.
How has Diversification at its Best performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Diversification at its Best returned +14.6% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Diversification at its Best?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Diversification at its Best in a hypothetical backtest was -3.3%.
How do I use Diversification at its Best?
Open Diversification at its Best 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.