DN's Original Block (set dates April 1 2010 - Jan 3 2020)
Backtest results
Metrics
1Y · since Oct 2025DN's Original Block (set dates April 1 2010 - Jan 3 2020) | |
|---|---|
| Total Return | +26.01% |
| CAGR | +26.24% |
| Sharpe | 1.63 |
| Calmar | 6.82 |
| Max DD | -3.85% |
| Volatility | 15.07% |
| 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 risk-aware, the strategy mainly holds leveraged Nasdaq (TQQQ) when the market is trending upward, but switches to short-term bonds (BSV) or short Nasdaq (SQQQ) when the index falls below its 200-day average or the Nasdaq is oversold. It protects itself by moving into cash-equivalent T-Bills (BIL) when the S&P 500 is above its 200-day moving average and by favoring the asset with the lowest RSI when the market is neutral, ensuring a defensive stance during downturns.
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 DN's Original Block (set dates April 1 2010 - Jan 3 2020)?
Dynamic and risk-aware, the strategy mainly holds leveraged Nasdaq (TQQQ) when the market is trending upward, but switches to short-term bonds (BSV) or short Nasdaq (SQQQ) when the index falls below its 200-day average or the Nasdaq is oversold. It protects itself by moving into cash-equivalent T-Bills (BIL) when the S&P 500 is above its 200-day moving average and by favoring the asset with the lowest RSI when the market is neutral, ensuring a defensive stance during downturns.
What is DN's Original Block (set dates April 1 2010 - Jan 3 2020) holding today?
As of Oct 30, 2026, DN's Original Block (set dates April 1 2010 - Jan 3 2020) allocates to BIL 100%.
How has DN's Original Block (set dates April 1 2010 - Jan 3 2020) performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, DN's Original Block (set dates April 1 2010 - Jan 3 2020) returned +26.1% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of DN's Original Block (set dates April 1 2010 - Jan 3 2020)?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of DN's Original Block (set dates April 1 2010 - Jan 3 2020) in a hypothetical backtest was -3.8%.
How do I use DN's Original Block (set dates April 1 2010 - Jan 3 2020)?
Open DN's Original Block (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.