experiment
Backtest results
Metrics
1Y · since Oct 2025experiment | |
|---|---|
| Total Return | +1.54% |
| CAGR | +1.55% |
| Sharpe | 0.18 |
| Calmar | 0.07 |
| Max DD | -20.96% |
| Volatility | 22.17% |
| Win Rate | 53.8% |
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 dynamic portfolio that mainly holds broad market and bond assets, shifting to a top-tech mix when the S&P 500 outpaces the 60-day average of the Nasdaq. It protects itself by moving into equal-weight bonds, gold and small-cap value when the Nasdaq lags or the S&P 500 falls behind the total market, keeping risk in check during market swings.
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 experiment?
A dynamic portfolio that mainly holds broad market and bond assets, shifting to a top-tech mix when the S&P 500 outpaces the 60-day average of the Nasdaq. It protects itself by moving into equal-weight bonds, gold and small-cap value when the Nasdaq lags or the S&P 500 falls behind the total market, keeping risk in check during market swings.
What is experiment holding today?
As of Oct 30, 2026, experiment allocates to SPY 100%.
How has experiment performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, experiment returned +3.2% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of experiment?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of experiment in a hypothetical backtest was -21%.
How do I use experiment?
Open experiment 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.