Global Trend
Backtest results
Metrics
1Y · since Oct 2025Global Trend | |
|---|---|
| Total Return | +10.18% |
| CAGR | +10.26% |
| Sharpe | 1.48 |
| Calmar | 2.63 |
| Max DD | -3.91% |
| Volatility | 6.80% |
| Win Rate | 55.0% |
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 disciplined trend-following strategy keeps a core mix of broad equity and bond funds - SPY, EFA, EEM, LQD, TLT, BNDX, TIP, VNQ, PDBC, GLD - while it switches to a risk-off holding in SHV whenever any of the core assets falls below its 200-day moving average. The portfolio protects itself by moving to short-term Treasury cash (SHV) when the market trend turns negative, ensuring a defensive stance during downturns.
Current allocation
What the rules select as of Oct 30, 2026.
- SPY19%
State Street SPDR S&P 500 ETF Trust
- EFA16.8%
iShares MSCI EAFE ETF
- PDBC12.5%
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
- VNQ12.3%
Vanguard Real Estate ETF
- SHV10%
iShares Trust iShares 0-1 Year Treasury Bond ETF
- LQD9.9%
iShares iBoxx $ Investment Grade Corporate Bond ETF
- BNDX7.2%
Vanguard Charlotte Funds Vanguard Total International Bond ETF
- TLT6.8%
iShares 20 Year Treasury Bond ETF
- GLD2.5%
SPDR Gold Trust, SPDR Gold Shares
- EEM2.3%
iShares MSCI Emerging Markets ETF
- TIP0.9%
iShares TIPS Bond ETF
Frequently asked questions
What is Global Trend?
A disciplined trend-following strategy keeps a core mix of broad equity and bond funds - SPY, EFA, EEM, LQD, TLT, BNDX, TIP, VNQ, PDBC, GLD - while it switches to a risk-off holding in SHV whenever any of the core assets falls below its 200-day moving average. The portfolio protects itself by moving to short-term Treasury cash (SHV) when the market trend turns negative, ensuring a defensive stance during downturns.
What is Global Trend holding today?
As of Oct 30, 2026, Global Trend allocates to SPY 19%, EFA 16.8%, PDBC 12.5%, VNQ 12.3%, SHV 10%, LQD 9.9%, BNDX 7.2%, TLT 6.8%, GLD 2.5%, EEM 2.3%, TIP 0.9%.
How has Global Trend performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Global Trend returned +10.3% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Global Trend?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Global Trend in a hypothetical backtest was -3.9%.
How do I use Global Trend?
Open Global Trend 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.