Monthly Mega-Cap V2 | MA of return + cumulative return | Pskonejott
Backtest results
Metrics
1Y · since Oct 2025Monthly Mega-Cap V2 | MA of return + cumulative return | Pskonejott | |
|---|---|
| Total Return | +28.01% |
| CAGR | +28.26% |
| Sharpe | 1.26 |
| Calmar | 2.57 |
| Max DD | -10.98% |
| Volatility | 21.74% |
| Win Rate | 54.2% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Dynamic and disciplined, the strategy keeps the two best-performing tech names - Apple (AAPL) and Microsoft (MSFT) - when their 135-day moving-average return is high, and the two strongest broad-market names - Johnson & Johnson (JNJ) and Procter & Gamble (PG) - when their 220-day cumulative return is strong. It switches between these leaders to stay in the market's strongest trend while protecting itself by avoiding any stock that falls below its recent performance benchmark.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Monthly Mega-Cap V2 | MA of return + cumulative return | Pskonejott?
Dynamic and disciplined, the strategy keeps the two best-performing tech names - Apple (AAPL) and Microsoft (MSFT) - when their 135-day moving-average return is high, and the two strongest broad-market names - Johnson & Johnson (JNJ) and Procter & Gamble (PG) - when their 220-day cumulative return is strong. It switches between these leaders to stay in the market's strongest trend while protecting itself by avoiding any stock that falls below its recent performance benchmark.
What is Monthly Mega-Cap V2 | MA of return + cumulative return | Pskonejott holding today?
As of Oct 30, 2026, Monthly Mega-Cap V2 | MA of return + cumulative return | Pskonejott allocates to AAPL 25%, KO 25%, MRK 25%, MSFT 25%.
How has Monthly Mega-Cap V2 | MA of return + cumulative return | Pskonejott performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Monthly Mega-Cap V2 | MA of return + cumulative return | Pskonejott returned +26.8% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Monthly Mega-Cap V2 | MA of return + cumulative return | Pskonejott?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Monthly Mega-Cap V2 | MA of return + cumulative return | Pskonejott in a hypothetical backtest was -11%.
How do I use Monthly Mega-Cap V2 | MA of return + cumulative return | Pskonejott?
Open Monthly Mega-Cap V2 | MA of return + cumulative return | Pskonejott 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.