Backtest results
Metrics
1Y · since Oct 2025Navonod | |
|---|---|
| Total Return | -52.84% |
| CAGR | -53.12% |
| Sharpe | -1.49 |
| Calmar | -0.95 |
| Max DD | -55.82% |
| Volatility | 44.32% |
| 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
Dynamic and decisive, the strategy keeps a leveraged Nasdaq (TQQQ) when the index is neither booming nor falling, switches to a short Nasdaq (PSQ) after a sharp 5-day gain, and retreats to short-term Treasury bills (BIL) when the index drops more than 1%. It protects itself by moving between risk-on, risk-off and short positions based on recent QQQ performance, ensuring exposure only when the market trend is clear.
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 Navonod?
Dynamic and decisive, the strategy keeps a leveraged Nasdaq (TQQQ) when the index is neither booming nor falling, switches to a short Nasdaq (PSQ) after a sharp 5-day gain, and retreats to short-term Treasury bills (BIL) when the index drops more than 1%. It protects itself by moving between risk-on, risk-off and short positions based on recent QQQ performance, ensuring exposure only when the market trend is clear.
What is Navonod holding today?
As of Oct 30, 2026, Navonod allocates to BIL 100%.
How has Navonod performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Navonod returned -51.5% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Navonod?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Navonod in a hypothetical backtest was -55.8%.
How do I use Navonod?
Open Navonod 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.