Backtest results
Metrics
1Y · since Oct 2025QLD/QID | |
|---|---|
| Total Return | +18.92% |
| CAGR | +19.08% |
| Sharpe | 1.75 |
| Calmar | 5.80 |
| Max DD | -3.29% |
| Volatility | 10.33% |
| Win Rate | 52.2% |
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 mainly holds leveraged Nasdaq (QLD) when recent gains are strong, but switches to the inverse (QID) after a 10-day rally or when QLD's momentum weakens. When QLD is neither over-performing nor oversold, it shifts to short-term bonds (SHY) to protect against downside, keeping the portfolio aligned with market conditions.
Current allocation
What the rules select as of Oct 30, 2026.
- SHY100%
iShares 1-3 Year Treasury Bond ETF
Frequently asked questions
What is QLD/QID?
Dynamic and disciplined, the strategy mainly holds leveraged Nasdaq (QLD) when recent gains are strong, but switches to the inverse (QID) after a 10-day rally or when QLD's momentum weakens. When QLD is neither over-performing nor oversold, it shifts to short-term bonds (SHY) to protect against downside, keeping the portfolio aligned with market conditions.
What is QLD/QID holding today?
As of Oct 30, 2026, QLD/QID allocates to SHY 100%.
How has QLD/QID performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, QLD/QID returned +19% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of QLD/QID?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of QLD/QID in a hypothetical backtest was -3.3%.
How do I use QLD/QID?
Open QLD/QID 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.