Retirement: Momentum
Backtest results
Metrics
1Y · since Oct 2025Retirement: Momentum | |
|---|---|
| Total Return | +17.86% |
| CAGR | +18.02% |
| Sharpe | 1.56 |
| Calmar | 2.99 |
| Max DD | -6.02% |
| Volatility | 11.06% |
| Win Rate | 60.6% |
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 assets from a set of broad-market, bond, and commodity funds, re-evaluating every month. It switches into the next top performers when their recent returns rise, protecting itself by moving out of lagging holdings and staying in the strongest performers.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Retirement: Momentum ?
Dynamic and disciplined, the strategy keeps the two best-performing assets from a set of broad-market, bond, and commodity funds, re-evaluating every month. It switches into the next top performers when their recent returns rise, protecting itself by moving out of lagging holdings and staying in the strongest performers.
What is Retirement: Momentum holding today?
As of Oct 30, 2026, Retirement: Momentum allocates to DBC 50%, QQQ 16.7%, TLT 16.7%, SHY 16.7%.
How has Retirement: Momentum performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Retirement: Momentum returned +18.8% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Retirement: Momentum ?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Retirement: Momentum in a hypothetical backtest was -6%.
How do I use Retirement: Momentum ?
Open Retirement: Momentum 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.