Secular Trinity Momentum - Stocks, Bonds, Comds
Backtest results
Metrics
1Y · since Oct 2025Secular Trinity Momentum - Stocks, Bonds, Comds | |
|---|---|
| Total Return | +5.43% |
| CAGR | +5.47% |
| Sharpe | 0.48 |
| Calmar | 0.61 |
| Max DD | -9.01% |
| Volatility | 12.83% |
| Win Rate | 51.0% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Dynamic and disciplined, the strategy mainly holds the commodity index (DBC) when its 50-day moving average is above the 200-day and the price stays above that average, signaling a bullish trend. When the trend weakens it shifts to a risk-parity mix of short-term bonds (SHY), gold (GLD) and DBC, and if the S&P 500 is below its 200-day it pivots to a defensive allocation of gold, bonds and a short-term Treasury (SHV).
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Secular Trinity Momentum - Stocks, Bonds, Comds?
Dynamic and disciplined, the strategy mainly holds the commodity index (DBC) when its 50-day moving average is above the 200-day and the price stays above that average, signaling a bullish trend. When the trend weakens it shifts to a risk-parity mix of short-term bonds (SHY), gold (GLD) and DBC, and if the S&P 500 is below its 200-day it pivots to a defensive allocation of gold, bonds and a short-term Treasury (SHV).
What is Secular Trinity Momentum - Stocks, Bonds, Comds holding today?
As of Oct 30, 2026, Secular Trinity Momentum - Stocks, Bonds, Comds allocates to SSO 45%, UST 30%, SHV 25%.
How has Secular Trinity Momentum - Stocks, Bonds, Comds performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Secular Trinity Momentum - Stocks, Bonds, Comds returned +6% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Secular Trinity Momentum - Stocks, Bonds, Comds?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Secular Trinity Momentum - Stocks, Bonds, Comds in a hypothetical backtest was -9%.
How do I use Secular Trinity Momentum - Stocks, Bonds, Comds?
Open Secular Trinity Momentum - Stocks, Bonds, Comds 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.