Tech vs Utilities l 22Sep2003 l Cumulative Return Selector
Backtest results
Metrics
1Y · since Oct 2025Tech vs Utilities l 22Sep2003 l Cumulative Return Selector | |
|---|---|
| Total Return | +3.58% |
| CAGR | +3.61% |
| Sharpe | 0.28 |
| Calmar | 0.32 |
| Max DD | -11.22% |
| Volatility | 19.37% |
| Win Rate | 51.8% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
A sharp, risk-on strategy that mainly holds the leveraged Nasdaq (QQQ) when technology outpaces utilities. When the tech RSI falls below the utilities RSI, it switches to the best-performing bond or utility (TLT, IEF, SHY, XLU) over the past 126 days, protecting itself by moving into safer assets.
Current allocation
What the rules select as of Oct 30, 2026.
- QQQ100%
Invesco QQQ Trust, Series 1
Frequently asked questions
What is Tech vs Utilities l 22Sep2003 l Cumulative Return Selector?
A sharp, risk-on strategy that mainly holds the leveraged Nasdaq (QQQ) when technology outpaces utilities. When the tech RSI falls below the utilities RSI, it switches to the best-performing bond or utility (TLT, IEF, SHY, XLU) over the past 126 days, protecting itself by moving into safer assets.
What is Tech vs Utilities l 22Sep2003 l Cumulative Return Selector holding today?
As of Oct 30, 2026, Tech vs Utilities l 22Sep2003 l Cumulative Return Selector allocates to QQQ 100%.
How has Tech vs Utilities l 22Sep2003 l Cumulative Return Selector performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Tech vs Utilities l 22Sep2003 l Cumulative Return Selector returned +4.6% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Tech vs Utilities l 22Sep2003 l Cumulative Return Selector?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Tech vs Utilities l 22Sep2003 l Cumulative Return Selector in a hypothetical backtest was -11.2%.
How do I use Tech vs Utilities l 22Sep2003 l Cumulative Return Selector?
Open Tech vs Utilities l 22Sep2003 l Cumulative Return Selector 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.