Tech vs Utilities l 22Sep2003 l (with SHY in place of TMV)
Backtest results
Metrics
1Y · since Oct 2025Tech vs Utilities l 22Sep2003 l (with SHY in place of TMV) | |
|---|---|
| Total Return | -1.27% |
| CAGR | -1.28% |
| Sharpe | 0.02 |
| Calmar | -0.11 |
| Max DD | -11.22% |
| Volatility | 18.09% |
| Win Rate | 51.4% |
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 (QQQ) when technology outpaces utilities, but pivots to long Treasury (TLT) when the bond market shows positive momentum or is oversold. When TLT's short-term trend weakens, it shifts to the safest short-term bond (SHY) based on the lowest recent RSI, protecting the portfolio from sudden downturns.
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 (with SHY in place of TMV)?
Dynamic and disciplined, the strategy mainly holds leveraged Nasdaq (QQQ) when technology outpaces utilities, but pivots to long Treasury (TLT) when the bond market shows positive momentum or is oversold. When TLT's short-term trend weakens, it shifts to the safest short-term bond (SHY) based on the lowest recent RSI, protecting the portfolio from sudden downturns.
What is Tech vs Utilities l 22Sep2003 l (with SHY in place of TMV) holding today?
As of Oct 30, 2026, Tech vs Utilities l 22Sep2003 l (with SHY in place of TMV) allocates to QQQ 100%.
How has Tech vs Utilities l 22Sep2003 l (with SHY in place of TMV) performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Tech vs Utilities l 22Sep2003 l (with SHY in place of TMV) returned -0.3% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Tech vs Utilities l 22Sep2003 l (with SHY in place of TMV)?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Tech vs Utilities l 22Sep2003 l (with SHY in place of TMV) in a hypothetical backtest was -11.2%.
How do I use Tech vs Utilities l 22Sep2003 l (with SHY in place of TMV)?
Open Tech vs Utilities l 22Sep2003 l (with SHY in place of TMV) 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.