V.1.Z Dereck's Secular Market Framework
Backtest results
Metrics
1Y · since Oct 2025V.1.Z Dereck's Secular Market Framework | |
|---|---|
| Total Return | +6.57% |
| CAGR | +6.62% |
| Sharpe | 0.54 |
| Calmar | 0.72 |
| Max DD | -9.17% |
| Volatility | 13.49% |
| Win Rate | 49.8% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Dynamic and disciplined, the strategy mainly holds the broad-market core (NTSX) while it switches to the technology play (XLK) when the S&P 500 is below its 200-day average and the Nasdaq is oversold. It protects itself by moving into a defensive mix of bonds (IEF, SHY) and gold (GLD) when the market trend turns negative or the Nasdaq is not oversold, ensuring a risk-off stance during downturns.
Current allocation
What the rules select as of Oct 30, 2026.
- NTSX100%
WisdomTree U.S. Efficient Core Fund
Frequently asked questions
What is V.1.Z Dereck's Secular Market Framework?
Dynamic and disciplined, the strategy mainly holds the broad-market core (NTSX) while it switches to the technology play (XLK) when the S&P 500 is below its 200-day average and the Nasdaq is oversold. It protects itself by moving into a defensive mix of bonds (IEF, SHY) and gold (GLD) when the market trend turns negative or the Nasdaq is not oversold, ensuring a risk-off stance during downturns.
What is V.1.Z Dereck's Secular Market Framework holding today?
As of Oct 30, 2026, V.1.Z Dereck's Secular Market Framework allocates to NTSX 100%.
How has V.1.Z Dereck's Secular Market Framework performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, V.1.Z Dereck's Secular Market Framework returned +7% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of V.1.Z Dereck's Secular Market Framework?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of V.1.Z Dereck's Secular Market Framework in a hypothetical backtest was -9.2%.
How do I use V.1.Z Dereck's Secular Market Framework?
Open V.1.Z Dereck's Secular Market Framework 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.