V1 | Momentum Strength Builder | Michael B | 60/40 Top10/Safety
Backtest results
Metrics
1Y · since Oct 2025V1 | Momentum Strength Builder | Michael B | 60/40 Top10/Safety | |
|---|---|
| Total Return | +10.88% |
| CAGR | +10.97% |
| Sharpe | 0.93 |
| Calmar | 1.02 |
| Max DD | -10.71% |
| Volatility | 12.04% |
| Win Rate | 52.6% |
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 momentum-driven, the strategy keeps the two best-performing tech names - Apple (AAPL) and Microsoft (MSFT) - while it swaps in the top two risk-off assets - Treasury (TLT) and gold (GLD) - when market sentiment shifts. It protects itself by moving to safer holdings like the 1-3 year Treasury (SHY) or the dollar fund (UUP) whenever the leading risk assets fall below their recent performance trend.
Current allocation
What the rules select as of Oct 30, 2026.
- XOM30%
ExxonMobil Holdings Corporation
- DBC16%
Invesco DB Commodity Index Tracking Fund
- TMV8%
Direxion Daily 20+ Year Treasury Bear 3X ETF
- GOOGL6%
Alphabet Inc. Class A Common Stock
- MSFT6%
Microsoft Corporation Common Stock
- TSLA6%
Tesla, Inc. Common Stock
- UNH6%
UNITEDHEALTH GROUP INCORPORATED (Delaware)
- V6%
VISA Inc.
- GLD4%
SPDR Gold Trust, SPDR Gold Shares
- TMF4%
Direxion Daily 20+ Year Treasury Bull 3X ETF
- UUP4%
Invesco DB US Dollar Index Bullish Fund
- XLP4%
State Street Consumer Staples Select Sector SPDR ETF
Frequently asked questions
What is V1 | Momentum Strength Builder | Michael B | 60/40 Top10/Safety?
Dynamic and momentum-driven, the strategy keeps the two best-performing tech names - Apple (AAPL) and Microsoft (MSFT) - while it swaps in the top two risk-off assets - Treasury (TLT) and gold (GLD) - when market sentiment shifts. It protects itself by moving to safer holdings like the 1-3 year Treasury (SHY) or the dollar fund (UUP) whenever the leading risk assets fall below their recent performance trend.
What is V1 | Momentum Strength Builder | Michael B | 60/40 Top10/Safety holding today?
As of Oct 30, 2026, V1 | Momentum Strength Builder | Michael B | 60/40 Top10/Safety allocates to XOM 30%, DBC 16%, TMV 8%, GOOGL 6%, MSFT 6%, TSLA 6%, UNH 6%, V 6%, GLD 4%, TMF 4%, UUP 4%, XLP 4%.
How has V1 | Momentum Strength Builder | Michael B | 60/40 Top10/Safety performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, V1 | Momentum Strength Builder | Michael B | 60/40 Top10/Safety returned +12% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of V1 | Momentum Strength Builder | Michael B | 60/40 Top10/Safety?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of V1 | Momentum Strength Builder | Michael B | 60/40 Top10/Safety in a hypothetical backtest was -10.7%.
How do I use V1 | Momentum Strength Builder | Michael B | 60/40 Top10/Safety?
Open V1 | Momentum Strength Builder | Michael B | 60/40 Top10/Safety 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.