V1a Dereck Nielsen All Weather Portfolio
Backtest results
Metrics
1Y · since Oct 2025V1a Dereck Nielsen All Weather Portfolio | |
|---|---|
| Total Return | +16.77% |
| CAGR | +16.92% |
| Sharpe | 1.10 |
| Calmar | 1.87 |
| Max DD | -9.04% |
| Volatility | 15.38% |
| Win Rate | 55.4% |
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 the S&P 500 is above its 200-day average and the QQQ is in a strong uptrend, then shifts to long Treasury (TLT) when the QQQ shows extreme momentum. It protects itself by moving into short-term Treasury (SHV) or a commodity-focused fund (XME) when trend or momentum signals turn negative, keeping risk low during market stress.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is V1a Dereck Nielsen All Weather Portfolio?
Dynamic and disciplined, the strategy mainly holds leveraged Nasdaq (QQQ) when the S&P 500 is above its 200-day average and the QQQ is in a strong uptrend, then shifts to long Treasury (TLT) when the QQQ shows extreme momentum. It protects itself by moving into short-term Treasury (SHV) or a commodity-focused fund (XME) when trend or momentum signals turn negative, keeping risk low during market stress.
What is V1a Dereck Nielsen All Weather Portfolio holding today?
As of Oct 30, 2026, V1a Dereck Nielsen All Weather Portfolio allocates to IEF 20%, NANR 20%, QQQ 20%, SHV 20%, SSO 20%.
How has V1a Dereck Nielsen All Weather Portfolio performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, V1a Dereck Nielsen All Weather Portfolio returned +16.6% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of V1a Dereck Nielsen All Weather Portfolio?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of V1a Dereck Nielsen All Weather Portfolio in a hypothetical backtest was -9%.
How do I use V1a Dereck Nielsen All Weather Portfolio?
Open V1a Dereck Nielsen All Weather Portfolio 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.