V3 Dereck Nielsen All Weather Portfolio
Backtest results
Metrics
1Y · since Oct 2025V3 Dereck Nielsen All Weather Portfolio | |
|---|---|
| Total Return | +11.50% |
| CAGR | +11.59% |
| Sharpe | 1.20 |
| Calmar | 2.30 |
| Max DD | -5.05% |
| Volatility | 9.54% |
| Win Rate | 55.8% |
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 risk-on assets such as the leveraged Nasdaq (QLD) and the commodity index (DBC) when their short-term trends are positive and the S&P 500 is above its 200-day average. When those trend signals fade or the S&P falls below its 200-day line, it shifts into defensive holdings like short-term Treasury (SHV), long-term Treasury (TLT) or gold (GLD) to protect against downturns.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is V3 Dereck Nielsen All Weather Portfolio?
Dynamic and disciplined, the strategy mainly holds risk-on assets such as the leveraged Nasdaq (QLD) and the commodity index (DBC) when their short-term trends are positive and the S&P 500 is above its 200-day average. When those trend signals fade or the S&P falls below its 200-day line, it shifts into defensive holdings like short-term Treasury (SHV), long-term Treasury (TLT) or gold (GLD) to protect against downturns.
What is V3 Dereck Nielsen All Weather Portfolio holding today?
As of Oct 30, 2026, V3 Dereck Nielsen All Weather Portfolio allocates to SPY 30%, SHV 25%, QQQ 20%, DBC 12.5%, IEF 12.5%.
How has V3 Dereck Nielsen All Weather Portfolio performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, V3 Dereck Nielsen All Weather Portfolio returned +11.8% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of V3 Dereck Nielsen All Weather Portfolio?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of V3 Dereck Nielsen All Weather Portfolio in a hypothetical backtest was -5.1%.
How do I use V3 Dereck Nielsen All Weather Portfolio?
Open V3 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.