The library · Official strategy
Trend-Following Equities
PublicGlobal equity ETFs held at equal weight that step aside — via the risk rule and a stop — when the market falls below its long-term trend.
Equal WeightsRisk-Off set upStop loss −15%Rebalance every 1 mo
Up to date · as of 19 Jul 202616 yrs · since 2010
Backtest
StrategyS&P 500 (benchmark)
201020132016201920222026
Drawdownmin −17.9%
Final value
$37,500
from $10,000 invested
CAGR
+8.6%
vs +9.8% benchmark
Max drawdown
−17.9%
vs −34% benchmark
Sharpe ratio
0.72
volatility 11.3% · 16 yrs
Simulation 2010-01 → 2026-07 · costs included at every rebalanceBacktests show what would have happened — not what will.
Every rule visible
The whole strategy, in the open.
A strategy is a portfolio of models. The rules at both levels are the ones the backtest above runs on.
Trend-Following EquitiesRebalance every 1 mo
Open in the appInstruments
The pool this strategy trades from
4 selectedEquity ETFs
Allocation · Risk
Weighting and the whole-strategy rule
Equal Weights
Risk-OffS&P 500 200-day MA
Position exits
Auto-close rules on each position
Stop loss−15%
Take profitNot set up
Make it yours.
Copy this strategy into your account and change any rule. Free to start — no credit card.
Fincanva provides no financial advice. Backtests show what would have happened — not what will.