ALTY trading strategies, backtested
Global X Alternative Income ETF — a multi-asset income basket — MLPs, REITs, preferreds and more. Every DeployQuant template run on ALTY over 5.5 years of minute data, same engine, same window, sorted by return.
| Strategy | CAGR | max DD | Sharpe | trades | win rate | final value |
|---|---|---|---|---|---|---|
| First-to-Last Day of Month | 8.1% | −18.4% | 0.84 | 67 | 66% | $15,403 |
| Weekly Entry + 7% Target | 8.0% | −17.9% | 0.82 | 14 | 64% | $15,276 |
| 3-Month Momentum Switch | 4.6% | −8.3% | 0.83 | 5 | 60% | $12,831 |
| EMA 12/26 Trend | 4.5% | −14.4% | 0.69 | 19 | 42% | $12,792 |
| RSI(2) Dip Snapback | 4.4% | −15.3% | 0.64 | 157 | 53% | $12,689 |
| SMA 10/50 Trend | 3.3% | −15.0% | 0.51 | 16 | 38% | $11,971 |
| RSI(14) Mean Reversion | 2.4% | −11.3% | 0.34 | 14 | 57% | $11,392 |
| Golden Cross (SMA 50/200) | 2.4% | −13.1% | 0.36 | 3 | 33% | $11,391 |
| 200-Day SMA Regime Filter | 2.4% | −12.1% | 0.39 | 16 | 13% | $11,387 |
| Drawdown Dip Buyer + 8% Target | 1.4% | −4.6% | 0.51 | 1 | 100% | $10,789 |
| SMA-200 Trend + 15% Trailing Stop | 0.8% | −30.0% | 0.14 | 2 | 0% | $10,459 |
| 20-Day Momentum + Trailing Stop | 0.0% | −0.0% | 0.00 | 0 | — | $10,000 |
| Buy & hold ALTY | 8.7% | −18.3% | 0.87 | — | — | $15,832 |
Build it from blocks (or type it in English), backtest it on 5.5 years of minute data in seconds, tweak any parameter, then paper trade it on live data. No card, no broker needed to start.
Frequently asked questions
What was the best strategy for ALTY?
Of the 12 templates tested on ALTY over 2021-01-04–2026-07-17, the strongest by CAGR was monthly cycle at 8.1% (max drawdown 18.4%), versus 8.7% for buy-and-hold. Best-in-hindsight is not a forecast — check drawdowns and trade counts before drawing conclusions.
Did any strategy beat buying and holding ALTY?
0 of 12 templates beat ALTY buy-and-hold (8.7% CAGR) on this window; 10 of 12 had a shallower maximum drawdown than holding (18.3%).
Other alternative-strategy etfs
Backtests are hypothetical, computed by DeployQuant's engine on minute-resolution consolidated US market data (2021-01-04 to 2026-07-17, $10,000 starting capital, no margin, fees and slippage not modeled) and do not guarantee future results. Nothing on this page is investment advice. Live trading involves risk of loss.