Nobu (信) in Japanese means trust. At Nobu Quant, we trust the market, trust the numbers, and trust our rigorous, byte-for-byte reproducible backtesting.
We never predict market crashes — we systematically decide how much of the market to own every day. Our 4-pillar architecture protects and compounds capital through four synchronized pillars:
The result: over a 2010–2026 simulated backtest, Nobu SPY Core and QQQ Core compounded at more than twice the annual rate of their buy-and-hold benchmarks, while posting lower maximum drawdowns than those benchmarks. The scorecard below shows the CAGR, Sharpe, drawdown, and terminal-wealth comparisons.
Full-period simulated results for 2010–2026. CAGR measures annualized compounding, maximum drawdown measures the deepest peak-to-trough decline, and Sharpe is the full-period excess Sharpe ratio. Green indicates a stronger result than the family buy-and-hold benchmark.
Step through each coordinated pillar to see how dynamic volatility exposure, credit early warnings, panic liquidity provision, and stop-loss seatbelts beat both buy-and-hold and 3x leverage.
The S&P 500 holds the 500 largest US companies (Apple, Microsoft, Nvidia, Amazon). Over 90% of professional Wall Street fund managers fail to beat it over 15 years. Beating this giant is the ultimate holy grail in investing.
Direct, paired comparisons across complete market cycles (6 months pre-peak to 12 months post-trough).
| Crisis Regime 6M Peak → 1Y Trough |
Full-Cycle Return Each series from own trough |
Peak-to-Trough Decline Nobu vs Benchmark |
Time to Full Recovery Nobu vs Benchmark |
12-Mo Post-Trough Rally Nobu vs Benchmark |
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Simulate any historical start date and holding horizon across 16.6 years of historical backtesting (2010–2026). Watch the portfolio rebase and compound daily against buy-and-hold benchmarks with realistic execution friction.
Our 4-pillar architecture is built upon peer-reviewed empirical finance research and rigorous Nobel-prize winning econometric foundations.
Market volatility is not constant; it clusters in violent temporal regimes. Holding fixed leverage through volatility spikes causes devastating mathematical compounding drag. Scaling leverage dynamically inversely to market turbulence protects accumulated capital.
Corporate debt is senior to equity in capital structures. Bond markets reprice insolvency and liquidity stress ~14–17 days before stock market selloffs accelerate. Tracking high-yield credit momentum provides an empirical early warning radar to shift into Treasury cash.
Deep 15%–30% market crashes trigger institutional mandate constraints, margin calls, and non-economic fire-sales. The Crisis Alpha Booster reserves cash specifically to supply liquidity into these dislocations, accumulating assets at generational discounts to ride explosive V-shaped rebounds.
Investors do not share the same risk appetite. Lite, Core ★, and Max set different exposure ceilings on the same systematic engine: higher ceilings can increase compounding potential, but also volatility and drawdown risk. Nobu tests this range against SPY or QQQ buy-and-hold and static 3× ETFs to compare the risk–return trade-off.
Engineered for full transparency, byte-for-byte reproducibility, realistic friction modeling, and frictionless execution.
Researchers and developers can re-run the research pipeline from raw daily adjusted market data and reproduce the exact equity curves down to the cent. Zero discretionary overrides.
Signals evaluated at Market Close $t−1$; orders execute strictly at Market Open $t$. Every series is lag-shifted and verified through unit-tested timing assertions.
Idle cash held in SHV T-Bills. Rebalances account for 0.3bp spreads + SEC fees. Realistic US tax simulation models April 15 lump-sum payments and loss carryforward.
Trades once daily at the open in deep, liquid large-cap index ETFs. No high-frequency churning, no complicated options Greeks, and zero intraday screen monitoring.
Start free with today’s Core publication and paper testing. Subscribe for all six strategy weights and a daily delta report. nobuQQQ token is coming soon for transparent, rules-based on-chain access.
See today’s SPY Core and QQQ Core publication at 1:00 PM, then build and paper-test your own ETF mix against Nobu Quant’s historical strategies.
See updated weights for all six Nobu Quant strategies at market close, then receive a delta report for your game plan at your chosen daily time.
Explore a proposed transparent, rules-based tokenization layer for systematic QQQ exposure, designed around observable portfolio activity and user-controlled wallet access.
Historical results are simulated backtests and are not guarantees of future performance. Nobu Quant is not a registered investment adviser. Published weights are informational and are not personalized investment advice. nobuQQQ is a proposed tokenization architecture under development; it is not currently available for purchase and does not mean Nobu Quant holds customer funds or controls customer accounts.