How does your quant model account for 10,000 year low interest rates?

Many traders, myself included, try to use logic, math, and quantitative techniques to discover ways to make money in the markets. However what if our data taken from the past 10 to 30 years is skewed due to an over-arching market theme. This theme has been happening for so long, and is currently so pervasive, people assume it “has always been this way.” But what if recently this theme’s series of data points had gone to such an extreme that there was no comparable backtest to itself throughout all of human history, and therefore making almost all backtests, connected to every global market, to any symbol listed on any exchange, useless. How confident in our backtests could would be at this extreme? The theme I am referring to is the 10,000 year low interest rates.