10d BIL vs. 10d IEF
Backtest results
Metrics
1Y · since Oct 202510d BIL vs. 10d IEF | |
|---|---|
| Total Return | +3.65% |
| CAGR | +3.68% |
| Sharpe | 18.16 |
| Calmar | 336.15 |
| Max DD | -0.01% |
| Volatility | 0.20% |
| Win Rate | 75.9% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
A concise bond-switcher that holds short-term Treasury (BIL) when its 10-day RSI is higher than that of intermediate Treasury (IEF), and flips to IEF when BIL's RSI falls below IEF's. The strategy moves between the two bond types to keep the portfolio in the safest, most liquid segment when short-term momentum wanes, and in the slightly higher-yielding segment when short-term bonds are stronger.
Current allocation
What the rules select as of Oct 30, 2026.
- BIL100%
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Frequently asked questions
What is 10d BIL vs. 10d IEF?
A concise bond-switcher that holds short-term Treasury (BIL) when its 10-day RSI is higher than that of intermediate Treasury (IEF), and flips to IEF when BIL's RSI falls below IEF's. The strategy moves between the two bond types to keep the portfolio in the safest, most liquid segment when short-term momentum wanes, and in the slightly higher-yielding segment when short-term bonds are stronger.
What is 10d BIL vs. 10d IEF holding today?
As of Oct 30, 2026, 10d BIL vs. 10d IEF allocates to BIL 100%.
How has 10d BIL vs. 10d IEF performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, 10d BIL vs. 10d IEF returned +3.7% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of 10d BIL vs. 10d IEF?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of 10d BIL vs. 10d IEF in a hypothetical backtest was -0%.
How do I use 10d BIL vs. 10d IEF?
Open 10d BIL vs. 10d IEF 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.