1D Cumulative Returns Mean Reversion Base
Backtest results
Metrics
1Y · since Nov 20251D Cumulative Returns Mean Reversion Base | |
|---|---|
| Total Return | +33.35% |
| CAGR | +33.50% |
| Sharpe | 0.75 |
| Calmar | 0.78 |
| Max DD | -43.10% |
| Volatility | 82.77% |
| Win Rate | 49.2% |
Last year of a hypothetical backtest, Nov 3, 2025 to Nov 2, 2026. Create an account to see the full history.
About this strategy
Dynamic and defensive, the strategy keeps a core of leveraged semiconductor exposure (SOXL) and a short-side (SOXS) while it shifts into bonds (SHY) or dollar-heavy assets (UUP) when the semiconductor index falls or VIX rises. It uses inverse-volatility sizing of VIX and dollar funds to protect against market swings and switches to the short side when the semiconductor index is overbought.
Current allocation
What the rules select as of Nov 2, 2026.
Frequently asked questions
What is 1D Cumulative Returns Mean Reversion Base?
Dynamic and defensive, the strategy keeps a core of leveraged semiconductor exposure (SOXL) and a short-side (SOXS) while it shifts into bonds (SHY) or dollar-heavy assets (UUP) when the semiconductor index falls or VIX rises. It uses inverse-volatility sizing of VIX and dollar funds to protect against market swings and switches to the short side when the semiconductor index is overbought.
What is 1D Cumulative Returns Mean Reversion Base holding today?
As of Nov 2, 2026, 1D Cumulative Returns Mean Reversion Base allocates to SOXL 70%, UUP 25.6%, VIXM 3.6%, UVXY 0.8%.
How has 1D Cumulative Returns Mean Reversion Base performed over the past year?
From Nov 3, 2025 to Nov 2, 2026, 1D Cumulative Returns Mean Reversion Base returned +33.4% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of 1D Cumulative Returns Mean Reversion Base?
From Nov 3, 2025 to Nov 2, 2026, the largest peak-to-trough decline of 1D Cumulative Returns Mean Reversion Base in a hypothetical backtest was -43.1%.
How do I use 1D Cumulative Returns Mean Reversion Base?
Open 1D Cumulative Returns Mean Reversion Base 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.