20% 3.0.4a + 80% SHY 10Y AR 59.7% DD 11.7% Beta 0.17 | 4NOV12-4NOV22| Tribute to Pareto
Backtest results
Metrics
1Y · since Oct 202520% 3.0.4a + 80% SHY 10Y AR 59.7% DD 11.7% Beta 0.17 | 4NOV12-4NOV22| Tribute to Pareto | |
|---|---|
| Total Return | -2.23% |
| CAGR | -2.24% |
| Sharpe | -0.01 |
| Calmar | -0.09 |
| Max DD | -24.88% |
| Volatility | 20.01% |
| Win Rate | 51.0% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Aggressive yet disciplined, the strategy mainly holds the volatility hedge UVXY when the S&P 500 trend is weak or the leveraged Nasdaq (TQQQ) shows extreme overbought conditions. It switches into high-leverage tech funds such as the semiconductor bull (SOXL) or the S&P 500 3x (SPXL) when the market trend is strong and volatility is low, and it retreats to defensive assets like short-term Treasury (SHY) or gold (GLD) when volatility spikes or the trend turns bearish.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is 20% 3.0.4a + 80% SHY 10Y AR 59.7% DD 11.7% Beta 0.17 | 4NOV12-4NOV22| Tribute to Pareto?
Aggressive yet disciplined, the strategy mainly holds the volatility hedge UVXY when the S&P 500 trend is weak or the leveraged Nasdaq (TQQQ) shows extreme overbought conditions. It switches into high-leverage tech funds such as the semiconductor bull (SOXL) or the S&P 500 3x (SPXL) when the market trend is strong and volatility is low, and it retreats to defensive assets like short-term Treasury (SHY) or gold (GLD) when volatility spikes or the trend turns bearish.
What is 20% 3.0.4a + 80% SHY 10Y AR 59.7% DD 11.7% Beta 0.17 | 4NOV12-4NOV22| Tribute to Pareto holding today?
As of Oct 30, 2026, 20% 3.0.4a + 80% SHY 10Y AR 59.7% DD 11.7% Beta 0.17 | 4NOV12-4NOV22| Tribute to Pareto allocates to SHY 80%, EPI 20%.
How has 20% 3.0.4a + 80% SHY 10Y AR 59.7% DD 11.7% Beta 0.17 | 4NOV12-4NOV22| Tribute to Pareto performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, 20% 3.0.4a + 80% SHY 10Y AR 59.7% DD 11.7% Beta 0.17 | 4NOV12-4NOV22| Tribute to Pareto returned -1.9% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of 20% 3.0.4a + 80% SHY 10Y AR 59.7% DD 11.7% Beta 0.17 | 4NOV12-4NOV22| Tribute to Pareto?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of 20% 3.0.4a + 80% SHY 10Y AR 59.7% DD 11.7% Beta 0.17 | 4NOV12-4NOV22| Tribute to Pareto in a hypothetical backtest was -24.9%.
How do I use 20% 3.0.4a + 80% SHY 10Y AR 59.7% DD 11.7% Beta 0.17 | 4NOV12-4NOV22| Tribute to Pareto?
Open 20% 3.0.4a + 80% SHY 10Y AR 59.7% DD 11.7% Beta 0.17 | 4NOV12-4NOV22| Tribute to Pareto 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.