Backtest results
Metrics
1Y · since Oct 2025AAA Bonds | |
|---|---|
| Total Return | +29.93% |
| CAGR | +30.21% |
| Sharpe | 1.84 |
| Calmar | 3.10 |
| Max DD | -9.75% |
| Volatility | 15.05% |
| Win Rate | 57.0% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Dynamic risk-on strategy that mainly holds leveraged tech (TECL), healthcare (CURE), utilities (UTSL), short S&P (SPXU) and energy (ERX) when VIX is moderate, switching to short tech (TECS) and VIX futures (UVXY) when VIX and Nasdaq are overbought, and moving into bonds (BIL) or long-term Treasury (TMF) when the 20-year Treasury trend weakens or the 100-day return of the 10-20 year Treasury turns negative.
Current allocation
What the rules select as of Oct 30, 2026.
- USDU22%
WisdomTree Bloomberg U.S. Dollar Bullish Fund
- TMF20.8%
Direxion Daily 20+ Year Treasury Bull 3X ETF
- TYD20.8%
Direxion Daily 7-10 Year Treasury Bull 3X ETF
- SCHD11.1%
Schwab US Dividend Equity ETF
- TMV8.3%
Direxion Daily 20+ Year Treasury Bear 3X ETF
- CURE4.4%
Direxion Daily Healthcare Bull 3X ETF
- UTSL4.4%
Direxion Daily Utilities Bull 3X ETF
- ERX3.1%
Direxion Daily Energy Bull 2X ETF
- TECL2.2%
Direxion Daily Technology Bull 3x ETF
- BIL1.4%
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
- SHY1.4%
iShares 1-3 Year Treasury Bond ETF
Frequently asked questions
What is AAA Bonds?
Dynamic risk-on strategy that mainly holds leveraged tech (TECL), healthcare (CURE), utilities (UTSL), short S&P (SPXU) and energy (ERX) when VIX is moderate, switching to short tech (TECS) and VIX futures (UVXY) when VIX and Nasdaq are overbought, and moving into bonds (BIL) or long-term Treasury (TMF) when the 20-year Treasury trend weakens or the 100-day return of the 10-20 year Treasury turns negative.
What is AAA Bonds holding today?
As of Oct 30, 2026, AAA Bonds allocates to USDU 22%, TMF 20.8%, TYD 20.8%, SCHD 11.1%, TMV 8.3%, CURE 4.4%, UTSL 4.4%, ERX 3.1%, TECL 2.2%, BIL 1.4%, SHY 1.4%.
How has AAA Bonds performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, AAA Bonds returned +29.4% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of AAA Bonds?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of AAA Bonds in a hypothetical backtest was -9.7%.
How do I use AAA Bonds?
Open AAA Bonds 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.