[Backtest] Vol Hedge Momentum
Backtest results
Metrics
1Y · since Oct 2025[Backtest] Vol Hedge Momentum | |
|---|---|
| Total Return | +12.70% |
| CAGR | +12.80% |
| Sharpe | 1.16 |
| Calmar | 2.05 |
| Max DD | -6.24% |
| Volatility | 10.90% |
| Win Rate | 53.8% |
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 and defensive, the strategy mainly holds leveraged S&P 500 (SSO) and Treasury (IEF) when the S&P 500 is above its 200-day average and recent momentum is strong. It switches to technology (XLK), gold (GLD), or dollar (UUP) when the market shows oversold conditions or a trend break, and it adds VIX (VIXM/VIXY) and short-term bonds (SHV) to protect against volatility spikes.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is [Backtest] Vol Hedge Momentum?
Dynamic and defensive, the strategy mainly holds leveraged S&P 500 (SSO) and Treasury (IEF) when the S&P 500 is above its 200-day average and recent momentum is strong. It switches to technology (XLK), gold (GLD), or dollar (UUP) when the market shows oversold conditions or a trend break, and it adds VIX (VIXM/VIXY) and short-term bonds (SHV) to protect against volatility spikes.
What is [Backtest] Vol Hedge Momentum holding today?
As of Oct 30, 2026, [Backtest] Vol Hedge Momentum allocates to IEF 38.5%, SSO 31.5%, DBC 13.3%, UUP 13.3%, SPY 3.3%.
How has [Backtest] Vol Hedge Momentum performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, [Backtest] Vol Hedge Momentum returned +13% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of [Backtest] Vol Hedge Momentum?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of [Backtest] Vol Hedge Momentum in a hypothetical backtest was -6.2%.
How do I use [Backtest] Vol Hedge Momentum?
Open [Backtest] Vol Hedge Momentum 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.