Beta Hedge 2.0
Backtest results
Metrics
1Y · since Oct 2025Beta Hedge 2.0 | |
|---|---|
| Total Return | -2.61% |
| CAGR | -2.63% |
| Sharpe | -0.13 |
| Calmar | -0.13 |
| Max DD | -20.82% |
| Volatility | 13.31% |
| Win Rate | 55.4% |
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 a balanced mix of gold (GLD), bonds (IEF, SHY), dividend equity (SCHD) and consumer staples (XLP) when the market is calm. It switches to a VIX-heavy position (UVXY or VIXM) when the Nasdaq is overbought, and de-risks to a neutral blend of BTAL, IEF, GLD and VIXY if the S&P 500 shows a sharp drawdown or the VIX rises above 55, protecting against sudden market swings.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Beta Hedge 2.0?
Dynamic and defensive, the strategy mainly holds a balanced mix of gold (GLD), bonds (IEF, SHY), dividend equity (SCHD) and consumer staples (XLP) when the market is calm. It switches to a VIX-heavy position (UVXY or VIXM) when the Nasdaq is overbought, and de-risks to a neutral blend of BTAL, IEF, GLD and VIXY if the S&P 500 shows a sharp drawdown or the VIX rises above 55, protecting against sudden market swings.
What is Beta Hedge 2.0 holding today?
As of Oct 30, 2026, Beta Hedge 2.0 allocates to GLD 33.3%, SCHD 33.3%, SHY 33.3%.
How has Beta Hedge 2.0 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Beta Hedge 2.0 returned -3% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Beta Hedge 2.0?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Beta Hedge 2.0 in a hypothetical backtest was -20.8%.
How do I use Beta Hedge 2.0?
Open Beta Hedge 2.0 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.