Backtest results
Metrics
1Y · since Nov 2025Beta Hedge | |
|---|---|
| Total Return | +2.62% |
| CAGR | +2.63% |
| Sharpe | 0.27 |
| Calmar | 0.15 |
| Max DD | -17.12% |
| Volatility | 12.87% |
| Win Rate | 55.6% |
Last year of a hypothetical backtest, Nov 3, 2025 to Nov 2, 2026. Create an account to see the full history.
About this strategy
A cautious beta-hedge strategy mainly holds a balanced mix of neutral, bond, dividend and gold funds, switching to volatility plays when the Nasdaq shows extreme momentum. It moves into VIX-based ETFs when QQQ's RSI climbs above 80, and reverts to a defensive core of bonds, gold and dividend equity when the S&P 500 falls below its 200-day average or a 10-day drawdown exceeds 5%.
Current allocation
What the rules select as of Nov 2, 2026.
Frequently asked questions
What is Beta Hedge?
A cautious beta-hedge strategy mainly holds a balanced mix of neutral, bond, dividend and gold funds, switching to volatility plays when the Nasdaq shows extreme momentum. It moves into VIX-based ETFs when QQQ's RSI climbs above 80, and reverts to a defensive core of bonds, gold and dividend equity when the S&P 500 falls below its 200-day average or a 10-day drawdown exceeds 5%.
What is Beta Hedge holding today?
As of Nov 2, 2026, Beta Hedge allocates to GLD 33.3%, SCHD 33.3%, SHY 33.3%.
How has Beta Hedge performed over the past year?
From Nov 3, 2025 to Nov 2, 2026, Beta Hedge returned +2.6% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Beta Hedge?
From Nov 3, 2025 to Nov 2, 2026, the largest peak-to-trough decline of Beta Hedge in a hypothetical backtest was -17.1%.
How do I use Beta Hedge?
Open Beta Hedge 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.