Better UPRO - Quarterly
Backtest results
Metrics
1Y · since Oct 2025Better UPRO - Quarterly | |
|---|---|
| Total Return | -8.66% |
| CAGR | -8.73% |
| Sharpe | -0.22 |
| Calmar | -0.47 |
| Max DD | -18.54% |
| Volatility | 25.87% |
| Win Rate | 51.4% |
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 leveraged S&P 500 (UPRO) when the market is calm, but shifts to a mix of inverse volatility weighted (UPRO, TMF) or risk-off (SPY, SHY) when the S&P 500's 63-day drawdown exceeds 10% or its 252-day return falls behind short-term Treasury (SHY). It protects itself by moving into bonds or inverse volatility weights whenever the drawdown threshold is breached, keeping risk in check while still seeking upside when conditions are favorable.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Better UPRO - Quarterly?
Dynamic and defensive, the strategy mainly holds leveraged S&P 500 (UPRO) when the market is calm, but shifts to a mix of inverse volatility weighted (UPRO, TMF) or risk-off (SPY, SHY) when the S&P 500's 63-day drawdown exceeds 10% or its 252-day return falls behind short-term Treasury (SHY). It protects itself by moving into bonds or inverse volatility weights whenever the drawdown threshold is breached, keeping risk in check while still seeking upside when conditions are favorable.
What is Better UPRO - Quarterly holding today?
As of Oct 30, 2026, Better UPRO - Quarterly allocates to UPRO 50.5%, TMF 49.5%.
How has Better UPRO - Quarterly performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Better UPRO - Quarterly returned -9% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Better UPRO - Quarterly?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Better UPRO - Quarterly in a hypothetical backtest was -18.5%.
How do I use Better UPRO - Quarterly?
Open Better UPRO - Quarterly 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.