Black Swan 🦢 V4 5/28/22
Backtest results
Metrics
1Y · since Oct 2025Black Swan 🦢 V4 5/28/22 | |
|---|---|
| Total Return | +3.52% |
| CAGR | +3.55% |
| Sharpe | 2.07 |
| Calmar | 3.10 |
| Max DD | -1.15% |
| Volatility | 1.70% |
| Win Rate | 60.6% |
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 short-term Treasury (SHY) and the dollar (UUP) when VIX (UVXY) is not overbought, but switches to a VIX-heavy position when the VIX trend is upward and the S&P 500 shows moderate strength. It protects itself by moving to a mix of municipal bonds (SUB) and the dollar when VIX is overbought or the VIX trend reverses, keeping risk low during market stress.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Black Swan 🦢 V4 5/28/22?
Dynamic and defensive, the strategy mainly holds short-term Treasury (SHY) and the dollar (UUP) when VIX (UVXY) is not overbought, but switches to a VIX-heavy position when the VIX trend is upward and the S&P 500 shows moderate strength. It protects itself by moving to a mix of municipal bonds (SUB) and the dollar when VIX is overbought or the VIX trend reverses, keeping risk low during market stress.
What is Black Swan 🦢 V4 5/28/22 holding today?
As of Oct 30, 2026, Black Swan 🦢 V4 5/28/22 allocates to SHY 33.3%, SUB 33.3%, UUP 33.3%.
How has Black Swan 🦢 V4 5/28/22 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Black Swan 🦢 V4 5/28/22 returned +3.7% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Black Swan 🦢 V4 5/28/22?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Black Swan 🦢 V4 5/28/22 in a hypothetical backtest was -1.1%.
How do I use Black Swan 🦢 V4 5/28/22?
Open Black Swan 🦢 V4 5/28/22 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.