🧪 BlackSwan Portfolio | Cashen Mod
Backtest results
Metrics
1Y · since Oct 2025🧪 BlackSwan Portfolio | Cashen Mod | |
|---|---|
| Total Return | +12.10% |
| CAGR | +12.20% |
| Sharpe | 0.49 |
| Calmar | 0.46 |
| Max DD | -26.77% |
| Volatility | 39.54% |
| Win Rate | 54.6% |
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 leveraged equity funds (TQQQ, UPRO) when short-term Treasury returns are positive but the Nasdaq has not yet gained 3% in a year. If the Nasdaq has already risen, it switches to a short-term Treasury (BIL) or a short-QQQ (SQQQ) to protect against a downturn, keeping risk low when Treasury performance is weak.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is 🧪 BlackSwan Portfolio | Cashen Mod?
Dynamic and defensive, the strategy mainly holds leveraged equity funds (TQQQ, UPRO) when short-term Treasury returns are positive but the Nasdaq has not yet gained 3% in a year. If the Nasdaq has already risen, it switches to a short-term Treasury (BIL) or a short-QQQ (SQQQ) to protect against a downturn, keeping risk low when Treasury performance is weak.
What is 🧪 BlackSwan Portfolio | Cashen Mod holding today?
As of Oct 30, 2026, 🧪 BlackSwan Portfolio | Cashen Mod allocates to TQQQ 50%, UPRO 50%.
How has 🧪 BlackSwan Portfolio | Cashen Mod performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, 🧪 BlackSwan Portfolio | Cashen Mod returned +12.1% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of 🧪 BlackSwan Portfolio | Cashen Mod?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of 🧪 BlackSwan Portfolio | Cashen Mod in a hypothetical backtest was -26.8%.
How do I use 🧪 BlackSwan Portfolio | Cashen Mod?
Open 🧪 BlackSwan Portfolio | Cashen Mod 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.