Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + Pure BS Catcher (Garen Phillips)
Backtest results
Metrics
1Y · since Oct 2025Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + Pure BS Catcher (Garen Phillips) | |
|---|---|
| Total Return | -3.53% |
| CAGR | -3.56% |
| Sharpe | 0.02 |
| Calmar | -0.17 |
| Max DD | -20.91% |
| Volatility | 29.31% |
| Win Rate | 48.6% |
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 (UPRO, TQQQ) when the S&P 500 and Nasdaq are rising, but switches to cash-like BIL when either index falls 5% over five days or the leveraged fund fails to rally 5% in a day. It protects itself by moving into long-term Treasury (TMF) and applying inverse-volatility weighting when drawdowns stay below 10%, and it can add a VIX hedge (UVXY) when volatility spikes.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + Pure BS Catcher (Garen Phillips)?
Dynamic and defensive, the strategy mainly holds leveraged equity funds (UPRO, TQQQ) when the S&P 500 and Nasdaq are rising, but switches to cash-like BIL when either index falls 5% over five days or the leveraged fund fails to rally 5% in a day. It protects itself by moving into long-term Treasury (TMF) and applying inverse-volatility weighting when drawdowns stay below 10%, and it can add a VIX hedge (UVXY) when volatility spikes.
What is Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + Pure BS Catcher (Garen Phillips) holding today?
As of Oct 30, 2026, Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + Pure BS Catcher (Garen Phillips) allocates to TQQQ 44.9%, BSV 33.3%, UPRO 21.8%.
How has Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + Pure BS Catcher (Garen Phillips) performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + Pure BS Catcher (Garen Phillips) returned -3% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + Pure BS Catcher (Garen Phillips)?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + Pure BS Catcher (Garen Phillips) in a hypothetical backtest was -20.9%.
How do I use Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + Pure BS Catcher (Garen Phillips)?
Open Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + Pure BS Catcher (Garen Phillips) 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.