BLM - Bond Lives Matter
Backtest results
Metrics
1Y · since Oct 2025BLM - Bond Lives Matter | |
|---|---|
| Total Return | +3.43% |
| CAGR | +3.45% |
| Sharpe | 0.53 |
| Calmar | 0.53 |
| Max DD | -6.46% |
| Volatility | 6.86% |
| Win Rate | 47.4% |
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 a balanced mix of U.S. Treasury (TLT), intermediate Treasury (IEF), and short-term Treasury (SHV) when the 20-year Treasury is above its 200-day average and the 50-day EMA is above that average. It switches to a short Treasury (TBF) when the 20-year Treasury falls below its 20-day average while the 50-day EMA is below the 100-day EMA, protecting the portfolio from steep Treasury declines.
Current allocation
What the rules select as of Oct 30, 2026.
- IEI100%
iShares 3-7 Year Treasury Bond ETF
Frequently asked questions
What is BLM - Bond Lives Matter?
Dynamic and defensive, the strategy mainly holds a balanced mix of U.S. Treasury (TLT), intermediate Treasury (IEF), and short-term Treasury (SHV) when the 20-year Treasury is above its 200-day average and the 50-day EMA is above that average. It switches to a short Treasury (TBF) when the 20-year Treasury falls below its 20-day average while the 50-day EMA is below the 100-day EMA, protecting the portfolio from steep Treasury declines.
What is BLM - Bond Lives Matter holding today?
As of Oct 30, 2026, BLM - Bond Lives Matter allocates to IEI 100%.
How has BLM - Bond Lives Matter performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, BLM - Bond Lives Matter returned +3.3% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of BLM - Bond Lives Matter?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of BLM - Bond Lives Matter in a hypothetical backtest was -6.5%.
How do I use BLM - Bond Lives Matter?
Open BLM - Bond Lives Matter 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.