Bond Movement vs Stock Movement (Framework)
Backtest results
Metrics
1Y · since Oct 2025Bond Movement vs Stock Movement (Framework) | |
|---|---|
| Total Return | +21.36% |
| CAGR | +21.55% |
| Sharpe | 1.33 |
| Calmar | 3.77 |
| Max DD | -5.72% |
| Volatility | 15.71% |
| Win Rate | 50.2% |
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 the long-term Treasury bond (TLT) when the S&P 500 is below its 200-day average or when its 60-day return trails that of TLT. It switches to a mix of tech and broad equity funds - such as the Nasdaq-focused (TECL) and the S&P 500 (SPY) - when the market is trending up but not overbought, and it pivots to short-term bonds (BSV) or the short Treasury (TBF) when Treasury prices fall below short-term averages, protecting against downside.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Bond Movement vs Stock Movement (Framework)?
Dynamic and defensive, the strategy mainly holds the long-term Treasury bond (TLT) when the S&P 500 is below its 200-day average or when its 60-day return trails that of TLT. It switches to a mix of tech and broad equity funds - such as the Nasdaq-focused (TECL) and the S&P 500 (SPY) - when the market is trending up but not overbought, and it pivots to short-term bonds (BSV) or the short Treasury (TBF) when Treasury prices fall below short-term averages, protecting against downside.
What is Bond Movement vs Stock Movement (Framework) holding today?
As of Oct 30, 2026, Bond Movement vs Stock Movement (Framework) allocates to BSV 60%, TECL 40%.
How has Bond Movement vs Stock Movement (Framework) performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Bond Movement vs Stock Movement (Framework) returned +21.4% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Bond Movement vs Stock Movement (Framework)?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Bond Movement vs Stock Movement (Framework) in a hypothetical backtest was -5.7%.
How do I use Bond Movement vs Stock Movement (Framework)?
Open Bond Movement vs Stock Movement (Framework) 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.