Bond Vol Switch Framework
Backtest results
Metrics
1Y · since Oct 2025Bond Vol Switch Framework | |
|---|---|
| Total Return | -3.32% |
| CAGR | -3.34% |
| Sharpe | -0.43 |
| Calmar | -0.40 |
| Max DD | -8.46% |
| Volatility | 7.34% |
| Win Rate | 49.4% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
The Bond Vol Switch Framework mainly holds long-term Treasury (TLT) when its 60-day, 40-day, or 20-day volatility is below a threshold, indicating a calm market. When volatility rises, it switches to short-term Treasury (SHY) to protect against sharp swings, keeping the portfolio in a defensive stance.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Bond Vol Switch Framework?
The Bond Vol Switch Framework mainly holds long-term Treasury (TLT) when its 60-day, 40-day, or 20-day volatility is below a threshold, indicating a calm market. When volatility rises, it switches to short-term Treasury (SHY) to protect against sharp swings, keeping the portfolio in a defensive stance.
What is Bond Vol Switch Framework holding today?
As of Oct 30, 2026, Bond Vol Switch Framework allocates to TLT 66.7%, SHY 33.3%.
How has Bond Vol Switch Framework performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Bond Vol Switch Framework returned -3.7% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Bond Vol Switch Framework?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Bond Vol Switch Framework in a hypothetical backtest was -8.5%.
How do I use Bond Vol Switch Framework?
Open Bond Vol Switch 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.