Bonds/Defensive Framework l UVXY
Backtest results
Metrics
1Y · since Oct 2025Bonds/Defensive Framework l UVXY | |
|---|---|
| Total Return | +8.20% |
| CAGR | +8.26% |
| Sharpe | 0.57 |
| Calmar | 0.63 |
| Max DD | -13.22% |
| Volatility | 16.19% |
| Win Rate | 50.6% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
A dynamic, risk-aware strategy keeps a core of dividend-focused equity (SCHD) while it pivots between leveraged tech (TECL), energy (ERX), utilities (UTSL) and a short-S&P (SPXU) when market volatility rises or the VIX exceeds 70. It protects itself by shifting into long-term Treasury (TMF) or short-Treasury (TMV) and VIX-short (UVXY) when Treasury returns turn negative or the 21-day TLT RSI falls below 30, and it always holds a small bond buffer (BIL).
Current allocation
What the rules select as of Oct 30, 2026.
- TMF31.3%
Direxion Daily 20+ Year Treasury Bull 3X ETF
- TYD31.3%
Direxion Daily 7-10 Year Treasury Bull 3X ETF
- SCHD16.7%
Schwab US Dividend Equity ETF
- CURE8.3%
Direxion Daily Healthcare Bull 3X ETF
- UTSL8.3%
Direxion Daily Utilities Bull 3X ETF
- BIL2.1%
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
- SHY2.1%
iShares 1-3 Year Treasury Bond ETF
Frequently asked questions
What is Bonds/Defensive Framework l UVXY?
A dynamic, risk-aware strategy keeps a core of dividend-focused equity (SCHD) while it pivots between leveraged tech (TECL), energy (ERX), utilities (UTSL) and a short-S&P (SPXU) when market volatility rises or the VIX exceeds 70. It protects itself by shifting into long-term Treasury (TMF) or short-Treasury (TMV) and VIX-short (UVXY) when Treasury returns turn negative or the 21-day TLT RSI falls below 30, and it always holds a small bond buffer (BIL).
What is Bonds/Defensive Framework l UVXY holding today?
As of Oct 30, 2026, Bonds/Defensive Framework l UVXY allocates to TMF 31.3%, TYD 31.3%, SCHD 16.7%, CURE 8.3%, UTSL 8.3%, BIL 2.1%, SHY 2.1%.
How has Bonds/Defensive Framework l UVXY performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Bonds/Defensive Framework l UVXY returned +7.1% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Bonds/Defensive Framework l UVXY?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Bonds/Defensive Framework l UVXY in a hypothetical backtest was -13.2%.
How do I use Bonds/Defensive Framework l UVXY?
Open Bonds/Defensive Framework l UVXY 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.