BrianE's Single Bonds Bot
Backtest results
Metrics
1Y · since Oct 2025BrianE's Single Bonds Bot | |
|---|---|
| Total Return | -2.50% |
| CAGR | -2.52% |
| Sharpe | -0.08 |
| Calmar | -0.13 |
| Max DD | -19.80% |
| Volatility | 16.06% |
| Win Rate | 51.0% |
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 disciplined, the bot mainly holds leveraged long treasury (TMF) and (TYD) when the 21-day RSI of TLT is below 35 or when TLT's 63-day return outpaces IEF's, and switches to leveraged short treasury (TMV) and (TYO) when those conditions are not met. It protects itself by always allocating the remaining capital to the two lowest-performing bonds among AGG, SHY, BIL, TMF, TYD or TMV, TYO, ensuring a defensive tilt when risk-on signals fade.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is BrianE's Single Bonds Bot?
Dynamic and disciplined, the bot mainly holds leveraged long treasury (TMF) and (TYD) when the 21-day RSI of TLT is below 35 or when TLT's 63-day return outpaces IEF's, and switches to leveraged short treasury (TMV) and (TYO) when those conditions are not met. It protects itself by always allocating the remaining capital to the two lowest-performing bonds among AGG, SHY, BIL, TMF, TYD or TMV, TYO, ensuring a defensive tilt when risk-on signals fade.
What is BrianE's Single Bonds Bot holding today?
As of Oct 30, 2026, BrianE's Single Bonds Bot allocates to BIL 25%, TMF 25%, TYD 25%, SHY 25%.
How has BrianE's Single Bonds Bot performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, BrianE's Single Bonds Bot returned -3.5% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of BrianE's Single Bonds Bot?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of BrianE's Single Bonds Bot in a hypothetical backtest was -19.8%.
How do I use BrianE's Single Bonds Bot?
Open BrianE's Single Bonds Bot 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.