BrianE's Triple Bonds
Backtest results
Metrics
1Y · since Oct 2025BrianE's Triple Bonds | |
|---|---|
| Total Return | -7.50% |
| CAGR | -7.56% |
| Sharpe | -0.66 |
| Calmar | -0.49 |
| Max DD | -15.31% |
| Volatility | 11.04% |
| Win Rate | 57.0% |
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 strategy mainly holds leveraged Treasury bulls (TMF) and (TYD) when long-term Treasury prices are oversold or trending higher, and switches to leveraged Treasury bears (TMV) and (TYO) when short-term Treasury prices are not oversold and the 21-day moving average is positive. It protects itself by shifting to the lowest-returning bonds (AGG, SHY, BIL) whenever any of the risk-on holdings underperform over five days, ensuring a defensive posture during market stress.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is BrianE's Triple Bonds?
Dynamic and disciplined, the strategy mainly holds leveraged Treasury bulls (TMF) and (TYD) when long-term Treasury prices are oversold or trending higher, and switches to leveraged Treasury bears (TMV) and (TYO) when short-term Treasury prices are not oversold and the 21-day moving average is positive. It protects itself by shifting to the lowest-returning bonds (AGG, SHY, BIL) whenever any of the risk-on holdings underperform over five days, ensuring a defensive posture during market stress.
What is BrianE's Triple Bonds holding today?
As of Oct 30, 2026, BrianE's Triple Bonds allocates to TMF 33.3%, TYD 33.3%, BIL 16.7%, SHY 16.7%.
How has BrianE's Triple Bonds performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, BrianE's Triple Bonds returned -8.5% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of BrianE's Triple Bonds?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of BrianE's Triple Bonds in a hypothetical backtest was -15.3%.
How do I use BrianE's Triple Bonds?
Open BrianE's Triple Bonds 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.