Cautious Fund Surfing | 1x
Backtest results
Metrics
1Y · since Oct 2025Cautious Fund Surfing | 1x | |
|---|---|
| Total Return | +5.01% |
| CAGR | +5.05% |
| Sharpe | 0.51 |
| Calmar | 0.58 |
| Max DD | -8.77% |
| Volatility | 10.97% |
| 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
Cautious and adaptive, the strategy keeps a balanced mix of the dollar (UUP), gold (GLD) and consumer staples (XLP) when the S&P 500 shows high short-term volatility, and switches to the broad market (SPY) when volatility is low and the index is oversold. It protects itself by moving into defensive assets whenever the market's risk level rises, and reverts to the equity when conditions calm.
Current allocation
What the rules select as of Oct 30, 2026.
- SPY100%
State Street SPDR S&P 500 ETF Trust
Frequently asked questions
What is Cautious Fund Surfing | 1x?
Cautious and adaptive, the strategy keeps a balanced mix of the dollar (UUP), gold (GLD) and consumer staples (XLP) when the S&P 500 shows high short-term volatility, and switches to the broad market (SPY) when volatility is low and the index is oversold. It protects itself by moving into defensive assets whenever the market's risk level rises, and reverts to the equity when conditions calm.
What is Cautious Fund Surfing | 1x holding today?
As of Oct 30, 2026, Cautious Fund Surfing | 1x allocates to SPY 100%.
How has Cautious Fund Surfing | 1x performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Cautious Fund Surfing | 1x returned +5% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Cautious Fund Surfing | 1x?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Cautious Fund Surfing | 1x in a hypothetical backtest was -8.8%.
How do I use Cautious Fund Surfing | 1x?
Open Cautious Fund Surfing | 1x 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.