Cautious Fund Surfing | 2x
Backtest results
Metrics
1Y · since Oct 2025Cautious Fund Surfing | 2x | |
|---|---|
| Total Return | +5.90% |
| CAGR | +5.95% |
| Sharpe | 0.39 |
| Calmar | 0.33 |
| Max DD | -18.03% |
| Volatility | 19.94% |
| 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 Fund Surfing holds a balanced mix of the dollar (UUP), gold (GLD) and consumer staples (XLP) when the S&P 500 shows high volatility, then switches to the leveraged S&P 500 (SSO) when volatility subsides and the index is oversold. The strategy protects itself by rebalancing to risk-on assets only when market swings are calm and de-risking to defensive holdings when volatility spikes.
Current allocation
What the rules select as of Oct 30, 2026.
- SSO100%
ProShares Ultra S&P500
Frequently asked questions
What is Cautious Fund Surfing | 2x?
Cautious Fund Surfing holds a balanced mix of the dollar (UUP), gold (GLD) and consumer staples (XLP) when the S&P 500 shows high volatility, then switches to the leveraged S&P 500 (SSO) when volatility subsides and the index is oversold. The strategy protects itself by rebalancing to risk-on assets only when market swings are calm and de-risking to defensive holdings when volatility spikes.
What is Cautious Fund Surfing | 2x holding today?
As of Oct 30, 2026, Cautious Fund Surfing | 2x allocates to SSO 100%.
How has Cautious Fund Surfing | 2x performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Cautious Fund Surfing | 2x returned +6.1% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Cautious Fund Surfing | 2x?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Cautious Fund Surfing | 2x in a hypothetical backtest was -18%.
How do I use Cautious Fund Surfing | 2x?
Open Cautious Fund Surfing | 2x 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.