Coca-Cola as a Hedge
Backtest results
Metrics
1Y · since Oct 2025Coca-Cola as a Hedge | |
|---|---|
| Total Return | +15.40% |
| CAGR | +15.53% |
| Sharpe | 1.05 |
| Calmar | 1.45 |
| Max DD | -10.69% |
| Volatility | 14.90% |
| 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
Cautious yet opportunistic, the strategy holds Coca-Cola, PepsiCo and McDonald's when short-term inflation-protected bonds underperform, otherwise it stays in the S&P 500. It switches to the consumer-staples trio after a 50-day decline in VTIP, protecting itself by moving to the broad market when bonds hold.
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 Coca-Cola as a Hedge?
Cautious yet opportunistic, the strategy holds Coca-Cola, PepsiCo and McDonald's when short-term inflation-protected bonds underperform, otherwise it stays in the S&P 500. It switches to the consumer-staples trio after a 50-day decline in VTIP, protecting itself by moving to the broad market when bonds hold.
What is Coca-Cola as a Hedge holding today?
As of Oct 30, 2026, Coca-Cola as a Hedge allocates to SPY 100%.
How has Coca-Cola as a Hedge performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Coca-Cola as a Hedge returned +16% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Coca-Cola as a Hedge?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Coca-Cola as a Hedge in a hypothetical backtest was -10.7%.
How do I use Coca-Cola as a Hedge?
Open Coca-Cola as a Hedge 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.