Copy of ✨Black Swan 🦢 V4 5/28/22
Backtest results
Metrics
1Y · since Oct 2025Copy of ✨Black Swan 🦢 V4 5/28/22 | |
|---|---|
| Total Return | +3.52% |
| CAGR | +3.55% |
| Sharpe | 2.07 |
| Calmar | 3.10 |
| Max DD | -1.15% |
| Volatility | 1.70% |
| Win Rate | 60.6% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Dynamic and defensive, the strategy mainly holds a balanced mix of short-term Treasury (SHY), municipal bonds (SUB) and the U.S. dollar (UUP) when VIX (UVXY) is not overbought. When VIX spikes and the dollar trend weakens it shifts to a volatility hedge (UVXY) or a leveraged Nasdaq play (TQQQ) while keeping inverse volatility weighting on the bond and dollar legs to protect against sudden market swings.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Copy of ✨Black Swan 🦢 V4 5/28/22 ?
Dynamic and defensive, the strategy mainly holds a balanced mix of short-term Treasury (SHY), municipal bonds (SUB) and the U.S. dollar (UUP) when VIX (UVXY) is not overbought. When VIX spikes and the dollar trend weakens it shifts to a volatility hedge (UVXY) or a leveraged Nasdaq play (TQQQ) while keeping inverse volatility weighting on the bond and dollar legs to protect against sudden market swings.
What is Copy of ✨Black Swan 🦢 V4 5/28/22 holding today?
As of Oct 30, 2026, Copy of ✨Black Swan 🦢 V4 5/28/22 allocates to SHY 33.3%, SUB 33.3%, UUP 33.3%.
How has Copy of ✨Black Swan 🦢 V4 5/28/22 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Copy of ✨Black Swan 🦢 V4 5/28/22 returned +3.7% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Copy of ✨Black Swan 🦢 V4 5/28/22 ?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Copy of ✨Black Swan 🦢 V4 5/28/22 in a hypothetical backtest was -1.1%.
How do I use Copy of ✨Black Swan 🦢 V4 5/28/22 ?
Open Copy of ✨Black Swan 🦢 V4 5/28/22 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.