Copy of HEDGED & LEVERAGED - BONDS & STOCKS - V2.1 (MultiLev, no Berkshire)
Backtest results
Metrics
1Y · since Oct 2025Copy of HEDGED & LEVERAGED - BONDS & STOCKS - V2.1 (MultiLev, no Berkshire) | |
|---|---|
| Total Return | -14.16% |
| CAGR | -14.27% |
| Sharpe | -0.58 |
| Calmar | -0.79 |
| Max DD | -18.00% |
| Volatility | 22.45% |
| Win Rate | 48.6% |
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 risk-aware, the strategy mainly holds leveraged equity funds such as leveraged S&P 500 (SSO) and leveraged 20+ year Treasury (UBT) when the 20-year Treasury (TLT) is above its 150-day average and the S&P 500 is trending up. It switches to short-term Treasury (BIL) or short-duration Treasury (TBT) when TLT falls below its 23-day average, and otherwise selects the best recent performer among a mix of leveraged, inverse and defensive bond funds to protect against downturns.
Current allocation
What the rules select as of Oct 30, 2026.
- USMV100%
iShares MSCI USA Min Vol Factor ETF
Frequently asked questions
What is Copy of HEDGED & LEVERAGED - BONDS & STOCKS - V2.1 (MultiLev, no Berkshire)?
Dynamic and risk-aware, the strategy mainly holds leveraged equity funds such as leveraged S&P 500 (SSO) and leveraged 20+ year Treasury (UBT) when the 20-year Treasury (TLT) is above its 150-day average and the S&P 500 is trending up. It switches to short-term Treasury (BIL) or short-duration Treasury (TBT) when TLT falls below its 23-day average, and otherwise selects the best recent performer among a mix of leveraged, inverse and defensive bond funds to protect against downturns.
What is Copy of HEDGED & LEVERAGED - BONDS & STOCKS - V2.1 (MultiLev, no Berkshire) holding today?
As of Oct 30, 2026, Copy of HEDGED & LEVERAGED - BONDS & STOCKS - V2.1 (MultiLev, no Berkshire) allocates to USMV 100%.
How has Copy of HEDGED & LEVERAGED - BONDS & STOCKS - V2.1 (MultiLev, no Berkshire) performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Copy of HEDGED & LEVERAGED - BONDS & STOCKS - V2.1 (MultiLev, no Berkshire) returned -14.2% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Copy of HEDGED & LEVERAGED - BONDS & STOCKS - V2.1 (MultiLev, no Berkshire)?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Copy of HEDGED & LEVERAGED - BONDS & STOCKS - V2.1 (MultiLev, no Berkshire) in a hypothetical backtest was -18%.
How do I use Copy of HEDGED & LEVERAGED - BONDS & STOCKS - V2.1 (MultiLev, no Berkshire)?
Open Copy of HEDGED & LEVERAGED - BONDS & STOCKS - V2.1 (MultiLev, no Berkshire) 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.