Copy of Rising Rates with Vol Switch | KYLE MOD
Backtest results
Metrics
1Y · since Oct 2025Copy of Rising Rates with Vol Switch | KYLE MOD | |
|---|---|
| Total Return | -25.69% |
| CAGR | -25.87% |
| Sharpe | -1.11 |
| Calmar | -0.88 |
| Max DD | -29.30% |
| Volatility | 24.32% |
| Win Rate | 49.4% |
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 risk-off strategy that pivots to the safest of the dollar, interest-rate hedge, or managed-futures funds when the Nasdaq or long-term Treasury falls sharply. Otherwise it allocates to leveraged tech, financial, and Treasury funds using inverse-volatility sizing to keep risk balanced.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Copy of Rising Rates with Vol Switch | KYLE MOD?
Dynamic risk-off strategy that pivots to the safest of the dollar, interest-rate hedge, or managed-futures funds when the Nasdaq or long-term Treasury falls sharply. Otherwise it allocates to leveraged tech, financial, and Treasury funds using inverse-volatility sizing to keep risk balanced.
What is Copy of Rising Rates with Vol Switch | KYLE MOD holding today?
As of Oct 30, 2026, Copy of Rising Rates with Vol Switch | KYLE MOD allocates to TMF 42.4%, FAS 34%, TQQQ 23.6%.
How has Copy of Rising Rates with Vol Switch | KYLE MOD performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Copy of Rising Rates with Vol Switch | KYLE MOD returned -25.9% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Copy of Rising Rates with Vol Switch | KYLE MOD?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Copy of Rising Rates with Vol Switch | KYLE MOD in a hypothetical backtest was -29.5%.
How do I use Copy of Rising Rates with Vol Switch | KYLE MOD?
Open Copy of Rising Rates with Vol Switch | KYLE MOD 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.