Copy of RSRCH Simple FTLT l 12 Jun'14 AR56 DD27 l BE Weekly
Backtest results
Metrics
1Y · since Oct 2025Copy of RSRCH Simple FTLT l 12 Jun'14 AR56 DD27 l BE Weekly | |
|---|---|
| Total Return | -5.47% |
| CAGR | -5.52% |
| Sharpe | 0.03 |
| Calmar | -0.21 |
| Max DD | -26.35% |
| Volatility | 36.84% |
| Win Rate | 49.8% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
A steady-weight core of dividend-focused funds - DGRO, SCHD and NOBL - forms the backbone of the portfolio. When VIX rises above 70 the strategy shifts into cash-equivalent BIL; otherwise it tilts toward technology or energy depending on relative strength of XLK versus XLU, and if XLK lags and TLT is above its 126-day EMA it goes to TMF, otherwise it picks the best-performing of TMV, ERX or TECS over the last five days.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Copy of RSRCH Simple FTLT l 12 Jun'14 AR56 DD27 l BE Weekly?
A steady-weight core of dividend-focused funds - DGRO, SCHD and NOBL - forms the backbone of the portfolio. When VIX rises above 70 the strategy shifts into cash-equivalent BIL; otherwise it tilts toward technology or energy depending on relative strength of XLK versus XLU, and if XLK lags and TLT is above its 126-day EMA it goes to TMF, otherwise it picks the best-performing of TMV, ERX or TECS over the last five days.
What is Copy of RSRCH Simple FTLT l 12 Jun'14 AR56 DD27 l BE Weekly holding today?
As of Oct 30, 2026, Copy of RSRCH Simple FTLT l 12 Jun'14 AR56 DD27 l BE Weekly allocates to TECL 50%, DGRO 16.7%, NOBL 16.7%, SCHD 16.7%.
How has Copy of RSRCH Simple FTLT l 12 Jun'14 AR56 DD27 l BE Weekly performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Copy of RSRCH Simple FTLT l 12 Jun'14 AR56 DD27 l BE Weekly returned -5.3% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Copy of RSRCH Simple FTLT l 12 Jun'14 AR56 DD27 l BE Weekly?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Copy of RSRCH Simple FTLT l 12 Jun'14 AR56 DD27 l BE Weekly in a hypothetical backtest was -26.3%.
How do I use Copy of RSRCH Simple FTLT l 12 Jun'14 AR56 DD27 l BE Weekly?
Open Copy of RSRCH Simple FTLT l 12 Jun'14 AR56 DD27 l BE Weekly 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.