Copy of Safer 20 Year Treasury Bonds with Leveraged Safety
Backtest results
Metrics
1Y · since Oct 2025Copy of Safer 20 Year Treasury Bonds with Leveraged Safety | |
|---|---|
| Total Return | -12.40% |
| CAGR | -12.49% |
| Sharpe | -0.74 |
| Calmar | -0.49 |
| Max DD | -25.56% |
| Volatility | 16.27% |
| Win Rate | 45.0% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
A cautious, risk-aware strategy mainly holds leveraged Treasury (TMF) and gold (UGL) when U.S. Treasuries are not trending upward and recent returns are neutral. It switches to short-bond (PSQ) or dollar (UUP) when Treasury returns fall or the market shows over-bought signals, and it balances risk with inverse-volatility weighting of UGL, TMF, BTAL and XLP to protect against sudden swings.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Copy of Safer 20 Year Treasury Bonds with Leveraged Safety ?
A cautious, risk-aware strategy mainly holds leveraged Treasury (TMF) and gold (UGL) when U.S. Treasuries are not trending upward and recent returns are neutral. It switches to short-bond (PSQ) or dollar (UUP) when Treasury returns fall or the market shows over-bought signals, and it balances risk with inverse-volatility weighting of UGL, TMF, BTAL and XLP to protect against sudden swings.
What is Copy of Safer 20 Year Treasury Bonds with Leveraged Safety holding today?
As of Oct 30, 2026, Copy of Safer 20 Year Treasury Bonds with Leveraged Safety allocates to BTAL 25%, TMF 25%, UGL 25%, XLP 25%.
How has Copy of Safer 20 Year Treasury Bonds with Leveraged Safety performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Copy of Safer 20 Year Treasury Bonds with Leveraged Safety returned -13.4% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Copy of Safer 20 Year Treasury Bonds with Leveraged Safety ?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Copy of Safer 20 Year Treasury Bonds with Leveraged Safety in a hypothetical backtest was -25.6%.
How do I use Copy of Safer 20 Year Treasury Bonds with Leveraged Safety ?
Open Copy of Safer 20 Year Treasury Bonds with Leveraged Safety 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.