Copy of The boring Index
Backtest results
Metrics
1Y · since Oct 2025Copy of The boring Index | |
|---|---|
| Total Return | +11.99% |
| CAGR | +12.09% |
| Sharpe | 0.89 |
| Calmar | 1.30 |
| Max DD | -9.28% |
| Volatility | 13.99% |
| Win Rate | 52.2% |
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, diversified mix of broad U.S. equity ETFs - SPY, QQQ, IWM and DIA - each weighted by inverse volatility so that every fund contributes similar risk. The portfolio remains fixed, rebalanced periodically, and never shifts into risk-off assets or leverages exposure.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Copy of The boring Index?
A steady, diversified mix of broad U.S. equity ETFs - SPY, QQQ, IWM and DIA - each weighted by inverse volatility so that every fund contributes similar risk. The portfolio remains fixed, rebalanced periodically, and never shifts into risk-off assets or leverages exposure.
What is Copy of The boring Index holding today?
As of Oct 30, 2026, Copy of The boring Index allocates to DIA 30.2%, SPY 29.4%, IWM 24.4%, QQQ 16.1%.
How has Copy of The boring Index performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Copy of The boring Index returned +12.3% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Copy of The boring Index?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Copy of The boring Index in a hypothetical backtest was -9.3%.
How do I use Copy of The boring Index?
Open Copy of The boring Index 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.