Copy of V2 - no leverage (69.8% w 22.0 dd) since 10-28-11
Backtest results
Metrics
1Y · since Oct 2025Copy of V2 - no leverage (69.8% w 22.0 dd) since 10-28-11 | |
|---|---|
| Total Return | +3.61% |
| CAGR | +3.64% |
| Sharpe | 0.28 |
| Calmar | 0.30 |
| Max DD | -12.23% |
| Volatility | 20.85% |
| Win Rate | 51.8% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Dynamic and cautious, the strategy mainly holds leveraged Nasdaq (QQQ) when the index is above its 20-day average and the short-term S&P 500 (SH) is not oversold. It switches to volatility (VIXY) or defensive assets like short-term bonds (BSV) or Treasury (TLT) when the market shows extreme momentum or a sharp pullback, protecting itself by moving into risk-off holdings when RSI signals overbought or oversold conditions.
Current allocation
What the rules select as of Oct 30, 2026.
- QQQ100%
Invesco QQQ Trust, Series 1
Frequently asked questions
What is Copy of V2 - no leverage (69.8% w 22.0 dd) since 10-28-11?
Dynamic and cautious, the strategy mainly holds leveraged Nasdaq (QQQ) when the index is above its 20-day average and the short-term S&P 500 (SH) is not oversold. It switches to volatility (VIXY) or defensive assets like short-term bonds (BSV) or Treasury (TLT) when the market shows extreme momentum or a sharp pullback, protecting itself by moving into risk-off holdings when RSI signals overbought or oversold conditions.
What is Copy of V2 - no leverage (69.8% w 22.0 dd) since 10-28-11 holding today?
As of Oct 30, 2026, Copy of V2 - no leverage (69.8% w 22.0 dd) since 10-28-11 allocates to QQQ 100%.
How has Copy of V2 - no leverage (69.8% w 22.0 dd) since 10-28-11 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Copy of V2 - no leverage (69.8% w 22.0 dd) since 10-28-11 returned +4.6% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Copy of V2 - no leverage (69.8% w 22.0 dd) since 10-28-11?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Copy of V2 - no leverage (69.8% w 22.0 dd) since 10-28-11 in a hypothetical backtest was -12.2%.
How do I use Copy of V2 - no leverage (69.8% w 22.0 dd) since 10-28-11?
Open Copy of V2 - no leverage (69.8% w 22.0 dd) since 10-28-11 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.