E-Safety Town l 8 February 2018
Backtest results
Metrics
1Y · since Oct 2025E-Safety Town l 8 February 2018 | |
|---|---|
| Total Return | +0.76% |
| CAGR | +0.77% |
| Sharpe | 0.13 |
| Calmar | 0.09 |
| Max DD | -8.47% |
| Volatility | 8.68% |
| Win Rate | 46.6% |
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 dynamic volatility-hedge strategy keeps equal weight in VIX mid-term (VIXM) and short-term (VIXY) when the S&P 500 (SPY) shows overbought conditions, and otherwise holds a mix of short-VIX (SVXY), VIXM, a market-neutral fund (BTAL) and a dividend ETF (SCHD). It switches to the VIX pair to protect against sharp market swings and reverts to the diversified mix when the market is not overbought.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is E-Safety Town l 8 February 2018?
A dynamic volatility-hedge strategy keeps equal weight in VIX mid-term (VIXM) and short-term (VIXY) when the S&P 500 (SPY) shows overbought conditions, and otherwise holds a mix of short-VIX (SVXY), VIXM, a market-neutral fund (BTAL) and a dividend ETF (SCHD). It switches to the VIX pair to protect against sharp market swings and reverts to the diversified mix when the market is not overbought.
What is E-Safety Town l 8 February 2018 holding today?
As of Oct 30, 2026, E-Safety Town l 8 February 2018 allocates to BTAL 25%, SCHD 25%, SVXY 25%, VIXM 25%.
How has E-Safety Town l 8 February 2018 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, E-Safety Town l 8 February 2018 returned +0.9% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of E-Safety Town l 8 February 2018?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of E-Safety Town l 8 February 2018 in a hypothetical backtest was -8.5%.
How do I use E-Safety Town l 8 February 2018?
Open E-Safety Town l 8 February 2018 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.