Fund Surf (1x) - RSI Hedge
Backtest results
Metrics
1Y · since Oct 2025Fund Surf (1x) - RSI Hedge | |
|---|---|
| Total Return | -9.54% |
| CAGR | -9.62% |
| Sharpe | -0.53 |
| Calmar | -0.60 |
| Max DD | -16.13% |
| Volatility | 16.66% |
| Win Rate | 51.4% |
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 the broad market index (SPY) and the short-term Treasury (BIL). It switches to the volatility spike fund (UVXY) when the S&P 500 or Nasdaq shows extreme overboughtness, and otherwise moves into the short-term bond (BSV) or short S&P (SH) when the market is oversold or the VIX is high, protecting itself by staying in cash-like BIL when conditions are neutral.
Current allocation
What the rules select as of Oct 30, 2026.
- QQQ100%
Invesco QQQ Trust, Series 1
Frequently asked questions
What is Fund Surf (1x) - RSI Hedge?
A cautious, risk-aware strategy mainly holds the broad market index (SPY) and the short-term Treasury (BIL). It switches to the volatility spike fund (UVXY) when the S&P 500 or Nasdaq shows extreme overboughtness, and otherwise moves into the short-term bond (BSV) or short S&P (SH) when the market is oversold or the VIX is high, protecting itself by staying in cash-like BIL when conditions are neutral.
What is Fund Surf (1x) - RSI Hedge holding today?
As of Oct 30, 2026, Fund Surf (1x) - RSI Hedge allocates to QQQ 100%.
How has Fund Surf (1x) - RSI Hedge performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Fund Surf (1x) - RSI Hedge returned -9.5% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Fund Surf (1x) - RSI Hedge?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Fund Surf (1x) - RSI Hedge in a hypothetical backtest was -16.1%.
How do I use Fund Surf (1x) - RSI Hedge?
Open Fund Surf (1x) - RSI Hedge 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.