Fund Surfing
Backtest results
Metrics
1Y · since Oct 2025Fund Surfing | |
|---|---|
| Total Return | -21.64% |
| CAGR | -21.79% |
| Sharpe | -0.33 |
| Calmar | -0.71 |
| Max DD | -30.50% |
| Volatility | 44.66% |
| Win Rate | 50.2% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Dynamic risk-on strategy that favors leveraged tech when SPY volatility is low, otherwise stays in short-term Treasury. It switches to the lowest-RSI of leveraged Nasdaq (TQQQ), leveraged S&P 500 (UPRO) or Treasury (SHY) when SPY's 21-day volatility falls below 1 or 2, and defaults to Treasury when volatility is higher.
Current allocation
What the rules select as of Oct 30, 2026.
- TQQQ100%
ProShares UltraPro QQQ
Frequently asked questions
What is Fund Surfing?
Dynamic risk-on strategy that favors leveraged tech when SPY volatility is low, otherwise stays in short-term Treasury. It switches to the lowest-RSI of leveraged Nasdaq (TQQQ), leveraged S&P 500 (UPRO) or Treasury (SHY) when SPY's 21-day volatility falls below 1 or 2, and defaults to Treasury when volatility is higher.
What is Fund Surfing holding today?
As of Oct 30, 2026, Fund Surfing allocates to TQQQ 100%.
How has Fund Surfing performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Fund Surfing returned -21.6% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Fund Surfing?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Fund Surfing in a hypothetical backtest was -30.5%.
How do I use Fund Surfing?
Open Fund Surfing 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.