HAA CANARY + DUAL MOMENTUM + BLACK SWAN CATCHER
Backtest results
Metrics
1Y · since Oct 2025HAA CANARY + DUAL MOMENTUM + BLACK SWAN CATCHER | |
|---|---|
| Total Return | +0.27% |
| CAGR | +0.27% |
| Sharpe | 0.10 |
| Calmar | 0.02 |
| Max DD | -13.34% |
| Volatility | 15.85% |
| Win Rate | 57.0% |
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 defensive, the strategy mainly holds risk-on assets like the S&P 500 (SPY) and Nasdaq (TQQQ) when the market trend is positive. It switches to volatility (UVXY) or cash (BIL) when VIX rises or the S&P falls, protecting against sharp downturns while still chasing recent winners.
Current allocation
What the rules select as of Oct 30, 2026.
- DBC25%
Invesco DB Commodity Index Tracking Fund
- SPY18.8%
State Street SPDR S&P 500 ETF Trust
- EEM12.5%
iShares MSCI Emerging Markets ETF
- IWM12.5%
iShares Russell 2000 ETF
- BIL6.3%
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
- EFA6.3%
iShares MSCI EAFE ETF
- IEF6.3%
iShares 7-10 Year Treasury Bond ETF
- TLT6.3%
iShares 20 Year Treasury Bond ETF
- VNQ6.3%
Vanguard Real Estate ETF
Frequently asked questions
What is HAA CANARY + DUAL MOMENTUM + BLACK SWAN CATCHER?
Dynamic and defensive, the strategy mainly holds risk-on assets like the S&P 500 (SPY) and Nasdaq (TQQQ) when the market trend is positive. It switches to volatility (UVXY) or cash (BIL) when VIX rises or the S&P falls, protecting against sharp downturns while still chasing recent winners.
What is HAA CANARY + DUAL MOMENTUM + BLACK SWAN CATCHER holding today?
As of Oct 30, 2026, HAA CANARY + DUAL MOMENTUM + BLACK SWAN CATCHER allocates to DBC 25%, SPY 18.8%, EEM 12.5%, IWM 12.5%, BIL 6.3%, EFA 6.3%, IEF 6.3%, TLT 6.3%, VNQ 6.3%.
How has HAA CANARY + DUAL MOMENTUM + BLACK SWAN CATCHER performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, HAA CANARY + DUAL MOMENTUM + BLACK SWAN CATCHER returned +0.5% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of HAA CANARY + DUAL MOMENTUM + BLACK SWAN CATCHER?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of HAA CANARY + DUAL MOMENTUM + BLACK SWAN CATCHER in a hypothetical backtest was -13.3%.
How do I use HAA CANARY + DUAL MOMENTUM + BLACK SWAN CATCHER?
Open HAA CANARY + DUAL MOMENTUM + BLACK SWAN CATCHER 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.