Hedgefundies Refined: Leveraged Stocks and Bonds with a Hedge
Backtest results
Metrics
1Y · since Oct 2025Hedgefundies Refined: Leveraged Stocks and Bonds with a Hedge | |
|---|---|
| Total Return | -4.74% |
| CAGR | -4.78% |
| Sharpe | -0.05 |
| Calmar | -0.25 |
| Max DD | -19.43% |
| Volatility | 26.97% |
| 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 and defensive, the strategy mainly holds leveraged equity (UPRO) and long-term Treasury (TMF) when the S&P 500 stays below a 10-day drawdown of 5%. When that drawdown threshold is not met, it shifts to a balanced mix of short-term bonds (BSV), gold (GLD), intermediate Treasuries (IEI), and TIPS (TIP) to protect against market stress.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Hedgefundies Refined: Leveraged Stocks and Bonds with a Hedge?
Dynamic and defensive, the strategy mainly holds leveraged equity (UPRO) and long-term Treasury (TMF) when the S&P 500 stays below a 10-day drawdown of 5%. When that drawdown threshold is not met, it shifts to a balanced mix of short-term bonds (BSV), gold (GLD), intermediate Treasuries (IEI), and TIPS (TIP) to protect against market stress.
What is Hedgefundies Refined: Leveraged Stocks and Bonds with a Hedge holding today?
As of Oct 30, 2026, Hedgefundies Refined: Leveraged Stocks and Bonds with a Hedge allocates to UPRO 55%, TMF 45%.
How has Hedgefundies Refined: Leveraged Stocks and Bonds with a Hedge performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Hedgefundies Refined: Leveraged Stocks and Bonds with a Hedge returned -4.8% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Hedgefundies Refined: Leveraged Stocks and Bonds with a Hedge?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Hedgefundies Refined: Leveraged Stocks and Bonds with a Hedge in a hypothetical backtest was -19.4%.
How do I use Hedgefundies Refined: Leveraged Stocks and Bonds with a Hedge?
Open Hedgefundies Refined: Leveraged Stocks and Bonds with a 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.