Backtest results
Metrics
1Y · since Oct 2025HFEA 3.0 | |
|---|---|
| Total Return | +1.11% |
| CAGR | +1.12% |
| Sharpe | 0.17 |
| Calmar | 0.07 |
| Max DD | -16.81% |
| Volatility | 24.03% |
| Win Rate | 49.0% |
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 disciplined, the strategy mainly holds leveraged equity (UPRO) when the S&P 500 is above its 200-day average and the market shows a bullish trend. It switches to a short-S&P (SPXU) or a long-tech (TECL) when the index falls below its trend or when the Nasdaq is oversold, and it adds long-treasury (TMF) or short-treasury (TMV) to protect against downturns.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is HFEA 3.0?
Dynamic and disciplined, the strategy mainly holds leveraged equity (UPRO) when the S&P 500 is above its 200-day average and the market shows a bullish trend. It switches to a short-S&P (SPXU) or a long-tech (TECL) when the index falls below its trend or when the Nasdaq is oversold, and it adds long-treasury (TMF) or short-treasury (TMV) to protect against downturns.
What is HFEA 3.0 holding today?
As of Oct 30, 2026, HFEA 3.0 allocates to UPRO 55%, TLT 45%.
How has HFEA 3.0 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, HFEA 3.0 returned +1% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of HFEA 3.0?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of HFEA 3.0 in a hypothetical backtest was -16.8%.
How do I use HFEA 3.0?
Open HFEA 3.0 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.