i5 - QQQ Bonds Basket
Backtest results
Metrics
1Y · since Oct 2025i5 - QQQ Bonds Basket | |
|---|---|
| Total Return | +0.58% |
| CAGR | +0.59% |
| Sharpe | 0.13 |
| Calmar | 0.03 |
| Max DD | -19.93% |
| Volatility | 19.90% |
| Win Rate | 47.0% |
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 risk-aware, the strategy mainly holds leveraged Nasdaq (TQQQ), leveraged healthcare (CURE) and leveraged Treasury (TMF) when market trends are positive. It switches to inverse volatility weights of short-term bonds (SHY), short-term Treasury (BIL) or short-term Treasury (SHY) and short-term Treasury (BIL) when volatility spikes or the Nasdaq trend weakens, protecting itself by shifting to defensive bonds and short-term Treasury funds.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is i5 - QQQ Bonds Basket?
Dynamic and risk-aware, the strategy mainly holds leveraged Nasdaq (TQQQ), leveraged healthcare (CURE) and leveraged Treasury (TMF) when market trends are positive. It switches to inverse volatility weights of short-term bonds (SHY), short-term Treasury (BIL) or short-term Treasury (SHY) and short-term Treasury (BIL) when volatility spikes or the Nasdaq trend weakens, protecting itself by shifting to defensive bonds and short-term Treasury funds.
What is i5 - QQQ Bonds Basket holding today?
As of Oct 30, 2026, i5 - QQQ Bonds Basket allocates to TMF 39.3%, CURE 22.4%, TQQQ 19.9%, SHY 8.9%, USDU 8.9%, SPXL 0.3%, UPRO 0.3%.
How has i5 - QQQ Bonds Basket performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, i5 - QQQ Bonds Basket returned +0.5% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of i5 - QQQ Bonds Basket?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of i5 - QQQ Bonds Basket in a hypothetical backtest was -19.9%.
How do I use i5 - QQQ Bonds Basket?
Open i5 - QQQ Bonds Basket 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.