🕑 In market > Timing market
Backtest results
Metrics
1Y · since Oct 2025🕑 In market > Timing market | |
|---|---|
| Total Return | +17.46% |
| CAGR | +17.61% |
| Sharpe | 0.72 |
| Calmar | 0.83 |
| Max DD | -21.16% |
| Volatility | 27.86% |
| 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 risk-aware, the strategy mainly holds leveraged tech (TECL) and health (UNH) when the market is oversold, and shifts to a defensive mix of short S&P (SH), commodities (DBC) and the dollar (UUP) when the S&P is not oversold. It protects itself by adding a volatility hedge (VIXM) when the Nasdaq is overbought and by keeping a small core of broad equity (COST) when neither extreme is present.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is 🕑 In market > Timing market?
Dynamic and risk-aware, the strategy mainly holds leveraged tech (TECL) and health (UNH) when the market is oversold, and shifts to a defensive mix of short S&P (SH), commodities (DBC) and the dollar (UUP) when the S&P is not oversold. It protects itself by adding a volatility hedge (VIXM) when the Nasdaq is overbought and by keeping a small core of broad equity (COST) when neither extreme is present.
What is 🕑 In market > Timing market holding today?
As of Oct 30, 2026, 🕑 In market > Timing market allocates to DBC 33.3%, SH 33.3%, UUP 33.3%.
How has 🕑 In market > Timing market performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, 🕑 In market > Timing market returned +16.2% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of 🕑 In market > Timing market?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of 🕑 In market > Timing market in a hypothetical backtest was -21.2%.
How do I use 🕑 In market > Timing market?
Open 🕑 In market > Timing market 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.