Layer 2: Hedged Bull (v 1.1)
Backtest results
Metrics
1Y · since Oct 2025Layer 2: Hedged Bull (v 1.1) | |
|---|---|
| Total Return | -25.92% |
| CAGR | -26.10% |
| Sharpe | -1.59 |
| Calmar | -0.83 |
| Max DD | -31.26% |
| Volatility | 18.08% |
| 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 Nasdaq (TQQQ) and broad market (SPY) when the S&P 500 is above its 200-day average and the Nasdaq is overbought. It switches to a low-volatility mix of dollar (UUP) and gold (GLD) or a VIX hedge (UVXY) whenever drawdowns exceed 6% or the VIX climbs past 74, protecting the portfolio from sharp market swings.
Current allocation
What the rules select as of Oct 30, 2026.
- QQQ100%
Invesco QQQ Trust, Series 1
Frequently asked questions
What is Layer 2: Hedged Bull (v 1.1)?
Dynamic and defensive, the strategy mainly holds leveraged Nasdaq (TQQQ) and broad market (SPY) when the S&P 500 is above its 200-day average and the Nasdaq is overbought. It switches to a low-volatility mix of dollar (UUP) and gold (GLD) or a VIX hedge (UVXY) whenever drawdowns exceed 6% or the VIX climbs past 74, protecting the portfolio from sharp market swings.
What is Layer 2: Hedged Bull (v 1.1) holding today?
As of Oct 30, 2026, Layer 2: Hedged Bull (v 1.1) allocates to QQQ 100%.
How has Layer 2: Hedged Bull (v 1.1) performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Layer 2: Hedged Bull (v 1.1) returned -25.5% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Layer 2: Hedged Bull (v 1.1)?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Layer 2: Hedged Bull (v 1.1) in a hypothetical backtest was -31.3%.
How do I use Layer 2: Hedged Bull (v 1.1)?
Open Layer 2: Hedged Bull (v 1.1) 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.