LOW BETA TRIAL2
Backtest results
Metrics
1Y · since Oct 2025LOW BETA TRIAL2 | |
|---|---|
| Total Return | -3.29% |
| CAGR | -3.32% |
| Sharpe | -0.04 |
| Calmar | -0.22 |
| Max DD | -14.81% |
| Volatility | 22.17% |
| Win Rate | 51.0% |
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 defensive, the strategy mainly holds short-term bonds (BSV) when the Nasdaq (QQQ) is above its 20-day average and the short QQQ (PSQ) is not oversold. It switches to risk-on assets such as the VIX (UVXY) and 20-year Treasury (TMF) when the Nasdaq is overbought, and reverts to bonds or the inverse Nasdaq (SQQQ) when the market turns bearish, protecting itself with a volatility hedge.
Current allocation
What the rules select as of Oct 30, 2026.
- QQQ100%
Invesco QQQ Trust, Series 1
Frequently asked questions
What is LOW BETA TRIAL2?
Dynamic and defensive, the strategy mainly holds short-term bonds (BSV) when the Nasdaq (QQQ) is above its 20-day average and the short QQQ (PSQ) is not oversold. It switches to risk-on assets such as the VIX (UVXY) and 20-year Treasury (TMF) when the Nasdaq is overbought, and reverts to bonds or the inverse Nasdaq (SQQQ) when the market turns bearish, protecting itself with a volatility hedge.
What is LOW BETA TRIAL2 holding today?
As of Oct 30, 2026, LOW BETA TRIAL2 allocates to QQQ 100%.
How has LOW BETA TRIAL2 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, LOW BETA TRIAL2 returned -2.4% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of LOW BETA TRIAL2?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of LOW BETA TRIAL2 in a hypothetical backtest was -14.8%.
How do I use LOW BETA TRIAL2?
Open LOW BETA TRIAL2 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.