Max Drawdown Black Swan Catcher
Backtest results
Metrics
1Y · since Oct 2025Max Drawdown Black Swan Catcher | |
|---|---|
| Total Return | +23.15% |
| CAGR | +23.36% |
| Sharpe | 1.93 |
| Calmar | 7.75 |
| Max DD | -3.02% |
| Volatility | 11.24% |
| Win Rate | 73.5% |
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 (QLD) and semiconductor (USD) when their 10-day RSI is below 30, signaling oversold conditions. It switches to volatility (UVXY) or Treasury bills (BIL) when the 10-day RSI climbs above 80 or when the S&P 500's drawdown exceeds 6%, protecting the portfolio from sharp market swings.
Current allocation
What the rules select as of Oct 30, 2026.
- BIL100%
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Frequently asked questions
What is Max Drawdown Black Swan Catcher?
Dynamic and defensive, the strategy mainly holds leveraged Nasdaq (QLD) and semiconductor (USD) when their 10-day RSI is below 30, signaling oversold conditions. It switches to volatility (UVXY) or Treasury bills (BIL) when the 10-day RSI climbs above 80 or when the S&P 500's drawdown exceeds 6%, protecting the portfolio from sharp market swings.
What is Max Drawdown Black Swan Catcher holding today?
As of Oct 30, 2026, Max Drawdown Black Swan Catcher allocates to BIL 100%.
How has Max Drawdown Black Swan Catcher performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Max Drawdown Black Swan Catcher returned +23.2% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Max Drawdown Black Swan Catcher?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Max Drawdown Black Swan Catcher in a hypothetical backtest was -3%.
How do I use Max Drawdown Black Swan Catcher?
Open Max Drawdown Black Swan Catcher 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.