Monthly Dividends w/ Black Swan catcher
Backtest results
Metrics
1Y · since Oct 2025Monthly Dividends w/ Black Swan catcher | |
|---|---|
| Total Return | +59.28% |
| CAGR | +59.87% |
| Sharpe | 2.26 |
| Calmar | 6.61 |
| Max DD | -9.05% |
| Volatility | 21.88% |
| Win Rate | 57.0% |
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 leveraged equity funds - SPXL, TQQQ, and SOXL - when their short-term momentum is strong and the VIX is low. When volatility spikes or the VIX rises, it switches to UVXY or shifts into risk-off assets like BIL, CII, and AMZA to protect the portfolio.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Monthly Dividends w/ Black Swan catcher?
Dynamic and defensive, the strategy mainly holds leveraged equity funds - SPXL, TQQQ, and SOXL - when their short-term momentum is strong and the VIX is low. When volatility spikes or the VIX rises, it switches to UVXY or shifts into risk-off assets like BIL, CII, and AMZA to protect the portfolio.
What is Monthly Dividends w/ Black Swan catcher holding today?
As of Oct 30, 2026, Monthly Dividends w/ Black Swan catcher allocates to AMZA 50%, CII 50%.
How has Monthly Dividends w/ Black Swan catcher performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Monthly Dividends w/ Black Swan catcher returned +59.4% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Monthly Dividends w/ Black Swan catcher?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Monthly Dividends w/ Black Swan catcher in a hypothetical backtest was -9.1%.
How do I use Monthly Dividends w/ Black Swan catcher?
Open Monthly Dividends w/ 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.