Monthly JNK canary
Backtest results
Metrics
1Y · since Oct 2025Monthly JNK canary | |
|---|---|
| Total Return | -2.45% |
| CAGR | -2.47% |
| Sharpe | -0.10 |
| Calmar | -0.21 |
| Max DD | -11.77% |
| Volatility | 14.38% |
| 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
A steady, risk-off core holds equal weight in the dollar (UUP), gold (GLD) and short-term Treasury (SHY). When the S&P 500 becomes overbought (RSI ≥75) it swaps to a VIX spike play (UVXY); otherwise it switches to a leveraged S&P 500 (SSO) if high-yield bonds (JNK) have outpaced short-term bills, or to a 3× Treasury (TMF) when long-term bonds (TLT) are rising, and reverts to the core when TLT is flat and the market is not oversold.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Monthly JNK canary?
A steady, risk-off core holds equal weight in the dollar (UUP), gold (GLD) and short-term Treasury (SHY). When the S&P 500 becomes overbought (RSI ≥75) it swaps to a VIX spike play (UVXY); otherwise it switches to a leveraged S&P 500 (SSO) if high-yield bonds (JNK) have outpaced short-term bills, or to a 3× Treasury (TMF) when long-term bonds (TLT) are rising, and reverts to the core when TLT is flat and the market is not oversold.
What is Monthly JNK canary holding today?
As of Oct 30, 2026, Monthly JNK canary allocates to GLD 33.3%, SHY 33.3%, UUP 33.3%.
How has Monthly JNK canary performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Monthly JNK canary returned -3.8% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Monthly JNK canary?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Monthly JNK canary in a hypothetical backtest was -11.8%.
How do I use Monthly JNK canary?
Open Monthly JNK canary 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.