Backtest results
Metrics
1Y · since Nov 2025Neo Pops - SPHD | |
|---|---|
| Total Return | +41.77% |
| CAGR | +41.96% |
| Sharpe | 1.03 |
| Calmar | 1.47 |
| Max DD | -28.54% |
| Volatility | 43.41% |
| Win Rate | 54.4% |
Last year of a hypothetical backtest, Nov 5, 2025 to Nov 5, 2026. Create an account to see the full history.
About this strategy
Dynamic and defensive, the strategy mainly holds the high-dividend, low-volatility fund (SPHD) while it switches to leveraged tech (SPXL) or Nasdaq (TECL) when momentum is strong. It de-risks by moving into a short-sized tech (TECS) and a 2x VIX hedge (UVIX) after a sharp 6-month decline in the 3x QQQ, and it protects against large drawdowns by shifting back to SPHD when the 10-day QQQ drawdown exceeds 6% or the 20-year Treasury drawdown passes 7%.
Current allocation
What the rules select as of Nov 5, 2026.
- TECL100%
Direxion Daily Technology Bull 3x ETF
Frequently asked questions
What is Neo Pops - SPHD?
Dynamic and defensive, the strategy mainly holds the high-dividend, low-volatility fund (SPHD) while it switches to leveraged tech (SPXL) or Nasdaq (TECL) when momentum is strong. It de-risks by moving into a short-sized tech (TECS) and a 2x VIX hedge (UVIX) after a sharp 6-month decline in the 3x QQQ, and it protects against large drawdowns by shifting back to SPHD when the 10-day QQQ drawdown exceeds 6% or the 20-year Treasury drawdown passes 7%.
What is Neo Pops - SPHD holding today?
As of Nov 5, 2026, Neo Pops - SPHD allocates to TECL 100%.
How has Neo Pops - SPHD performed over the past year?
From Nov 5, 2025 to Nov 5, 2026, Neo Pops - SPHD returned +41.7% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Neo Pops - SPHD?
From Nov 5, 2025 to Nov 5, 2026, the largest peak-to-trough decline of Neo Pops - SPHD in a hypothetical backtest was -28.5%.
How do I use Neo Pops - SPHD?
Open Neo Pops - SPHD 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.