OG v1.01 BBD - Scale In | Simple taxes mod
Backtest results
Metrics
1Y · since Oct 2025OG v1.01 BBD - Scale In | Simple taxes mod | |
|---|---|
| Total Return | -10.01% |
| CAGR | -10.09% |
| Sharpe | -1.35 |
| Calmar | -0.71 |
| Max DD | -14.13% |
| Volatility | 7.70% |
| Win Rate | 71.5% |
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 the volatility hedge (VXX) when the market shows overbought signals or VIX spikes, and switches to the short-term bond (BSV) when the S&P 500 is oversold or the VIX is calm. It then rotates into the best-performing or worst-performing leveraged or sector funds - such as SOXL, HIBL, or TMF - based on recent relative strength, protecting itself by moving into bonds or VXX whenever the market turns risk-off.
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 OG v1.01 BBD - Scale In | Simple taxes mod?
Dynamic and defensive, the strategy mainly holds the volatility hedge (VXX) when the market shows overbought signals or VIX spikes, and switches to the short-term bond (BSV) when the S&P 500 is oversold or the VIX is calm. It then rotates into the best-performing or worst-performing leveraged or sector funds - such as SOXL, HIBL, or TMF - based on recent relative strength, protecting itself by moving into bonds or VXX whenever the market turns risk-off.
What is OG v1.01 BBD - Scale In | Simple taxes mod holding today?
As of Oct 30, 2026, OG v1.01 BBD - Scale In | Simple taxes mod allocates to BIL 100%.
How has OG v1.01 BBD - Scale In | Simple taxes mod performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, OG v1.01 BBD - Scale In | Simple taxes mod returned -10% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of OG v1.01 BBD - Scale In | Simple taxes mod?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of OG v1.01 BBD - Scale In | Simple taxes mod in a hypothetical backtest was -14.1%.
How do I use OG v1.01 BBD - Scale In | Simple taxes mod?
Open OG v1.01 BBD - Scale In | Simple taxes mod 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.