Relaxed Trader Algo
Backtest results
Metrics
1Y · since Oct 2025Relaxed Trader Algo | |
|---|---|
| Total Return | +0.97% |
| CAGR | +0.98% |
| Sharpe | 0.15 |
| Calmar | 0.14 |
| Max DD | -7.17% |
| Volatility | 10.64% |
| Win Rate | 49.4% |
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 relaxed trader algo mainly holds the leveraged S&P 500 (SPY) when the index is above its 66-day moving average but still below its 3-year cumulative return, indicating a moderate uptrend. When the 3-year return is exceeded or the 19-year return falls below 11%, it shifts to short-term bonds (BSV) or Treasury bonds (SHY) to protect against a potential pullback, keeping the portfolio risk-off during market stress.
Current allocation
What the rules select as of Oct 30, 2026.
- SHY100%
iShares 1-3 Year Treasury Bond ETF
Frequently asked questions
What is Relaxed Trader Algo?
A relaxed trader algo mainly holds the leveraged S&P 500 (SPY) when the index is above its 66-day moving average but still below its 3-year cumulative return, indicating a moderate uptrend. When the 3-year return is exceeded or the 19-year return falls below 11%, it shifts to short-term bonds (BSV) or Treasury bonds (SHY) to protect against a potential pullback, keeping the portfolio risk-off during market stress.
What is Relaxed Trader Algo holding today?
As of Oct 30, 2026, Relaxed Trader Algo allocates to SHY 100%.
How has Relaxed Trader Algo performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Relaxed Trader Algo returned +1.5% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Relaxed Trader Algo?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Relaxed Trader Algo in a hypothetical backtest was -7.2%.
How do I use Relaxed Trader Algo?
Open Relaxed Trader Algo 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.