Backtest results

Metrics

1Y · since Oct 2025
rising rates HFEA
Total Return+0.32%
CAGR+0.32%
Sharpe0.11
Calmar0.02
Max DD-14.91%
Volatility17.21%
Win Rate53.0%

Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.

About this strategy

A steady mix of leveraged equity, leveraged Treasury and a financial sector ETF, each weighted to give equal risk contribution. The portfolio stays fixed, rebalancing only periodically to maintain the set allocation.

Current allocation

What the rules select as of Oct 30, 2026.

  • XLF

    State Street Financial Select Sector SPDR ETF

    54.4%
  • TMF

    Direxion Daily 20+ Year Treasury Bull 3X ETF

    23%
  • UPRO

    ProShares UltraPro S&P 500

    22.6%

Frequently asked questions

What is rising rates HFEA?

A steady mix of leveraged equity, leveraged Treasury and a financial sector ETF, each weighted to give equal risk contribution. The portfolio stays fixed, rebalancing only periodically to maintain the set allocation.

What is rising rates HFEA holding today?

As of Oct 30, 2026, rising rates HFEA allocates to XLF 54.4%, TMF 23%, UPRO 22.6%.

How has rising rates HFEA performed over the past year?

From Oct 30, 2025 to Oct 30, 2026, rising rates HFEA returned +0.1% in a hypothetical backtest. Past performance does not guarantee future results.

What is the maximum drawdown of rising rates HFEA?

From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of rising rates HFEA in a hypothetical backtest was -14.9%.

How do I use rising rates HFEA?

Open rising rates HFEA 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.

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