Backtest results
Metrics
1Y · since Oct 2025Safety | |
|---|---|
| Total Return | +10.77% |
| CAGR | +10.86% |
| Sharpe | 0.90 |
| Calmar | 0.97 |
| Max DD | -11.20% |
| Volatility | 12.40% |
| Win Rate | 53.8% |
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-beat portfolio that never shifts its holdings, allocating fixed percentages to a mix of broad-market equity, defensive staples, and a short-hedge. It balances growth with protection by pairing the Dow index (DIA) and high-dividend stocks (SPHD) with gold (GLD), a short-real-estate fund (SRS), a futures-based hedge (KMLM), and a short-Tesla ETF (TSLS) to guard against downturns.
Current allocation
What the rules select as of Oct 30, 2026.
- GLD20%
SPDR Gold Trust, SPDR Gold Shares
- HSY20%
The Hershey Company
- SPHD20%
Invesco S&P 500 High Dividend Low Volatility ETF
- TSLS20%
Direxion Shares ETF Trust Direxion Daily TSLA Bear 1X ETF
- DIA10%
State Street SPDR Dow Jones Industrial Average ETF Trust
- KMLM5%
KraneShares Mount Lucas Managed Futures Index Strategy ETF
- SRS2.5%
ProShares UltraShort Real Estate
- XOM2.5%
ExxonMobil Holdings Corporation
Frequently asked questions
What is Safety?
A steady-beat portfolio that never shifts its holdings, allocating fixed percentages to a mix of broad-market equity, defensive staples, and a short-hedge. It balances growth with protection by pairing the Dow index (DIA) and high-dividend stocks (SPHD) with gold (GLD), a short-real-estate fund (SRS), a futures-based hedge (KMLM), and a short-Tesla ETF (TSLS) to guard against downturns.
What is Safety holding today?
As of Oct 30, 2026, Safety allocates to GLD 20%, HSY 20%, SPHD 20%, TSLS 20%, DIA 10%, KMLM 5%, SRS 2.5%, XOM 2.5%.
How has Safety performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Safety returned +7.9% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Safety?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Safety in a hypothetical backtest was -11.2%.
How do I use Safety?
Open Safety 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.