Safety Towns (Master List)
Backtest results
Metrics
1Y · since Oct 2025Safety Towns (Master List) | |
|---|---|
| Total Return | +9.64% |
| CAGR | +9.72% |
| Sharpe | 1.03 |
| Calmar | 1.64 |
| Max DD | -5.91% |
| Volatility | 9.46% |
| Win Rate | 50.6% |
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 risk-off strategy that keeps a mix of long bonds, gold and VIX when the VIX is high, but shifts to short VIX or short S&P when the VIX falls and tech outpaces staples. It protects itself by moving into bonds, gold or short-VIX when volatility spikes and into short-S&P or short-VIX when volatility subsides.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Safety Towns (Master List)?
Dynamic risk-off strategy that keeps a mix of long bonds, gold and VIX when the VIX is high, but shifts to short VIX or short S&P when the VIX falls and tech outpaces staples. It protects itself by moving into bonds, gold or short-VIX when volatility spikes and into short-S&P or short-VIX when volatility subsides.
What is Safety Towns (Master List) holding today?
As of Oct 30, 2026, Safety Towns (Master List) allocates to SVXY 41.7%, VIXM 31.7%, BTAL 21.7%, SCHD 5%.
How has Safety Towns (Master List) performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Safety Towns (Master List) returned +9.9% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Safety Towns (Master List)?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Safety Towns (Master List) in a hypothetical backtest was -5.9%.
How do I use Safety Towns (Master List)?
Open Safety Towns (Master List) 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.