Sector Selector Ninja Mode
Backtest results
Metrics
1Y · since Oct 2025Sector Selector Ninja Mode | |
|---|---|
| Total Return | +46.13% |
| CAGR | +46.57% |
| Sharpe | 2.27 |
| Calmar | 10.93 |
| Max DD | -4.26% |
| Volatility | 17.58% |
| Win Rate | 56.2% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Aggressive yet cautious, the strategy holds leveraged Nasdaq (TQQQ) when the S&P 500 is oversold, switches to volatility (UVXY) when it is overbought, and otherwise rotates into the five least volatile sectors - such as energy (XLE), utilities (XLU), or gold (GLD) - to protect against market swings. It balances risk by shifting between risk-on and risk-off positions based on short-term momentum signals, keeping a defensive posture when volatility rises.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Sector Selector Ninja Mode?
Aggressive yet cautious, the strategy holds leveraged Nasdaq (TQQQ) when the S&P 500 is oversold, switches to volatility (UVXY) when it is overbought, and otherwise rotates into the five least volatile sectors - such as energy (XLE), utilities (XLU), or gold (GLD) - to protect against market swings. It balances risk by shifting between risk-on and risk-off positions based on short-term momentum signals, keeping a defensive posture when volatility rises.
What is Sector Selector Ninja Mode holding today?
As of Oct 30, 2026, Sector Selector Ninja Mode allocates to BSV 20%, UUP 20%, XLB 20%, XLF 20%, XLI 20%.
How has Sector Selector Ninja Mode performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Sector Selector Ninja Mode returned +45.8% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Sector Selector Ninja Mode?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Sector Selector Ninja Mode in a hypothetical backtest was -4.3%.
How do I use Sector Selector Ninja Mode?
Open Sector Selector Ninja Mode 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.