Simple Path Framework VTI _ Rev 1.0. May 8, 2023 (Shared)
Backtest results
Metrics
1Y · since Oct 2025Simple Path Framework VTI _ Rev 1.0. May 8, 2023 (Shared) | |
|---|---|
| Total Return | +8.50% |
| CAGR | +8.57% |
| Sharpe | 0.73 |
| Calmar | 0.98 |
| Max DD | -8.71% |
| Volatility | 12.26% |
| Win Rate | 53.4% |
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 dynamic portfolio that mainly holds broad market equity (VTI) but shifts to cash-like (BIL) when the VIX is high or VTI falls below its 31-day average. When the S&P 500 is below its 200-day trend and the Nasdaq is oversold it moves into leveraged Nasdaq (TQQQ); otherwise it rotates into consumer staples (XLP) to stay defensive. The strategy protects itself by moving into bonds (TIP) or gold (IAU) when VTI's trend weakens and by using VIX signals to stay cash-heavy during volatility spikes.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Simple Path Framework VTI _ Rev 1.0. May 8, 2023 (Shared)?
A dynamic portfolio that mainly holds broad market equity (VTI) but shifts to cash-like (BIL) when the VIX is high or VTI falls below its 31-day average. When the S&P 500 is below its 200-day trend and the Nasdaq is oversold it moves into leveraged Nasdaq (TQQQ); otherwise it rotates into consumer staples (XLP) to stay defensive. The strategy protects itself by moving into bonds (TIP) or gold (IAU) when VTI's trend weakens and by using VIX signals to stay cash-heavy during volatility spikes.
What is Simple Path Framework VTI _ Rev 1.0. May 8, 2023 (Shared) holding today?
As of Oct 30, 2026, Simple Path Framework VTI _ Rev 1.0. May 8, 2023 (Shared) allocates to VTI 66.7%, IAU 16.7%, TIP 16.7%.
How has Simple Path Framework VTI _ Rev 1.0. May 8, 2023 (Shared) performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Simple Path Framework VTI _ Rev 1.0. May 8, 2023 (Shared) returned +8.8% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Simple Path Framework VTI _ Rev 1.0. May 8, 2023 (Shared)?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Simple Path Framework VTI _ Rev 1.0. May 8, 2023 (Shared) in a hypothetical backtest was -8.7%.
How do I use Simple Path Framework VTI _ Rev 1.0. May 8, 2023 (Shared)?
Open Simple Path Framework VTI _ Rev 1.0. May 8, 2023 (Shared) 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.