simplified Fickle MACD Bull
Backtest results
Metrics
1Y · since Oct 2025simplified Fickle MACD Bull | |
|---|---|
| Total Return | +2.54% |
| CAGR | +2.56% |
| Sharpe | 0.23 |
| Calmar | 0.16 |
| Max DD | -15.75% |
| Volatility | 25.14% |
| Win Rate | 51.4% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Dynamic and opportunistic, the strategy mainly holds leveraged S&P 500 (UPRO) when the market shows a bullish trend or is oversold, and it switches to risk-off assets such as short-term bonds (TIP), U.S. Treasury (IEI), or the dollar (UUP) when the trend weakens or the S&P 500 is overbought. It protects itself by moving into gold (GLD) or the commodity index (DBC) when volatility rises or the S&P 500's short-term momentum falters, ensuring a balanced shift between risk-on and risk-off positions.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is simplified Fickle MACD Bull?
Dynamic and opportunistic, the strategy mainly holds leveraged S&P 500 (UPRO) when the market shows a bullish trend or is oversold, and it switches to risk-off assets such as short-term bonds (TIP), U.S. Treasury (IEI), or the dollar (UUP) when the trend weakens or the S&P 500 is overbought. It protects itself by moving into gold (GLD) or the commodity index (DBC) when volatility rises or the S&P 500's short-term momentum falters, ensuring a balanced shift between risk-on and risk-off positions.
What is simplified Fickle MACD Bull holding today?
As of Oct 30, 2026, simplified Fickle MACD Bull allocates to IEI 50%, SH 50%.
How has simplified Fickle MACD Bull performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, simplified Fickle MACD Bull returned +4% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of simplified Fickle MACD Bull?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of simplified Fickle MACD Bull in a hypothetical backtest was -15.8%.
How do I use simplified Fickle MACD Bull?
Open simplified Fickle MACD Bull 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.