Single Pops (Medium Leverage - No K1 - No Black Swan Catcher) l 2 Nov 2011
Backtest results
Metrics
1Y · since Oct 2025Single Pops (Medium Leverage - No K1 - No Black Swan Catcher) l 2 Nov 2011 | |
|---|---|
| Total Return | +19.06% |
| CAGR | +19.23% |
| Sharpe | 1.57 |
| Calmar | 3.32 |
| Max DD | -5.79% |
| Volatility | 11.64% |
| Win Rate | 73.5% |
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 mean-reversion strategy that keeps the market-neutral BTAL when any of the key indices shows extreme overbought conditions. When markets are not overbought it switches to the least-overbought leveraged fund - QLD or SSO - or falls back to cash-equivalent BIL for protection, keeping risk low when volatility rises.
Current allocation
What the rules select as of Oct 30, 2026.
- BIL100%
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Frequently asked questions
What is Single Pops (Medium Leverage - No K1 - No Black Swan Catcher) l 2 Nov 2011?
A mean-reversion strategy that keeps the market-neutral BTAL when any of the key indices shows extreme overbought conditions. When markets are not overbought it switches to the least-overbought leveraged fund - QLD or SSO - or falls back to cash-equivalent BIL for protection, keeping risk low when volatility rises.
What is Single Pops (Medium Leverage - No K1 - No Black Swan Catcher) l 2 Nov 2011 holding today?
As of Oct 30, 2026, Single Pops (Medium Leverage - No K1 - No Black Swan Catcher) l 2 Nov 2011 allocates to BIL 100%.
How has Single Pops (Medium Leverage - No K1 - No Black Swan Catcher) l 2 Nov 2011 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Single Pops (Medium Leverage - No K1 - No Black Swan Catcher) l 2 Nov 2011 returned +19.1% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Single Pops (Medium Leverage - No K1 - No Black Swan Catcher) l 2 Nov 2011?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Single Pops (Medium Leverage - No K1 - No Black Swan Catcher) l 2 Nov 2011 in a hypothetical backtest was -5.8%.
How do I use Single Pops (Medium Leverage - No K1 - No Black Swan Catcher) l 2 Nov 2011?
Open Single Pops (Medium Leverage - No K1 - No Black Swan Catcher) l 2 Nov 2011 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.