Slow and Steady Growth 9.6%/20.2% DD (Backtest to Feb 2007) | UUP/TLT Mod
Backtest results
Metrics
1Y · since Oct 2025Slow and Steady Growth 9.6%/20.2% DD (Backtest to Feb 2007) | UUP/TLT Mod | |
|---|---|
| Total Return | +8.75% |
| CAGR | +8.82% |
| Sharpe | 0.78 |
| Calmar | 1.07 |
| Max DD | -8.27% |
| Volatility | 11.70% |
| Win Rate | 53.0% |
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 trend-following strategy keeps risk assets - SPY, QQQ, DIA - when the S&P 500 is above its 210-day moving average, and shifts to defensive holdings - UUP, TLT, GLD, XLP - when the market falls below that average. It protects itself by moving to UUP or TLT when the 200-day trend of TLT is positive, and to GLD or XLP when the market is risk-off, while also adding DBC when commodity prices trend higher.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Slow and Steady Growth 9.6%/20.2% DD (Backtest to Feb 2007) | UUP/TLT Mod?
A trend-following strategy keeps risk assets - SPY, QQQ, DIA - when the S&P 500 is above its 210-day moving average, and shifts to defensive holdings - UUP, TLT, GLD, XLP - when the market falls below that average. It protects itself by moving to UUP or TLT when the 200-day trend of TLT is positive, and to GLD or XLP when the market is risk-off, while also adding DBC when commodity prices trend higher.
What is Slow and Steady Growth 9.6%/20.2% DD (Backtest to Feb 2007) | UUP/TLT Mod holding today?
As of Oct 30, 2026, Slow and Steady Growth 9.6%/20.2% DD (Backtest to Feb 2007) | UUP/TLT Mod allocates to QQQ 30%, UUP 20%, DIA 15%, GLD 15%, SPY 15%, DBC 5%.
How has Slow and Steady Growth 9.6%/20.2% DD (Backtest to Feb 2007) | UUP/TLT Mod performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Slow and Steady Growth 9.6%/20.2% DD (Backtest to Feb 2007) | UUP/TLT Mod returned +9% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Slow and Steady Growth 9.6%/20.2% DD (Backtest to Feb 2007) | UUP/TLT Mod?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Slow and Steady Growth 9.6%/20.2% DD (Backtest to Feb 2007) | UUP/TLT Mod in a hypothetical backtest was -8.3%.
How do I use Slow and Steady Growth 9.6%/20.2% DD (Backtest to Feb 2007) | UUP/TLT Mod?
Open Slow and Steady Growth 9.6%/20.2% DD (Backtest to Feb 2007) | UUP/TLT Mod 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.