SPDR Sectors - 14d return (B4) - Quarterly
Backtest results
Metrics
1Y · since Oct 2025SPDR Sectors - 14d return (B4) - Quarterly | |
|---|---|
| Total Return | +19.38% |
| CAGR | +19.55% |
| Sharpe | 1.36 |
| Calmar | 2.53 |
| Max DD | -7.73% |
| Volatility | 13.89% |
| Win Rate | 57.8% |
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 cautious strategy that always holds the three sectors with the lowest 14-day returns, such as energy (XLE), industrials (XLI) or financials (XLF). It switches into these defensive holdings when recent performance is weakest, protecting itself by avoiding the strongest performers and staying out of risk-on assets.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is SPDR Sectors - 14d return (B4) - Quarterly?
A cautious strategy that always holds the three sectors with the lowest 14-day returns, such as energy (XLE), industrials (XLI) or financials (XLF). It switches into these defensive holdings when recent performance is weakest, protecting itself by avoiding the strongest performers and staying out of risk-on assets.
What is SPDR Sectors - 14d return (B4) - Quarterly holding today?
As of Oct 30, 2026, SPDR Sectors - 14d return (B4) - Quarterly allocates to XLF 33.3%, XLI 33.3%, XLK 33.3%.
How has SPDR Sectors - 14d return (B4) - Quarterly performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, SPDR Sectors - 14d return (B4) - Quarterly returned +18.2% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of SPDR Sectors - 14d return (B4) - Quarterly?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of SPDR Sectors - 14d return (B4) - Quarterly in a hypothetical backtest was -7.7%.
How do I use SPDR Sectors - 14d return (B4) - Quarterly?
Open SPDR Sectors - 14d return (B4) - Quarterly 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.