SPY Avoid All Market Crashes
Backtest results
Metrics
1Y · since Oct 2025SPY Avoid All Market Crashes | |
|---|---|
| Total Return | +14.77% |
| CAGR | +14.90% |
| Sharpe | 1.16 |
| Calmar | 3.14 |
| Max DD | -4.74% |
| Volatility | 12.71% |
| Win Rate | 52.2% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Cautious and adaptive, the strategy mainly holds the technology sector fund (XLK) when the S&P 500 is below its 200-day average and the Nasdaq is oversold, signaling a risk-on stance. When the market trend weakens or the Nasdaq is not oversold, it shifts to defensive bonds (IEI, SHV) or consumer staples (XLP) to protect capital, while still keeping a small position in the broad index (SPY) if the S&P 500 trend is positive.
Current allocation
What the rules select as of Oct 30, 2026.
- SPY100%
State Street SPDR S&P 500 ETF Trust
Frequently asked questions
What is SPY Avoid All Market Crashes?
Cautious and adaptive, the strategy mainly holds the technology sector fund (XLK) when the S&P 500 is below its 200-day average and the Nasdaq is oversold, signaling a risk-on stance. When the market trend weakens or the Nasdaq is not oversold, it shifts to defensive bonds (IEI, SHV) or consumer staples (XLP) to protect capital, while still keeping a small position in the broad index (SPY) if the S&P 500 trend is positive.
What is SPY Avoid All Market Crashes holding today?
As of Oct 30, 2026, SPY Avoid All Market Crashes allocates to SPY 100%.
How has SPY Avoid All Market Crashes performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, SPY Avoid All Market Crashes returned +15.4% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of SPY Avoid All Market Crashes?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of SPY Avoid All Market Crashes in a hypothetical backtest was -4.7%.
How do I use SPY Avoid All Market Crashes?
Open SPY Avoid All Market Crashes 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.