SPY - Bull or Hedge
Backtest results
Metrics
1Y · since Oct 2025SPY - Bull or Hedge | |
|---|---|
| Total Return | +5.06% |
| CAGR | +5.10% |
| Sharpe | 0.39 |
| Calmar | 0.45 |
| Max DD | -11.36% |
| Volatility | 16.09% |
| 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 disciplined, the strategy mainly holds leveraged S&P 500 (SPXL) when the market trend is up and the short-term momentum is strong. It switches to volatility (UVXY) or a defensive mix of gold (GLD) and the dollar (UUP) when the VIX spikes, the S&P 500 falls sharply, or the 200-day trend turns negative, protecting the portfolio from sudden downturns.
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 - Bull or Hedge?
Dynamic and disciplined, the strategy mainly holds leveraged S&P 500 (SPXL) when the market trend is up and the short-term momentum is strong. It switches to volatility (UVXY) or a defensive mix of gold (GLD) and the dollar (UUP) when the VIX spikes, the S&P 500 falls sharply, or the 200-day trend turns negative, protecting the portfolio from sudden downturns.
What is SPY - Bull or Hedge holding today?
As of Oct 30, 2026, SPY - Bull or Hedge allocates to SPY 100%.
How has SPY - Bull or Hedge performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, SPY - Bull or Hedge returned +5.6% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of SPY - Bull or Hedge?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of SPY - Bull or Hedge in a hypothetical backtest was -11.4%.
How do I use SPY - Bull or Hedge?
Open SPY - Bull or Hedge 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.