SPY S&P500 Avoid All Market Crashes
Backtest results
Metrics
1Y · since Oct 2025SPY S&P500 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
Dynamic and defensive, the strategy mainly holds technology (XLK) and broad market (SPY) when the S&P 500 is above its 200-day trend, but switches to bonds (IEI, SHV), consumer staples (XLP) or short-QQQ (PSQ) when the index falls below that average. It protects itself by moving into defensive assets or inverse ETFs whenever the market trend turns negative, keeping risk low during 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 S&P500 Avoid All Market Crashes?
Dynamic and defensive, the strategy mainly holds technology (XLK) and broad market (SPY) when the S&P 500 is above its 200-day trend, but switches to bonds (IEI, SHV), consumer staples (XLP) or short-QQQ (PSQ) when the index falls below that average. It protects itself by moving into defensive assets or inverse ETFs whenever the market trend turns negative, keeping risk low during downturns.
What is SPY S&P500 Avoid All Market Crashes holding today?
As of Oct 30, 2026, SPY S&P500 Avoid All Market Crashes allocates to SPY 100%.
How has SPY S&P500 Avoid All Market Crashes performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, SPY S&P500 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 S&P500 Avoid All Market Crashes?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of SPY S&P500 Avoid All Market Crashes in a hypothetical backtest was -4.7%.
How do I use SPY S&P500 Avoid All Market Crashes?
Open SPY S&P500 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.