Stripped Bet Against Beta
Backtest results
Metrics
1Y · since Oct 2025Stripped Bet Against Beta | |
|---|---|
| Total Return | +3.06% |
| CAGR | +3.09% |
| Sharpe | 0.43 |
| Calmar | 0.25 |
| Max DD | -12.39% |
| Volatility | 7.71% |
| 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
Dynamic and defensive, the strategy mainly holds a mix of risk-on assets - leveraged VIX (VIXY), gold (GLD), and a neutral fund (BTAL) - when the VIX is not oversold or the S&P 500 drawdown exceeds 5%. When the S&P 500 is below its 200-day average it shifts to consumer staples (XLP) and dividend equity (SCHD). In all other cases it balances risk-on and risk-off holdings, adding utilities (XLU), health care (XLV), the dollar (UUP) and short-term treasuries (SHY) to protect against market stress.
Current allocation
What the rules select as of Oct 30, 2026.
- BTAL11.1%
AGF U.S. Market Neutral Anti-Beta Fund
- GLD11.1%
SPDR Gold Trust, SPDR Gold Shares
- IEF11.1%
iShares 7-10 Year Treasury Bond ETF
- SCHD11.1%
Schwab US Dividend Equity ETF
- SHY11.1%
iShares 1-3 Year Treasury Bond ETF
- UUP11.1%
Invesco DB US Dollar Index Bullish Fund
- XLP11.1%
State Street Consumer Staples Select Sector SPDR ETF
- XLU11.1%
State Street Utilities Select Sector SPDR ETF
- XLV11.1%
State Street Health Care Select Sector SPDR ETF
Frequently asked questions
What is Stripped Bet Against Beta?
Dynamic and defensive, the strategy mainly holds a mix of risk-on assets - leveraged VIX (VIXY), gold (GLD), and a neutral fund (BTAL) - when the VIX is not oversold or the S&P 500 drawdown exceeds 5%. When the S&P 500 is below its 200-day average it shifts to consumer staples (XLP) and dividend equity (SCHD). In all other cases it balances risk-on and risk-off holdings, adding utilities (XLU), health care (XLV), the dollar (UUP) and short-term treasuries (SHY) to protect against market stress.
What is Stripped Bet Against Beta holding today?
As of Oct 30, 2026, Stripped Bet Against Beta allocates to BTAL 11.1%, GLD 11.1%, IEF 11.1%, SCHD 11.1%, SHY 11.1%, UUP 11.1%, XLP 11.1%, XLU 11.1%, XLV 11.1%.
How has Stripped Bet Against Beta performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Stripped Bet Against Beta returned +2.7% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Stripped Bet Against Beta?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Stripped Bet Against Beta in a hypothetical backtest was -12.4%.
How do I use Stripped Bet Against Beta?
Open Stripped Bet Against Beta 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.