Stupid Bot l 17Jul2006
Backtest results
Metrics
1Y · since Oct 2025Stupid Bot l 17Jul2006 | |
|---|---|
| Total Return | +14.60% |
| CAGR | +14.73% |
| Sharpe | 1.44 |
| Calmar | 2.13 |
| Max DD | -6.92% |
| Volatility | 9.90% |
| Win Rate | 53.8% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Dynamic and volatile, the strategy always holds the three most erratic sector funds - technology (XLK), health care (XLV), utilities (XLU), consumer staples (XLP) or the short S&P 500 (SH) - based on their 20-day standard-deviation return. It switches into the next most volatile asset when the current one's volatility falls below the others, protecting itself by staying in the most turbulent but potentially rewarding sector at any time.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Stupid Bot l 17Jul2006?
Dynamic and volatile, the strategy always holds the three most erratic sector funds - technology (XLK), health care (XLV), utilities (XLU), consumer staples (XLP) or the short S&P 500 (SH) - based on their 20-day standard-deviation return. It switches into the next most volatile asset when the current one's volatility falls below the others, protecting itself by staying in the most turbulent but potentially rewarding sector at any time.
What is Stupid Bot l 17Jul2006 holding today?
As of Oct 30, 2026, Stupid Bot l 17Jul2006 allocates to XLK 33.3%, XLP 33.3%, XLV 33.3%.
How has Stupid Bot l 17Jul2006 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Stupid Bot l 17Jul2006 returned +14.2% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Stupid Bot l 17Jul2006?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Stupid Bot l 17Jul2006 in a hypothetical backtest was -6.9%.
How do I use Stupid Bot l 17Jul2006?
Open Stupid Bot l 17Jul2006 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.