Survivorship Bias Ahoy
Backtest results
Metrics
1Y · since Oct 2025Survivorship Bias Ahoy | |
|---|---|
| Total Return | +33.23% |
| CAGR | +33.54% |
| Sharpe | 2.00 |
| Calmar | 5.54 |
| Max DD | -6.05% |
| Volatility | 15.11% |
| 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
Cautious portfolio that holds defensive bonds when volatility is high, otherwise spreads across consumer staples and healthcare stocks. It switches to Treasury bonds when the VIX shows extreme activity, protecting itself from sharp market swings while maintaining a steady equity mix.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Survivorship Bias Ahoy?
Cautious portfolio that holds defensive bonds when volatility is high, otherwise spreads across consumer staples and healthcare stocks. It switches to Treasury bonds when the VIX shows extreme activity, protecting itself from sharp market swings while maintaining a steady equity mix.
What is Survivorship Bias Ahoy holding today?
As of Oct 30, 2026, Survivorship Bias Ahoy allocates to COST 25%, JNJ 25%, KO 25%, UNH 25%.
How has Survivorship Bias Ahoy performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Survivorship Bias Ahoy returned +31.5% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Survivorship Bias Ahoy?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Survivorship Bias Ahoy in a hypothetical backtest was -6%.
How do I use Survivorship Bias Ahoy?
Open Survivorship Bias Ahoy 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.