Tech vs Utilities | Managed Risk
Backtest results
Metrics
1Y · since Oct 2025Tech vs Utilities | Managed Risk | |
|---|---|
| Total Return | -1.20% |
| CAGR | -1.21% |
| Sharpe | 0.09 |
| Calmar | -0.07 |
| Max DD | -16.54% |
| Volatility | 27.42% |
| Win Rate | 51.8% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
A dynamic portfolio that stays risk-on with leveraged tech funds when market volatility is low, but shifts to a defensive mix of the dollar, gold, consumer staples and short-term bonds when volatility rises or tech is weaker than utilities. It protects itself by rebalancing to the equal-weight defensive mix whenever the SPY's 21-day volatility exceeds three standard deviations or the tech-to-utility RSI gap widens.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Tech vs Utilities | Managed Risk?
A dynamic portfolio that stays risk-on with leveraged tech funds when market volatility is low, but shifts to a defensive mix of the dollar, gold, consumer staples and short-term bonds when volatility rises or tech is weaker than utilities. It protects itself by rebalancing to the equal-weight defensive mix whenever the SPY's 21-day volatility exceeds three standard deviations or the tech-to-utility RSI gap widens.
What is Tech vs Utilities | Managed Risk holding today?
As of Oct 30, 2026, Tech vs Utilities | Managed Risk allocates to TQQQ 33.3%, UDOW 33.3%, UPRO 33.3%.
How has Tech vs Utilities | Managed Risk performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Tech vs Utilities | Managed Risk returned -1.5% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Tech vs Utilities | Managed Risk?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Tech vs Utilities | Managed Risk in a hypothetical backtest was -16.5%.
How do I use Tech vs Utilities | Managed Risk?
Open Tech vs Utilities | Managed Risk 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.