The Not Boring: Rising Rates with Vol Switch
Backtest results
Metrics
1Y · since Oct 2025The Not Boring: Rising Rates with Vol Switch | |
|---|---|
| Total Return | -22.84% |
| CAGR | -23.00% |
| Sharpe | -1.01 |
| Calmar | -0.93 |
| Max DD | -24.86% |
| Volatility | 23.34% |
| 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
Dynamic and defensive, the strategy mainly holds leveraged Nasdaq (TQQQ) and financials (FAS) while markets trend upward. When the 10-day drawdown of the broad index (QQQ) exceeds 6% or Treasury (TMF) falls beyond 7%, it shifts to a low-volatility mix of gold (GLD), the dollar (UUP) and bonds, protecting against sharp downturns.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is The Not Boring: Rising Rates with Vol Switch?
Dynamic and defensive, the strategy mainly holds leveraged Nasdaq (TQQQ) and financials (FAS) while markets trend upward. When the 10-day drawdown of the broad index (QQQ) exceeds 6% or Treasury (TMF) falls beyond 7%, it shifts to a low-volatility mix of gold (GLD), the dollar (UUP) and bonds, protecting against sharp downturns.
What is The Not Boring: Rising Rates with Vol Switch holding today?
As of Oct 30, 2026, The Not Boring: Rising Rates with Vol Switch allocates to TMF 42.4%, FAS 34%, TQQQ 23.6%.
How has The Not Boring: Rising Rates with Vol Switch performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, The Not Boring: Rising Rates with Vol Switch returned -23% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of The Not Boring: Rising Rates with Vol Switch?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of The Not Boring: Rising Rates with Vol Switch in a hypothetical backtest was -25.1%.
How do I use The Not Boring: Rising Rates with Vol Switch?
Open The Not Boring: Rising Rates with Vol Switch 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.