The vol-y wolly 3 check
Backtest results
Metrics
1Y · since Oct 2025The vol-y wolly 3 check | |
|---|---|
| Total Return | +2.25% |
| CAGR | +2.27% |
| Sharpe | 0.24 |
| Calmar | 0.27 |
| Max DD | -8.44% |
| Volatility | 13.30% |
| Win Rate | 52.6% |
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 (QLD) when volatility is low and the market is trending up, but it switches to a balanced mix of bonds (SHY), broad market (SPY), neutral (BTAL), gold (GLD) and staples (XLP) when volatility rises or the Nasdaq shows overbought signals. It protects itself by moving into short-VIX (SVXY) and VIX mid-term (VIXM) when VIX volatility spikes, and into ultra-VIX (UVXY) when the Nasdaq is overbought and volatility is still low.
Current allocation
What the rules select as of Oct 30, 2026.
- SVXY27.5%
ProShares Short VIX Short-Term Futures ETF
- VIXM22.5%
ProShares VIX Mid-Term Futures ETF
- BTAL10%
AGF U.S. Market Neutral Anti-Beta Fund
- GLD10%
SPDR Gold Trust, SPDR Gold Shares
- SHY10%
iShares 1-3 Year Treasury Bond ETF
- SPY10%
State Street SPDR S&P 500 ETF Trust
- XLP10%
State Street Consumer Staples Select Sector SPDR ETF
Frequently asked questions
What is The vol-y wolly 3 check?
Dynamic and defensive, the strategy mainly holds leveraged Nasdaq (QLD) when volatility is low and the market is trending up, but it switches to a balanced mix of bonds (SHY), broad market (SPY), neutral (BTAL), gold (GLD) and staples (XLP) when volatility rises or the Nasdaq shows overbought signals. It protects itself by moving into short-VIX (SVXY) and VIX mid-term (VIXM) when VIX volatility spikes, and into ultra-VIX (UVXY) when the Nasdaq is overbought and volatility is still low.
What is The vol-y wolly 3 check holding today?
As of Oct 30, 2026, The vol-y wolly 3 check allocates to SVXY 27.5%, VIXM 22.5%, BTAL 10%, GLD 10%, SHY 10%, SPY 10%, XLP 10%.
How has The vol-y wolly 3 check performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, The vol-y wolly 3 check returned +3% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of The vol-y wolly 3 check?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of The vol-y wolly 3 check in a hypothetical backtest was -8.4%.
How do I use The vol-y wolly 3 check?
Open The vol-y wolly 3 check 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.