Threshold bug demo
Backtest results
Metrics
1Y · since Oct 2025Threshold bug demo | |
|---|---|
| Total Return | +2.63% |
| CAGR | +2.65% |
| Sharpe | 2.81 |
| Calmar | 4.50 |
| Max DD | -0.59% |
| Volatility | 0.94% |
| Win Rate | 57.0% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Consistently holds equal weight in short-term Treasury (BIL) and short-term bond (BSV) funds, regardless of market conditions. It stays in these defensive assets to protect capital when the S&P 500 (SPY) does not deliver a 50% gain in a year, but otherwise remains unchanged.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Threshold bug demo?
Consistently holds equal weight in short-term Treasury (BIL) and short-term bond (BSV) funds, regardless of market conditions. It stays in these defensive assets to protect capital when the S&P 500 (SPY) does not deliver a 50% gain in a year, but otherwise remains unchanged.
What is Threshold bug demo holding today?
As of Oct 30, 2026, Threshold bug demo allocates to BIL 50%, BSV 50%.
How has Threshold bug demo performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Threshold bug demo returned +2.7% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Threshold bug demo?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Threshold bug demo in a hypothetical backtest was -0.6%.
How do I use Threshold bug demo?
Open Threshold bug demo 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.