Backtest results
Metrics
1Y · since Oct 2025[TMBPE] | |
|---|---|
| Total Return | +29.77% |
| CAGR | +30.04% |
| Sharpe | 1.09 |
| Calmar | 2.06 |
| Max DD | -14.55% |
| Volatility | 27.43% |
| Win Rate | 49.4% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Dynamic and defensive, the strategy mainly holds leveraged tech (TECL) when the Nasdaq is oversold, but switches to a VIX spike hedge (UVXY) if the leveraged QQQ becomes overbought. When the Nasdaq is not oversold it pivots to a dollar-strengthener (UUP) if the dollar trend is positive, otherwise it balances between a health-care stock (UNH) and a retail stock (COST) to keep risk low.
Current allocation
What the rules select as of Oct 30, 2026.
- UUP100%
Invesco DB US Dollar Index Bullish Fund
Frequently asked questions
What is [TMBPE]?
Dynamic and defensive, the strategy mainly holds leveraged tech (TECL) when the Nasdaq is oversold, but switches to a VIX spike hedge (UVXY) if the leveraged QQQ becomes overbought. When the Nasdaq is not oversold it pivots to a dollar-strengthener (UUP) if the dollar trend is positive, otherwise it balances between a health-care stock (UNH) and a retail stock (COST) to keep risk low.
What is [TMBPE] holding today?
As of Oct 30, 2026, [TMBPE] allocates to UUP 100%.
How has [TMBPE] performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, [TMBPE] returned +30.2% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of [TMBPE]?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of [TMBPE] in a hypothetical backtest was -14.5%.
How do I use [TMBPE]?
Open [TMBPE] 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.