Total Market Hedged - RSI trends
Backtest results
Metrics
1Y · since Oct 2025Total Market Hedged - RSI trends | |
|---|---|
| Total Return | -3.55% |
| CAGR | -3.57% |
| Sharpe | -0.40 |
| Calmar | -0.37 |
| Max DD | -9.72% |
| Volatility | 8.19% |
| Win Rate | 72.3% |
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 the risk-on leveraged VIX fund (UVXY) when the S&P 500 or Nasdaq shows extreme overbought conditions. It switches to short-term bonds (BIL) or short equity (SH, PSQ) when the market is oversold or the VIX is high, protecting itself by moving into defensive assets when volatility rises or the S&P 500 falls below its 100-day average.
Current allocation
What the rules select as of Oct 30, 2026.
- BIL100%
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Frequently asked questions
What is Total Market Hedged - RSI trends?
Dynamic and defensive, the strategy mainly holds the risk-on leveraged VIX fund (UVXY) when the S&P 500 or Nasdaq shows extreme overbought conditions. It switches to short-term bonds (BIL) or short equity (SH, PSQ) when the market is oversold or the VIX is high, protecting itself by moving into defensive assets when volatility rises or the S&P 500 falls below its 100-day average.
What is Total Market Hedged - RSI trends holding today?
As of Oct 30, 2026, Total Market Hedged - RSI trends allocates to BIL 100%.
How has Total Market Hedged - RSI trends performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Total Market Hedged - RSI trends returned -3.5% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Total Market Hedged - RSI trends?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Total Market Hedged - RSI trends in a hypothetical backtest was -9.7%.
How do I use Total Market Hedged - RSI trends?
Open Total Market Hedged - RSI trends 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.