TQQQ Daily 60d Bond Trend, 2d Bond Trend, Drawdown, Vix
Backtest results
Metrics
1Y · since Oct 2025TQQQ Daily 60d Bond Trend, 2d Bond Trend, Drawdown, Vix | |
|---|---|
| Total Return | -13.33% |
| CAGR | -13.43% |
| Sharpe | -0.27 |
| Calmar | -0.61 |
| Max DD | -22.15% |
| Volatility | 33.23% |
| Win Rate | 52.2% |
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 risk-aware, the strategy mainly holds leveraged Nasdaq (TQQQ) when the 60-day bond trend is favorable and the 10-day QQQ drawdown stays below five percent. It switches to a defensive mix of inverse-volatility weighted bonds (IEF), dollar (UUP), gold (GLD) and long-term Treasury (TMF) when the bond trend turns negative or the QQQ drawdown exceeds five percent, protecting against sharp market declines.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is TQQQ Daily 60d Bond Trend, 2d Bond Trend, Drawdown, Vix?
Dynamic and risk-aware, the strategy mainly holds leveraged Nasdaq (TQQQ) when the 60-day bond trend is favorable and the 10-day QQQ drawdown stays below five percent. It switches to a defensive mix of inverse-volatility weighted bonds (IEF), dollar (UUP), gold (GLD) and long-term Treasury (TMF) when the bond trend turns negative or the QQQ drawdown exceeds five percent, protecting against sharp market declines.
What is TQQQ Daily 60d Bond Trend, 2d Bond Trend, Drawdown, Vix holding today?
As of Oct 30, 2026, TQQQ Daily 60d Bond Trend, 2d Bond Trend, Drawdown, Vix allocates to TQQQ 55%, UUP 20.8%, IEF 16.5%, GLD 4.5%, TMF 3.2%.
How has TQQQ Daily 60d Bond Trend, 2d Bond Trend, Drawdown, Vix performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, TQQQ Daily 60d Bond Trend, 2d Bond Trend, Drawdown, Vix returned -10.9% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of TQQQ Daily 60d Bond Trend, 2d Bond Trend, Drawdown, Vix?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of TQQQ Daily 60d Bond Trend, 2d Bond Trend, Drawdown, Vix in a hypothetical backtest was -22.2%.
How do I use TQQQ Daily 60d Bond Trend, 2d Bond Trend, Drawdown, Vix?
Open TQQQ Daily 60d Bond Trend, 2d Bond Trend, Drawdown, Vix 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.