Backtest results
Metrics
1Y · since Oct 2025ULTA | |
|---|---|
| Total Return | +9.14% |
| CAGR | +9.22% |
| Sharpe | 0.46 |
| Calmar | 0.33 |
| Max DD | -27.83% |
| Volatility | 26.94% |
| Win Rate | 50.2% |
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 risk-on strategy that holds leveraged stock ULTA when its 20-day moving average is above its 200-day average, otherwise it splits evenly between short-term (SHV) and intermediate (IEI) Treasury bonds. The switch protects the portfolio by moving into defensive bond holdings whenever the stock trend turns neutral.
Current allocation
What the rules select as of Oct 30, 2026.
- ULTA100%
Ulta Beauty, Inc. Common Stock
Frequently asked questions
What is ULTA?
Dynamic risk-on strategy that holds leveraged stock ULTA when its 20-day moving average is above its 200-day average, otherwise it splits evenly between short-term (SHV) and intermediate (IEI) Treasury bonds. The switch protects the portfolio by moving into defensive bond holdings whenever the stock trend turns neutral.
What is ULTA holding today?
As of Oct 30, 2026, ULTA allocates to ULTA 100%.
How has ULTA performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, ULTA returned +10.8% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of ULTA?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of ULTA in a hypothetical backtest was -27.8%.
How do I use ULTA?
Open ULTA 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.