Umbrella Trend
Backtest results
Metrics
1Y · since Oct 2025Umbrella Trend | |
|---|---|
| Total Return | +14.36% |
| CAGR | +14.48% |
| Sharpe | 1.35 |
| Calmar | 2.58 |
| Max DD | -5.62% |
| Volatility | 10.51% |
| Win Rate | 57.8% |
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 top two of SPY, TLT, GLD, SHV, DBC, UUP based on 120-day return. When QQQ's 10-day drawdown exceeds 6% it switches to QQQ if RSI is low; otherwise it shifts to an inverse-volatility mix of GLD, TLT, QQQ, UUP. If QQQ is stable but TLT's drawdown is high, it rebalances to GLD, UUP, SPY, TLT; otherwise it stays in TLT and QQQ. The portfolio protects itself by moving into bonds, gold, or the dollar when risk rises, keeping volatility in check.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Umbrella Trend?
Dynamic and defensive, the strategy mainly holds the top two of SPY, TLT, GLD, SHV, DBC, UUP based on 120-day return. When QQQ's 10-day drawdown exceeds 6% it switches to QQQ if RSI is low; otherwise it shifts to an inverse-volatility mix of GLD, TLT, QQQ, UUP. If QQQ is stable but TLT's drawdown is high, it rebalances to GLD, UUP, SPY, TLT; otherwise it stays in TLT and QQQ. The portfolio protects itself by moving into bonds, gold, or the dollar when risk rises, keeping volatility in check.
What is Umbrella Trend holding today?
As of Oct 30, 2026, Umbrella Trend allocates to TLT 32%, DBC 25%, UUP 25%, QQQ 18%.
How has Umbrella Trend performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Umbrella Trend returned +14.4% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Umbrella Trend?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Umbrella Trend in a hypothetical backtest was -5.6%.
How do I use Umbrella Trend?
Open Umbrella Trend 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.