V1.1 | Bear BUYDIPS, Bull HFEAR | Michael B | Safety Mix Update
Backtest results
Metrics
1Y · since Oct 2025V1.1 | Bear BUYDIPS, Bull HFEAR | Michael B | Safety Mix Update | |
|---|---|
| Total Return | +44.91% |
| CAGR | +45.35% |
| Sharpe | 1.50 |
| Calmar | 2.93 |
| Max DD | -15.47% |
| Volatility | 27.64% |
| Win Rate | 54.2% |
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 defensive, the strategy mainly holds a balanced mix of dollar (UUP), gold (GLD) and consumer staples (XLP) when the market is neither sharply falling nor experiencing large drawdowns. It switches to leveraged equity (UPRO or TQQQ) after a quick 5-day rally or when the S&P 500 drops more than 5% in five days, and it adds long-term treasuries (TMF) or inverse volatility weighting of UPRO and TQQQ when short-term drawdowns stay below 5% while the annual drawdown stays under 10%.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is V1.1 | Bear BUYDIPS, Bull HFEAR | Michael B | Safety Mix Update?
Dynamic and defensive, the strategy mainly holds a balanced mix of dollar (UUP), gold (GLD) and consumer staples (XLP) when the market is neither sharply falling nor experiencing large drawdowns. It switches to leveraged equity (UPRO or TQQQ) after a quick 5-day rally or when the S&P 500 drops more than 5% in five days, and it adds long-term treasuries (TMF) or inverse volatility weighting of UPRO and TQQQ when short-term drawdowns stay below 5% while the annual drawdown stays under 10%.
What is V1.1 | Bear BUYDIPS, Bull HFEAR | Michael B | Safety Mix Update holding today?
As of Oct 30, 2026, V1.1 | Bear BUYDIPS, Bull HFEAR | Michael B | Safety Mix Update allocates to TMF 45%, UPRO 36.2%, TQQQ 18.8%.
How has V1.1 | Bear BUYDIPS, Bull HFEAR | Michael B | Safety Mix Update performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, V1.1 | Bear BUYDIPS, Bull HFEAR | Michael B | Safety Mix Update returned +44.4% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of V1.1 | Bear BUYDIPS, Bull HFEAR | Michael B | Safety Mix Update?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of V1.1 | Bear BUYDIPS, Bull HFEAR | Michael B | Safety Mix Update in a hypothetical backtest was -15.5%.
How do I use V1.1 | Bear BUYDIPS, Bull HFEAR | Michael B | Safety Mix Update?
Open V1.1 | Bear BUYDIPS, Bull HFEAR | Michael B | Safety Mix Update 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.