V1 | Safer 20 Year Treasury Bonds | Michael B
Backtest results
Metrics
1Y · since Oct 2025V1 | Safer 20 Year Treasury Bonds | Michael B | |
|---|---|
| Total Return | -8.73% |
| CAGR | -8.79% |
| Sharpe | -0.84 |
| Calmar | -0.61 |
| Max DD | -14.42% |
| Volatility | 10.33% |
| 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
Cautious and adaptive, the strategy mainly holds leveraged Treasury (TMF) when the 20-year Treasury (TLT) is below its 5-day average and oversold, or when TLT is above its 200-day average but not strongly trending. It switches to a defensive mix of dollar (UUP), gold (GLD), consumer staples (XLP) and short-term bonds (SHY) when TLT is neither overbought nor oversold, and to inverse Treasury (TMV) when TLT is overbought, protecting against sharp Treasury falls.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is V1 | Safer 20 Year Treasury Bonds | Michael B?
Cautious and adaptive, the strategy mainly holds leveraged Treasury (TMF) when the 20-year Treasury (TLT) is below its 5-day average and oversold, or when TLT is above its 200-day average but not strongly trending. It switches to a defensive mix of dollar (UUP), gold (GLD), consumer staples (XLP) and short-term bonds (SHY) when TLT is neither overbought nor oversold, and to inverse Treasury (TMV) when TLT is overbought, protecting against sharp Treasury falls.
What is V1 | Safer 20 Year Treasury Bonds | Michael B holding today?
As of Oct 30, 2026, V1 | Safer 20 Year Treasury Bonds | Michael B allocates to SHY 50%, UUP 50%.
How has V1 | Safer 20 Year Treasury Bonds | Michael B performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, V1 | Safer 20 Year Treasury Bonds | Michael B returned -9% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of V1 | Safer 20 Year Treasury Bonds | Michael B?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of V1 | Safer 20 Year Treasury Bonds | Michael B in a hypothetical backtest was -14.4%.
How do I use V1 | Safer 20 Year Treasury Bonds | Michael B?
Open V1 | Safer 20 Year Treasury Bonds | Michael B 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.