V1 | TMV/TMF Selector | Michael B
Backtest results
Metrics
1Y · since Oct 2025V1 | TMV/TMF Selector | Michael B | |
|---|---|
| Total Return | +10.17% |
| CAGR | +10.26% |
| Sharpe | 0.82 |
| Calmar | 1.15 |
| Max DD | -8.88% |
| Volatility | 12.92% |
| Win Rate | 51.8% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
A sharp-edge strategy keeps the portfolio in the S&P 500 (SPY) when both the 3-x Treasury bull (TMF) and bear (TMV) funds stay below a 10% five-day drawdown. If either fund exceeds that threshold, it switches to whichever of TMF or TMV has the smaller recent drawdown, protecting the portfolio from sudden market swings.
Current allocation
What the rules select as of Oct 30, 2026.
- SPY100%
State Street SPDR S&P 500 ETF Trust
Frequently asked questions
What is V1 | TMV/TMF Selector | Michael B?
A sharp-edge strategy keeps the portfolio in the S&P 500 (SPY) when both the 3-x Treasury bull (TMF) and bear (TMV) funds stay below a 10% five-day drawdown. If either fund exceeds that threshold, it switches to whichever of TMF or TMV has the smaller recent drawdown, protecting the portfolio from sudden market swings.
What is V1 | TMV/TMF Selector | Michael B holding today?
As of Oct 30, 2026, V1 | TMV/TMF Selector | Michael B allocates to SPY 100%.
How has V1 | TMV/TMF Selector | Michael B performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, V1 | TMV/TMF Selector | Michael B returned +10.7% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of V1 | TMV/TMF Selector | Michael B?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of V1 | TMV/TMF Selector | Michael B in a hypothetical backtest was -8.9%.
How do I use V1 | TMV/TMF Selector | Michael B?
Open V1 | TMV/TMF Selector | 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.