V1a HAA CANARY + DUAL MOMENTUM + BLACK SWAN CATCHER
Backtest results
Metrics
1Y · since Oct 2025V1a HAA CANARY + DUAL MOMENTUM + BLACK SWAN CATCHER | |
|---|---|
| Total Return | +1.79% |
| CAGR | +1.80% |
| Sharpe | 0.19 |
| Calmar | 0.10 |
| Max DD | -18.43% |
| Volatility | 22.28% |
| Win Rate | 55.8% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Aggressive yet defensive, the strategy keeps the portfolio in the volatility hedge (UVXY) when the market is overbought or VIX is high, and shifts to cash-like BIL or the top four recent-return assets when risk signals rise. It switches based on short-term RSI extremes, the S&P 500's 200-day trend, and the 365-day return of TIP, protecting itself by moving into bonds or the best-performing equities when conditions turn bearish.
Current allocation
What the rules select as of Oct 30, 2026.
- DBC25%
Invesco DB Commodity Index Tracking Fund
- SOXX12.5%
iShares Semiconductor ETF
- SPY12.5%
State Street SPDR S&P 500 ETF Trust
- BIL6.3%
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
- EEM6.3%
iShares MSCI Emerging Markets ETF
- EFA6.3%
iShares MSCI EAFE ETF
- IEF6.3%
iShares 7-10 Year Treasury Bond ETF
- IWM6.3%
iShares Russell 2000 ETF
- QQQ6.3%
Invesco QQQ Trust, Series 1
- TLT6.3%
iShares 20 Year Treasury Bond ETF
- VNQ6.3%
Vanguard Real Estate ETF
Frequently asked questions
What is V1a HAA CANARY + DUAL MOMENTUM + BLACK SWAN CATCHER?
Aggressive yet defensive, the strategy keeps the portfolio in the volatility hedge (UVXY) when the market is overbought or VIX is high, and shifts to cash-like BIL or the top four recent-return assets when risk signals rise. It switches based on short-term RSI extremes, the S&P 500's 200-day trend, and the 365-day return of TIP, protecting itself by moving into bonds or the best-performing equities when conditions turn bearish.
What is V1a HAA CANARY + DUAL MOMENTUM + BLACK SWAN CATCHER holding today?
As of Oct 30, 2026, V1a HAA CANARY + DUAL MOMENTUM + BLACK SWAN CATCHER allocates to DBC 25%, SOXX 12.5%, SPY 12.5%, BIL 6.3%, EEM 6.3%, EFA 6.3%, IEF 6.3%, IWM 6.3%, QQQ 6.3%, TLT 6.3%, VNQ 6.3%.
How has V1a HAA CANARY + DUAL MOMENTUM + BLACK SWAN CATCHER performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, V1a HAA CANARY + DUAL MOMENTUM + BLACK SWAN CATCHER returned +2.5% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of V1a HAA CANARY + DUAL MOMENTUM + BLACK SWAN CATCHER?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of V1a HAA CANARY + DUAL MOMENTUM + BLACK SWAN CATCHER in a hypothetical backtest was -18.4%.
How do I use V1a HAA CANARY + DUAL MOMENTUM + BLACK SWAN CATCHER?
Open V1a HAA CANARY + DUAL MOMENTUM + BLACK SWAN CATCHER 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.