V1a Monthly JNK canary Replace UPRO with TQQQ
Backtest results
Metrics
1Y · since Oct 2025V1a Monthly JNK canary Replace UPRO with TQQQ | |
|---|---|
| Total Return | +4.69% |
| CAGR | +4.73% |
| Sharpe | 0.31 |
| Calmar | 0.23 |
| Max DD | -20.45% |
| Volatility | 24.77% |
| Win Rate | 50.6% |
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 risk-aware, the strategy mainly holds leveraged Nasdaq (TQQQ) when high-yield bonds (JNK) beat short-term Treasury (BIL) over 30 days. Otherwise it shifts to a defensive mix of dollar (UUP), gold (GLD), consumer staples (XLP) and short Treasury (SHY), or adds leveraged long-term Treasury (TMF) if 90-day Treasury (TLT) gains exceed 1%.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is V1a Monthly JNK canary Replace UPRO with TQQQ?
Dynamic and risk-aware, the strategy mainly holds leveraged Nasdaq (TQQQ) when high-yield bonds (JNK) beat short-term Treasury (BIL) over 30 days. Otherwise it shifts to a defensive mix of dollar (UUP), gold (GLD), consumer staples (XLP) and short Treasury (SHY), or adds leveraged long-term Treasury (TMF) if 90-day Treasury (TLT) gains exceed 1%.
What is V1a Monthly JNK canary Replace UPRO with TQQQ holding today?
As of Oct 30, 2026, V1a Monthly JNK canary Replace UPRO with TQQQ allocates to GLD 28.3%, SHY 28.3%, UUP 28.3%, XLP 15%.
How has V1a Monthly JNK canary Replace UPRO with TQQQ performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, V1a Monthly JNK canary Replace UPRO with TQQQ returned +3.5% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of V1a Monthly JNK canary Replace UPRO with TQQQ?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of V1a Monthly JNK canary Replace UPRO with TQQQ in a hypothetical backtest was -20.5%.
How do I use V1a Monthly JNK canary Replace UPRO with TQQQ?
Open V1a Monthly JNK canary Replace UPRO with TQQQ 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.