V1a Umbrella Trend
Backtest results
Metrics
1Y · since Oct 2025V1a Umbrella Trend | |
|---|---|
| Total Return | +11.53% |
| CAGR | +11.63% |
| Sharpe | 0.96 |
| Calmar | 1.79 |
| Max DD | -6.51% |
| Volatility | 12.35% |
| Win Rate | 57.4% |
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 (QLD) and the S&P 500 (SSO) when the market is trending up, but it switches to a defensive mix of bonds (TLT), gold (GLD) and the dollar (UUP) whenever the 10-day drawdown of QQQ exceeds 6% or TLT's drawdown passes 4%. It protects itself by weighting assets inversely to volatility, ensuring each position contributes similar risk and automatically de-risks when market stress rises.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is V1a Umbrella Trend?
Dynamic and risk-aware, the strategy mainly holds leveraged Nasdaq (QLD) and the S&P 500 (SSO) when the market is trending up, but it switches to a defensive mix of bonds (TLT), gold (GLD) and the dollar (UUP) whenever the 10-day drawdown of QQQ exceeds 6% or TLT's drawdown passes 4%. It protects itself by weighting assets inversely to volatility, ensuring each position contributes similar risk and automatically de-risks when market stress rises.
What is V1a Umbrella Trend holding today?
As of Oct 30, 2026, V1a Umbrella Trend allocates to TLT 39%, DBC 25%, UUP 25%, QLD 11%.
How has V1a Umbrella Trend performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, V1a Umbrella Trend returned +11.7% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of V1a Umbrella Trend?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of V1a Umbrella Trend in a hypothetical backtest was -6.5%.
How do I use V1a Umbrella Trend?
Open V1a Umbrella Trend 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.