V2 | Bear BUYDIPS, Bull HFEAR | Michael B | No K-1
Backtest results
Metrics
1Y · since Oct 2025 V2 | Bear BUYDIPS, Bull HFEAR | Michael B | No K-1 | |
|---|---|
| Total Return | +36.79% |
| CAGR | +37.14% |
| Sharpe | 1.33 |
| Calmar | 2.40 |
| Max DD | -15.47% |
| Volatility | 26.58% |
| Win Rate | 60.6% |
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 risk-on strategy that keeps leveraged equity funds when the S&P 500 is calm or rising, but shifts to cash or long-term treasuries when the index falls sharply or volatility climbs. It protects itself by moving to bonds or cash whenever a 5-day drop or a 10-day drawdown signals a market turn.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is V2 | Bear BUYDIPS, Bull HFEAR | Michael B | No K-1?
Dynamic risk-on strategy that keeps leveraged equity funds when the S&P 500 is calm or rising, but shifts to cash or long-term treasuries when the index falls sharply or volatility climbs. It protects itself by moving to bonds or cash whenever a 5-day drop or a 10-day drawdown signals a market turn.
What is V2 | Bear BUYDIPS, Bull HFEAR | Michael B | No K-1 holding today?
As of Oct 30, 2026, V2 | Bear BUYDIPS, Bull HFEAR | Michael B | No K-1 allocates to TMF 45%, UPRO 36.2%, TQQQ 18.8%.
How has V2 | Bear BUYDIPS, Bull HFEAR | Michael B | No K-1 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, V2 | Bear BUYDIPS, Bull HFEAR | Michael B | No K-1 returned +36.8% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of V2 | Bear BUYDIPS, Bull HFEAR | Michael B | No K-1?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of V2 | Bear BUYDIPS, Bull HFEAR | Michael B | No K-1 in a hypothetical backtest was -15.5%.
How do I use V2 | Bear BUYDIPS, Bull HFEAR | Michael B | No K-1?
Open V2 | Bear BUYDIPS, Bull HFEAR | Michael B | No K-1 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.