Vanguard Mean Reversion Hybrid
Backtest results
Metrics
1Y · since Oct 2025Vanguard Mean Reversion Hybrid | |
|---|---|
| Total Return | +15.40% |
| CAGR | +15.53% |
| Sharpe | 1.16 |
| Calmar | 2.30 |
| Max DD | -6.76% |
| Volatility | 13.30% |
| Win Rate | 55.0% |
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 dynamic sector-rotation strategy that always holds the three worst-performing funds over the past 14 days and the single best performer over the past 200 days. It switches into the top performer when the market trend turns bullish and reverts to the bottom trio when recent returns lag, protecting itself by staying in the most under-priced sectors and avoiding over-grown ones.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Vanguard Mean Reversion Hybrid?
A dynamic sector-rotation strategy that always holds the three worst-performing funds over the past 14 days and the single best performer over the past 200 days. It switches into the top performer when the market trend turns bullish and reverts to the bottom trio when recent returns lag, protecting itself by staying in the most under-priced sectors and avoiding over-grown ones.
What is Vanguard Mean Reversion Hybrid holding today?
As of Oct 30, 2026, Vanguard Mean Reversion Hybrid allocates to VGT 30%, VIS 30%, VOX 30%, VDE 10%.
How has Vanguard Mean Reversion Hybrid performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Vanguard Mean Reversion Hybrid returned +14.6% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Vanguard Mean Reversion Hybrid?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Vanguard Mean Reversion Hybrid in a hypothetical backtest was -6.8%.
How do I use Vanguard Mean Reversion Hybrid?
Open Vanguard Mean Reversion Hybrid 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.