Backtest results
Metrics
1Y · since Oct 2025Vixen Basket | |
|---|---|
| Total Return | -43.68% |
| CAGR | -43.94% |
| Sharpe | -1.99 |
| Calmar | -0.98 |
| Max DD | -44.77% |
| Volatility | 27.22% |
| Win Rate | 48.2% |
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 defensive, the strategy mainly holds leveraged Nasdaq (TQQQ) and short-term Treasury (BIL) while it monitors volatility and market strength. When the S&P 500 or Nasdaq shows overbought signals or VIX rises, it switches to short-VIX (UVXY) or inverse Treasury (TMV) and adds the dollar (UUP) to protect against a downturn, using inverse-volatility sizing to keep risk balanced.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Vixen Basket?
Dynamic and defensive, the strategy mainly holds leveraged Nasdaq (TQQQ) and short-term Treasury (BIL) while it monitors volatility and market strength. When the S&P 500 or Nasdaq shows overbought signals or VIX rises, it switches to short-VIX (UVXY) or inverse Treasury (TMV) and adds the dollar (UUP) to protect against a downturn, using inverse-volatility sizing to keep risk balanced.
What is Vixen Basket holding today?
As of Oct 30, 2026, Vixen Basket allocates to TQQQ 58.3%, TMF 41.7%.
How has Vixen Basket performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Vixen Basket returned -43.2% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Vixen Basket?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Vixen Basket in a hypothetical backtest was -44.8%.
How do I use Vixen Basket?
Open Vixen Basket 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.