VIXn' BEmod - Nov 2nd 2011
Backtest results
Metrics
1Y · since Oct 2025VIXn' BEmod - Nov 2nd 2011 | |
|---|---|
| Total Return | +23.26% |
| CAGR | +23.47% |
| Sharpe | 0.99 |
| Calmar | 1.25 |
| Max DD | -18.80% |
| Volatility | 24.45% |
| 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 defensive, the strategy mainly holds leveraged tech (TQQQ) and biotech (CURE) when recent returns are strong, but it pivots to short-volatility (SVXY) or cash (BIL) when VIX rises above 70. It also shifts into bonds (TMF), gold (GLD), or the dollar (UUP) when the Treasury or currency outpaces the S&P 500, protecting against market downturns.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is VIXn' BEmod - Nov 2nd 2011?
Dynamic and defensive, the strategy mainly holds leveraged tech (TQQQ) and biotech (CURE) when recent returns are strong, but it pivots to short-volatility (SVXY) or cash (BIL) when VIX rises above 70. It also shifts into bonds (TMF), gold (GLD), or the dollar (UUP) when the Treasury or currency outpaces the S&P 500, protecting against market downturns.
What is VIXn' BEmod - Nov 2nd 2011 holding today?
As of Oct 30, 2026, VIXn' BEmod - Nov 2nd 2011 allocates to UUP 62.6%, TMV 37.4%.
How has VIXn' BEmod - Nov 2nd 2011 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, VIXn' BEmod - Nov 2nd 2011 returned +25.4% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of VIXn' BEmod - Nov 2nd 2011?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of VIXn' BEmod - Nov 2nd 2011 in a hypothetical backtest was -18.8%.
How do I use VIXn' BEmod - Nov 2nd 2011?
Open VIXn' BEmod - Nov 2nd 2011 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.