VIXn' Short l BrianE Mod l Nov 2nd 2011
Backtest results
Metrics
1Y · since Oct 2025VIXn' Short l BrianE Mod l Nov 2nd 2011 | |
|---|---|
| Total Return | -10.55% |
| CAGR | -10.63% |
| Sharpe | -0.81 |
| Calmar | -0.57 |
| Max DD | -18.57% |
| Volatility | 12.87% |
| Win Rate | 55.4% |
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 disciplined, the strategy mainly holds leveraged VIX short-term (SVXY) and sector funds (XLU, XLV, XLY) when SVXY's five-day return is positive, using inverse-volatility weighting to balance risk. When SVXY underperforms, it switches to a short-term VIX (UVXY) if the S&P 500 3x (SPXL) is overbought, otherwise it moves into cash-equivalent bonds (BIL) to protect capital.
Current allocation
What the rules select as of Oct 30, 2026.
- BIL100%
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Frequently asked questions
What is VIXn' Short l BrianE Mod l Nov 2nd 2011?
Dynamic and disciplined, the strategy mainly holds leveraged VIX short-term (SVXY) and sector funds (XLU, XLV, XLY) when SVXY's five-day return is positive, using inverse-volatility weighting to balance risk. When SVXY underperforms, it switches to a short-term VIX (UVXY) if the S&P 500 3x (SPXL) is overbought, otherwise it moves into cash-equivalent bonds (BIL) to protect capital.
What is VIXn' Short l BrianE Mod l Nov 2nd 2011 holding today?
As of Oct 30, 2026, VIXn' Short l BrianE Mod l Nov 2nd 2011 allocates to BIL 100%.
How has VIXn' Short l BrianE Mod l Nov 2nd 2011 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, VIXn' Short l BrianE Mod l Nov 2nd 2011 returned -10.5% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of VIXn' Short l BrianE Mod l Nov 2nd 2011?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of VIXn' Short l BrianE Mod l Nov 2nd 2011 in a hypothetical backtest was -18.6%.
How do I use VIXn' Short l BrianE Mod l Nov 2nd 2011?
Open VIXn' Short l BrianE Mod l 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.