Vol-ey Wolley Mashup Remix
Backtest results
Metrics
1Y · since Oct 2025Vol-ey Wolley Mashup Remix | |
|---|---|
| Total Return | +2.94% |
| CAGR | +2.96% |
| Sharpe | 0.28 |
| Calmar | 0.30 |
| Max DD | -9.98% |
| Volatility | 13.91% |
| Win Rate | 54.2% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
A sharp-edge volatility play that keeps equal weight in the VIX short-term fund (UVXY) and the anti-beta fund (BTAL) when the Nasdaq is overbought. When the market turns risk-off - RSI falls, VIX volatility rises, or the 20-day trend of TLT weakens - it shifts into bonds, gold, the dollar or inverse equity funds to protect capital.
Current allocation
What the rules select as of Oct 30, 2026.
- TQQQ20%
ProShares UltraPro QQQ
- SVXY11%
ProShares Short VIX Short-Term Futures ETF
- TMF11%
Direxion Daily 20+ Year Treasury Bull 3X ETF
- DBC10%
Invesco DB Commodity Index Tracking Fund
- UUP10%
Invesco DB US Dollar Index Bullish Fund
- VIXM9%
ProShares VIX Mid-Term Futures ETF
- BTAL7%
AGF U.S. Market Neutral Anti-Beta Fund
- GLD7%
SPDR Gold Trust, SPDR Gold Shares
- XLP7%
State Street Consumer Staples Select Sector SPDR ETF
- SHY4%
iShares 1-3 Year Treasury Bond ETF
- SPY4%
State Street SPDR S&P 500 ETF Trust
Frequently asked questions
What is Vol-ey Wolley Mashup Remix?
A sharp-edge volatility play that keeps equal weight in the VIX short-term fund (UVXY) and the anti-beta fund (BTAL) when the Nasdaq is overbought. When the market turns risk-off - RSI falls, VIX volatility rises, or the 20-day trend of TLT weakens - it shifts into bonds, gold, the dollar or inverse equity funds to protect capital.
What is Vol-ey Wolley Mashup Remix holding today?
As of Oct 30, 2026, Vol-ey Wolley Mashup Remix allocates to TQQQ 20%, SVXY 11%, TMF 11%, DBC 10%, UUP 10%, VIXM 9%, BTAL 7%, GLD 7%, XLP 7%, SHY 4%, SPY 4%.
How has Vol-ey Wolley Mashup Remix performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Vol-ey Wolley Mashup Remix returned +3.7% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Vol-ey Wolley Mashup Remix?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Vol-ey Wolley Mashup Remix in a hypothetical backtest was -10%.
How do I use Vol-ey Wolley Mashup Remix?
Open Vol-ey Wolley Mashup Remix 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.