Vol Hedge ?
Backtest results
Metrics
1Y · since Oct 2025Vol Hedge ? | |
|---|---|
| Total Return | +13.65% |
| CAGR | +13.77% |
| Sharpe | 0.73 |
| Calmar | 0.67 |
| Max DD | -20.63% |
| Volatility | 20.65% |
| 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
Aggressive yet cautious, the strategy mainly holds leveraged Nasdaq (TQQQ) when the Nasdaq is oversold, but switches to a defensive mix of gold (GLD), short-term bonds (SHY) and the dollar (UUP) when the Nasdaq is not oversold and the 3x S&P 500 (SPXL) is not overbought. It adds a volatility hedge (UVXY) whenever either the Nasdaq or the 3x S&P 500 shows extreme overbought conditions, protecting the portfolio from sudden market swings.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Vol Hedge ??
Aggressive yet cautious, the strategy mainly holds leveraged Nasdaq (TQQQ) when the Nasdaq is oversold, but switches to a defensive mix of gold (GLD), short-term bonds (SHY) and the dollar (UUP) when the Nasdaq is not oversold and the 3x S&P 500 (SPXL) is not overbought. It adds a volatility hedge (UVXY) whenever either the Nasdaq or the 3x S&P 500 shows extreme overbought conditions, protecting the portfolio from sudden market swings.
What is Vol Hedge ? holding today?
As of Oct 30, 2026, Vol Hedge ? allocates to GLD 33.3%, SHY 33.3%, UUP 33.3%.
How has Vol Hedge ? performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Vol Hedge ? returned +13.7% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Vol Hedge ??
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Vol Hedge ? in a hypothetical backtest was -20.6%.
How do I use Vol Hedge ??
Open Vol Hedge ? 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.