Vol Tango 💃
Backtest results
Metrics
1Y · since Oct 2025Vol Tango 💃 | |
|---|---|
| Total Return | -4.13% |
| CAGR | -4.16% |
| Sharpe | -0.47 |
| Calmar | -0.54 |
| Max DD | -7.65% |
| Volatility | 8.31% |
| Win Rate | 51.8% |
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 responsive, the strategy mainly holds a mix of short-VIX (SVXY) and long-VIX (VIXM) when VIXM's recent return outpaces VIXY's, signaling a shift toward volatility play. When VIXM lags, it reverts to an equal-weight blend of SVXY, BTAL, VIXM and SCHD, keeping a broad-market and dividend focus while protecting against sudden volatility spikes.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Vol Tango 💃?
Dynamic and responsive, the strategy mainly holds a mix of short-VIX (SVXY) and long-VIX (VIXM) when VIXM's recent return outpaces VIXY's, signaling a shift toward volatility play. When VIXM lags, it reverts to an equal-weight blend of SVXY, BTAL, VIXM and SCHD, keeping a broad-market and dividend focus while protecting against sudden volatility spikes.
What is Vol Tango 💃 holding today?
As of Oct 30, 2026, Vol Tango 💃 allocates to SVXY 40%, VIXM 35%, BTAL 12.5%, SCHD 12.5%.
How has Vol Tango 💃 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Vol Tango 💃 returned -3.2% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Vol Tango 💃?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Vol Tango 💃 in a hypothetical backtest was -7.7%.
How do I use Vol Tango 💃?
Open Vol Tango 💃 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.