Volatility and Kelly Symphony - Replace SHY w/ TLT & SSO w/ TECL
Backtest results
Metrics
1Y · since Oct 2025Volatility and Kelly Symphony - Replace SHY w/ TLT & SSO w/ TECL | |
|---|---|
| Total Return | +2.88% |
| CAGR | +2.90% |
| Sharpe | 0.32 |
| Calmar | 0.08 |
| Max DD | -35.27% |
| Volatility | 53.52% |
| Win Rate | 53.0% |
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 dynamic portfolio that stays in the broad market (SPY) when volatility is low, but shifts to a bond-heavy mix (TLT, SPY) as market swings rise. When volatility is very low it pivots to leveraged tech (TECL, UPRO) to chase upside, and it reverts to SPY alone as volatility falls back below a moderate threshold, protecting itself by moving between risk-on and risk-off positions.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Volatility and Kelly Symphony - Replace SHY w/ TLT & SSO w/ TECL?
A dynamic portfolio that stays in the broad market (SPY) when volatility is low, but shifts to a bond-heavy mix (TLT, SPY) as market swings rise. When volatility is very low it pivots to leveraged tech (TECL, UPRO) to chase upside, and it reverts to SPY alone as volatility falls back below a moderate threshold, protecting itself by moving between risk-on and risk-off positions.
What is Volatility and Kelly Symphony - Replace SHY w/ TLT & SSO w/ TECL holding today?
As of Oct 30, 2026, Volatility and Kelly Symphony - Replace SHY w/ TLT & SSO w/ TECL allocates to TECL 50%, UPRO 50%.
How has Volatility and Kelly Symphony - Replace SHY w/ TLT & SSO w/ TECL performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Volatility and Kelly Symphony - Replace SHY w/ TLT & SSO w/ TECL returned +4.3% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Volatility and Kelly Symphony - Replace SHY w/ TLT & SSO w/ TECL?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Volatility and Kelly Symphony - Replace SHY w/ TLT & SSO w/ TECL in a hypothetical backtest was -35.3%.
How do I use Volatility and Kelly Symphony - Replace SHY w/ TLT & SSO w/ TECL?
Open Volatility and Kelly Symphony - Replace SHY w/ TLT & SSO w/ TECL 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.