Volatility and Kelly Symphony - Replace SHY w/ TLT, SSO w/TECL, & UPRO w/ CURE + Fund Surfing - Replace TQQQ w/ TECL
Backtest results
Metrics
1Y · since Oct 2025Volatility and Kelly Symphony - Replace SHY w/ TLT, SSO w/TECL, & UPRO w/ CURE + Fund Surfing - Replace TQQQ w/ TECL | |
|---|---|
| Total Return | +6.02% |
| CAGR | +6.07% |
| Sharpe | 0.36 |
| Calmar | 0.19 |
| Max DD | -31.76% |
| Volatility | 46.58% |
| Win Rate | 55.0% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Dynamic and risk-aware, the strategy mainly holds leveraged equity funds (CURE, TECL) and the S&P 500 (SPY) when market volatility is moderate. When volatility spikes above 3-sigma it shifts to a balanced mix of Treasury bonds (TLT) and SPY, protecting itself by moving into defensive bonds when volatility falls below 1-sigma.
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, & UPRO w/ CURE + Fund Surfing - Replace TQQQ w/ TECL?
Dynamic and risk-aware, the strategy mainly holds leveraged equity funds (CURE, TECL) and the S&P 500 (SPY) when market volatility is moderate. When volatility spikes above 3-sigma it shifts to a balanced mix of Treasury bonds (TLT) and SPY, protecting itself by moving into defensive bonds when volatility falls below 1-sigma.
What is Volatility and Kelly Symphony - Replace SHY w/ TLT, SSO w/TECL, & UPRO w/ CURE + Fund Surfing - Replace TQQQ w/ TECL holding today?
As of Oct 30, 2026, Volatility and Kelly Symphony - Replace SHY w/ TLT, SSO w/TECL, & UPRO w/ CURE + Fund Surfing - Replace TQQQ w/ TECL allocates to TECL 75%, CURE 25%.
How has Volatility and Kelly Symphony - Replace SHY w/ TLT, SSO w/TECL, & UPRO w/ CURE + Fund Surfing - Replace TQQQ 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, & UPRO w/ CURE + Fund Surfing - Replace TQQQ w/ TECL returned +6.4% 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, & UPRO w/ CURE + Fund Surfing - Replace TQQQ 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, & UPRO w/ CURE + Fund Surfing - Replace TQQQ w/ TECL in a hypothetical backtest was -31.8%.
How do I use Volatility and Kelly Symphony - Replace SHY w/ TLT, SSO w/TECL, & UPRO w/ CURE + Fund Surfing - Replace TQQQ w/ TECL?
Open Volatility and Kelly Symphony - Replace SHY w/ TLT, SSO w/TECL, & UPRO w/ CURE + Fund Surfing - Replace TQQQ 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.