Volatility and Kelly Symphony - Replace SHY w/ TLT, SSO w/ TECL, & UPRO w/ CURE
Backtest results
Metrics
1Y · since Oct 2025Volatility and Kelly Symphony - Replace SHY w/ TLT, SSO w/ TECL, & UPRO w/ CURE | |
|---|---|
| Total Return | +44.83% |
| CAGR | +45.26% |
| Sharpe | 1.11 |
| Calmar | 1.40 |
| Max DD | -32.37% |
| Volatility | 41.36% |
| Win Rate | 52.6% |
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 the leveraged healthcare fund (CURE) and the technology fund (TECL) when market volatility is low, but shifts to a balanced mix of the S&P 500 (SPY) and long-term Treasury (TLT) as volatility rises. It protects itself by moving into the bond ETF (TLT) whenever the 21-day standard deviation of SPY exceeds a threshold, keeping risk in check during turbulent periods.
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?
Dynamic and risk-aware, the strategy mainly holds the leveraged healthcare fund (CURE) and the technology fund (TECL) when market volatility is low, but shifts to a balanced mix of the S&P 500 (SPY) and long-term Treasury (TLT) as volatility rises. It protects itself by moving into the bond ETF (TLT) whenever the 21-day standard deviation of SPY exceeds a threshold, keeping risk in check during turbulent periods.
What is Volatility and Kelly Symphony - Replace SHY w/ TLT, SSO w/ TECL, & UPRO w/ CURE holding today?
As of Oct 30, 2026, Volatility and Kelly Symphony - Replace SHY w/ TLT, SSO w/ TECL, & UPRO w/ CURE allocates to CURE 50%, TECL 50%.
How has Volatility and Kelly Symphony - Replace SHY w/ TLT, SSO w/ TECL, & UPRO w/ CURE 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 returned +45.8% 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?
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 in a hypothetical backtest was -32.4%.
How do I use Volatility and Kelly Symphony - Replace SHY w/ TLT, SSO w/ TECL, & UPRO w/ CURE?
Open Volatility and Kelly Symphony - Replace SHY w/ TLT, SSO w/ TECL, & UPRO w/ CURE 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.