Volatility and Kelly Symphony - Replace SSO w/TQQQ -
Backtest results
Metrics
1Y · since Oct 2025Volatility and Kelly Symphony - Replace SSO w/TQQQ - | |
|---|---|
| Total Return | -3.93% |
| CAGR | -3.96% |
| Sharpe | 0.13 |
| Calmar | -0.13 |
| Max DD | -30.17% |
| Volatility | 44.76% |
| Win Rate | 50.2% |
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 strategy that shifts between risk-on and risk-off positions based on short-term volatility. When volatility is high it holds a balanced mix of Treasury bonds (SHY) and the S&P 500 (SPY); as volatility eases it moves into leveraged Nasdaq (TQQQ) and leveraged S&P 500 (UPRO) to capture upside, then reverts to SPY alone when volatility is moderate, and back to bonds and SPY when volatility is very low.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Volatility and Kelly Symphony - Replace SSO w/TQQQ - ?
A dynamic strategy that shifts between risk-on and risk-off positions based on short-term volatility. When volatility is high it holds a balanced mix of Treasury bonds (SHY) and the S&P 500 (SPY); as volatility eases it moves into leveraged Nasdaq (TQQQ) and leveraged S&P 500 (UPRO) to capture upside, then reverts to SPY alone when volatility is moderate, and back to bonds and SPY when volatility is very low.
What is Volatility and Kelly Symphony - Replace SSO w/TQQQ - holding today?
As of Oct 30, 2026, Volatility and Kelly Symphony - Replace SSO w/TQQQ - allocates to TQQQ 50%, UPRO 50%.
How has Volatility and Kelly Symphony - Replace SSO w/TQQQ - performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Volatility and Kelly Symphony - Replace SSO w/TQQQ - returned -1.9% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Volatility and Kelly Symphony - Replace SSO w/TQQQ - ?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Volatility and Kelly Symphony - Replace SSO w/TQQQ - in a hypothetical backtest was -30.2%.
How do I use Volatility and Kelly Symphony - Replace SSO w/TQQQ - ?
Open Volatility and Kelly Symphony - Replace SSO w/TQQQ - 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.