Volatility Index Black Swan Catcher W/TINA (Only meant for bear market)
Backtest results
Metrics
1Y · since Oct 2025Volatility Index Black Swan Catcher W/TINA (Only meant for bear market) | |
|---|---|
| Total Return | +11.46% |
| CAGR | +11.55% |
| Sharpe | 0.60 |
| Calmar | 0.63 |
| Max DD | -18.21% |
| Volatility | 22.46% |
| Win Rate | 57.0% |
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 sharp-edge strategy that keeps risk-on leveraged tech funds only when the Nasdaq (QQQ) is above its 20-day average and recent gains are strong, otherwise it pivots to the top consumer staples (XLP) or a short-term Treasury (BIL) to stay defensive. When volatility spikes, it switches to a VIX-short (UVXY) or a semiconductor inverse (USD) to protect against sudden market swings.
Current allocation
What the rules select as of Oct 30, 2026.
- BIL100%
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Frequently asked questions
What is Volatility Index Black Swan Catcher W/TINA (Only meant for bear market)?
A sharp-edge strategy that keeps risk-on leveraged tech funds only when the Nasdaq (QQQ) is above its 20-day average and recent gains are strong, otherwise it pivots to the top consumer staples (XLP) or a short-term Treasury (BIL) to stay defensive. When volatility spikes, it switches to a VIX-short (UVXY) or a semiconductor inverse (USD) to protect against sudden market swings.
What is Volatility Index Black Swan Catcher W/TINA (Only meant for bear market) holding today?
As of Oct 30, 2026, Volatility Index Black Swan Catcher W/TINA (Only meant for bear market) allocates to BIL 100%.
How has Volatility Index Black Swan Catcher W/TINA (Only meant for bear market) performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Volatility Index Black Swan Catcher W/TINA (Only meant for bear market) returned +12.5% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Volatility Index Black Swan Catcher W/TINA (Only meant for bear market)?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Volatility Index Black Swan Catcher W/TINA (Only meant for bear market) in a hypothetical backtest was -18.2%.
How do I use Volatility Index Black Swan Catcher W/TINA (Only meant for bear market)?
Open Volatility Index Black Swan Catcher W/TINA (Only meant for bear market) 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.