W/ Garen mod
Backtest results
Metrics
1Y · since Oct 2025W/ Garen mod | |
|---|---|
| Total Return | -0.97% |
| CAGR | -0.98% |
| Sharpe | 0.09 |
| Calmar | -0.05 |
| Max DD | -20.26% |
| Volatility | 25.30% |
| 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
Dynamic and defensive, the strategy mainly holds leveraged S&P 500 (SSO) when the market is trending up and risk-on, but switches to volatility hedge (UVXY) or short S&P 500 (SH) when RSI signals overbought or drawdowns rise. It protects itself by moving into cash-equivalent (BIL) or short-term bonds (BSV) whenever the S&P 500 falls below its 20-day average or drawdowns exceed five percent.
Current allocation
What the rules select as of Oct 30, 2026.
- SSO100%
ProShares Ultra S&P500
Frequently asked questions
What is W/ Garen mod?
Dynamic and defensive, the strategy mainly holds leveraged S&P 500 (SSO) when the market is trending up and risk-on, but switches to volatility hedge (UVXY) or short S&P 500 (SH) when RSI signals overbought or drawdowns rise. It protects itself by moving into cash-equivalent (BIL) or short-term bonds (BSV) whenever the S&P 500 falls below its 20-day average or drawdowns exceed five percent.
What is W/ Garen mod holding today?
As of Oct 30, 2026, W/ Garen mod allocates to SSO 100%.
How has W/ Garen mod performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, W/ Garen mod returned -0% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of W/ Garen mod?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of W/ Garen mod in a hypothetical backtest was -20.3%.
How do I use W/ Garen mod?
Open W/ Garen mod 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.