What stock market?
Backtest results
Metrics
1Y · since Oct 2025What stock market? | |
|---|---|
| Total Return | +4.65% |
| CAGR | +4.69% |
| Sharpe | 0.48 |
| Calmar | 0.38 |
| Max DD | -12.33% |
| Volatility | 10.85% |
| Win Rate | 54.2% |
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 risk-on and risk-off strategy pivots between leveraged long-term Treasury (TMF) and short-term Treasury inverse (TMV) based on TLT trend, while keeping gold (GLD) and the dollar (UUP) as a core hedge. When the 20-year Treasury falls below its 200-day average it holds only UUP; otherwise it balances the three assets or the two when TLT's RSI signals oversold or overbought.
Current allocation
What the rules select as of Oct 30, 2026.
- UUP100%
Invesco DB US Dollar Index Bullish Fund
Frequently asked questions
What is What stock market??
Dynamic risk-on and risk-off strategy pivots between leveraged long-term Treasury (TMF) and short-term Treasury inverse (TMV) based on TLT trend, while keeping gold (GLD) and the dollar (UUP) as a core hedge. When the 20-year Treasury falls below its 200-day average it holds only UUP; otherwise it balances the three assets or the two when TLT's RSI signals oversold or overbought.
What is What stock market? holding today?
As of Oct 30, 2026, What stock market? allocates to UUP 100%.
How has What stock market? performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, What stock market? returned +5% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of What stock market??
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of What stock market? in a hypothetical backtest was -12.3%.
How do I use What stock market??
Open What stock 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.