XLK vs XLP/U l 30May2007
Backtest results
Metrics
1Y · since Oct 2025XLK vs XLP/U l 30May2007 | |
|---|---|
| Total Return | -7.83% |
| CAGR | -7.89% |
| Sharpe | -0.06 |
| Calmar | -0.34 |
| Max DD | -23.35% |
| Volatility | 35.37% |
| Win Rate | 56.2% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Aggressive and adaptive, the strategy mainly holds leveraged Nasdaq (QLD) when the technology sector (XLK) is oversold, and switches to a short-term bond (BIL) or leveraged Nasdaq (QLD) when XLK is weaker than consumer staples (XLP) or utilities (XLU). It flips to a short-term Nasdaq inverse (QID) whenever XLK becomes overbought, protecting itself by moving into bonds or short positions when the tech rally falters.
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 XLK vs XLP/U l 30May2007?
Aggressive and adaptive, the strategy mainly holds leveraged Nasdaq (QLD) when the technology sector (XLK) is oversold, and switches to a short-term bond (BIL) or leveraged Nasdaq (QLD) when XLK is weaker than consumer staples (XLP) or utilities (XLU). It flips to a short-term Nasdaq inverse (QID) whenever XLK becomes overbought, protecting itself by moving into bonds or short positions when the tech rally falters.
What is XLK vs XLP/U l 30May2007 holding today?
As of Oct 30, 2026, XLK vs XLP/U l 30May2007 allocates to BIL 100%.
How has XLK vs XLP/U l 30May2007 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, XLK vs XLP/U l 30May2007 returned -6.1% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of XLK vs XLP/U l 30May2007?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of XLK vs XLP/U l 30May2007 in a hypothetical backtest was -23.4%.
How do I use XLK vs XLP/U l 30May2007?
Open XLK vs XLP/U l 30May2007 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.