XLK vs XLP/U - Stocks and Bonds
Backtest results
Metrics
1Y · since Oct 2025XLK vs XLP/U - Stocks and Bonds | |
|---|---|
| Total Return | -3.93% |
| CAGR | -3.96% |
| Sharpe | 0.05 |
| Calmar | -0.15 |
| Max DD | -26.57% |
| Volatility | 34.02% |
| Win Rate | 55.8% |
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 tech (TECL) when Nasdaq and VIX are not extreme, but shifts to a balanced mix of inverse tech (TECS) and VIX (UVXY) when volatility spikes or the S&P 500 shows overbought signals. It protects itself by moving into short-term Treasury (BIL) or long-term Treasury (TMF) when bond returns turn positive or when the 20-year Treasury falls below a low RSI, ensuring a risk-off stance during market stress.
Current allocation
What the rules select as of Oct 30, 2026.
- TMF21.9%
Direxion Daily 20+ Year Treasury Bull 3X ETF
- TYD21.9%
Direxion Daily 7-10 Year Treasury Bull 3X ETF
- XLK16.7%
State Street Technology Select Sector SPDR ETF
- XLP16.7%
State Street Consumer Staples Select Sector SPDR ETF
- XLV16.7%
State Street Health Care Select Sector SPDR ETF
- BIL3.1%
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
- SHY3.1%
iShares 1-3 Year Treasury Bond ETF
Frequently asked questions
What is XLK vs XLP/U - Stocks and Bonds?
Dynamic and defensive, the strategy mainly holds leveraged tech (TECL) when Nasdaq and VIX are not extreme, but shifts to a balanced mix of inverse tech (TECS) and VIX (UVXY) when volatility spikes or the S&P 500 shows overbought signals. It protects itself by moving into short-term Treasury (BIL) or long-term Treasury (TMF) when bond returns turn positive or when the 20-year Treasury falls below a low RSI, ensuring a risk-off stance during market stress.
What is XLK vs XLP/U - Stocks and Bonds holding today?
As of Oct 30, 2026, XLK vs XLP/U - Stocks and Bonds allocates to TMF 21.9%, TYD 21.9%, XLK 16.7%, XLP 16.7%, XLV 16.7%, BIL 3.1%, SHY 3.1%.
How has XLK vs XLP/U - Stocks and Bonds performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, XLK vs XLP/U - Stocks and Bonds returned -3.8% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of XLK vs XLP/U - Stocks and Bonds?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of XLK vs XLP/U - Stocks and Bonds in a hypothetical backtest was -26.6%.
How do I use XLK vs XLP/U - Stocks and Bonds?
Open XLK vs XLP/U - Stocks and Bonds 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.