Zero Beta Dividends - 8 Feb 2018
Backtest results
Metrics
1Y · since Oct 2025Zero Beta Dividends - 8 Feb 2018 | |
|---|---|
| Total Return | +6.42% |
| CAGR | +6.47% |
| Sharpe | 0.61 |
| Calmar | 0.87 |
| Max DD | -7.46% |
| Volatility | 11.44% |
| Win Rate | 49.4% |
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 responsive, the strategy mainly holds volatility and inverse funds - volatility (VIXM) and short-VIX (UVXY) - when the S&P 500 shows overbought momentum. When the market is not overbought it pivots to low-volatility or inverse assets, and it switches to long-term Treasury (TMF) when broad equity signals turn defensive, protecting the portfolio from sharp downturns.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Zero Beta Dividends - 8 Feb 2018?
Aggressive and responsive, the strategy mainly holds volatility and inverse funds - volatility (VIXM) and short-VIX (UVXY) - when the S&P 500 shows overbought momentum. When the market is not overbought it pivots to low-volatility or inverse assets, and it switches to long-term Treasury (TMF) when broad equity signals turn defensive, protecting the portfolio from sharp downturns.
What is Zero Beta Dividends - 8 Feb 2018 holding today?
As of Oct 30, 2026, Zero Beta Dividends - 8 Feb 2018 allocates to SVXY 37.5%, VIXM 37.5%, BTAL 12.5%, SCHD 12.5%.
How has Zero Beta Dividends - 8 Feb 2018 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Zero Beta Dividends - 8 Feb 2018 returned +7% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Zero Beta Dividends - 8 Feb 2018?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Zero Beta Dividends - 8 Feb 2018 in a hypothetical backtest was -7.5%.
How do I use Zero Beta Dividends - 8 Feb 2018?
Open Zero Beta Dividends - 8 Feb 2018 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.