Quantbase · investment strategy
by Quantbase
An algorithmic moving-average strategy designed by Statis Fund and consisting of ETFs
Description from Quantbase
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
Each rule is quoted word for word from the strategy's own documents.
“volatility hedging and defensive assets”
“The use of leveraged and inverse ETFs in the description”
“based on SPY's 200-day SMA and TQQQ's RSI”
“An algorithmic moving-average strategy designed by Statis Fund”
“investing in different large cap ETFS”
No published holdings for this strategy.
Fitted to 120 returns (composite) from 2024-06-24 to 2026-10-05. An estimate, not holdings: it can't name stocks.
· : 0.38 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 1.34 (90%: 0.57 to 1.97)
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
No holdings on file, so nothing to test.
Strategies that share its Aggressive risk label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
5 missing
The text the rules are quoted from, with where it came from.
Switches between aggressive growth, volatility hedging and defensive assets based on SPY's 200-day SMA and TQQQ's RSI
This is a rules-based strategy that involves investing in different large cap ETFS. The underlying indicators reallocate with the goals to maximize bullish gains, capturing high volatility, and reducing drawdowns based on market conditions. The underlying ETFs that may be invested in may include but not be limited to: FAS, TQQQ, UDOW, UMDD, URTY, RETL, SPXL, SOXL, SQQQ, SH, SPXU, SOXS, PSQ, GLD, VXX, VIXY, SPKY, UVXY, and UVIX.
This portfolio was co-created with our partner, Statis Fund , an emerging hedge fund.;The use of leveraged and inverse ETFs in the description can amplify returns but also increase risk due to their higher volatility.
This strategy may not be suitable for all investors due to its focus on market timing and potential for increased volatility. This strategy invests in fractional shares when available. When not available, it will invest in the nearest (lower) whole number of shares. Please note that this number may be 0 if your investment in this strategy is sufficiently low, meaning our investment strategy advertised returns will be different from your returns.
An algorithmic moving-average strategy designed by Statis Fund and consisting of ETFs
Every value on file, each labelled with its calculation basis and as-of date.
| Last rebalance date | 2026-10-09 | 2026-10-05 | |
| Rebalance frequency | monthly | 2026-10-05 | |
| Rebalancing (methodology text) | Signal-based |
| Brokerage / custodian | Alpaca | 2026-10-05 |
| Metrics calculated through | 2026-10-05 | 2026-10-05 |
| Partner (Quantbase data field) | statis | 2026-10-05 | |
| Program in the firm's Form ADV brochure | url: https://files.adviserinfo.sec.gov/IAPD/Content/Common/crd_iapd_Brochure.aspx?BRCHR_VRSN_ID=1043543 · name: Volatis Trend and Momentum Tactical Rotation · covers: 1 · source_key: quantbase_surmount|1 · original_name: Volatis |
| Correlation to SPY (Quantbase data field) (basis not stated) | 0.31 | 2026-10-05 | |
| Correlation to SPY (full history) (client composite) | 0.31 | 2026-10-05 |
| Annual return (Quantbase data field) (basis not stated) | 81.11% | 2026-10-05 | |
| Backtest end date (Quantbase data field) | 2023-10-15 | 2026-10-05 | |
| Return since chart start (cumulative) (client composite) | 160.76% | 2026-10-05 | |
| Return, rolling 1 year (client composite) | 26.80% | 2026-10-05 |
| Daily volatility over the chart range (client composite) | 2.18% | 2026-10-05 | |
| Max drawdown over the chart range (client composite) | -32.41% | 2026-10-05 | |
| Monthly volatility over the chart range (client composite) | 9.85% | 2026-10-05 | |
| Sharpe ratio from daily returns over the chart range (client composite) | 0.98 | 2026-10-05 | |
| Volatility over the chart range, annualized from daily (×√252) (client composite) | 34.61% | 2026-10-05 |
| Qualitative risk score (Quantbase data field) | 5 | 2026-10-05 | |
| Risk score 0-5 (Quantbase) | 3.82 | 2026-10-05 |
| Experience minimum: bonds | 0 | 2026-10-05 | |
| Experience minimum: crypto | 0 | 2026-10-05 | |
| Experience minimum: equity | 0 | 2026-10-05 | |
| Experience minimum: leverage | 0 | 2026-10-05 | |
| Experience minimum: options | 0 | 2026-10-05 |
Composer Technologies · Composer
Composer Technologies · Composer
