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Risk Factors
Detailed backtest results
Detailed backtest results
Commentary
Table
Period
Drawdown %
Comments
1
March, 2018
-3.5%
2
May, 2018
-2.6%
3
June, 2018
-4.6%
4
Dec, 2018
-7.6%
Dec, 2018 was bad, caused due to TLT growing while market was tanking, VXZ did its job though
5
May, 2019
-3.6%
6
Jan, 2020
-4%
7
Feb, 2020
-6%
8
Sep, 2020
-1.5%
9
Mar, 2021
-3.6%
March, 2021 through July, 2021 was an extended bad spell, caused due to VXZ slowly decaying down with none of the others moving too quickly. This with TLT rising could be very bad!
10
May, 2021
-2.7%
ditto
11
June, 2021
-2.3%
ditto
12
Jan, 2022
-6.5%
caused due to VXZ not recovering enough of QYLD
There are no rows in this table
12
Count
-4.04%
Average
Starting Jan 2022, Best back test (25% CAGR, only a quarter)
Starting Jan 2021, Worst backtest (still exceeded 11% CAGR)
Starting Jan 2020, Design case (20%+ CAGR, with crash cover)
Starting Jan 2019
Starting Jan 2018
Starting Jan 2017
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