VIX Shield — Tactical Asset Allocation Strategy
⚠️ THE LEVERAGED VARIANT IS FOR EDUCATIONAL/COMPARISON PURPOSES ONLY — we strongly advise against running it with real money. Daily VIX regime allocator. Uses 10-day VIX SMA to shift between equities, managed futures, and gold. Contrarian panic reversal at extremes.
Backtest Performance (1990-01-16 to 2026-04-07)
| Metric | VIX Shield |
|---|---|
| Compound Annual Growth Rate (CAGR) | 13.0% |
| Maximum Drawdown | -50.8% |
| Sharpe Ratio | 0.79 |
| Sortino Ratio | 1.01 |
| Annualized Volatility | 17.5% |
| Calmar Ratio | 0.26 |
| Total Return | 8474.7% |
| Backtest Period | 36.4 years |
Strategy Details
- Type
- Tactical (TAA)
- Rebalancing
- daily
- Risk Level
- aggressive
- Variants
- 3
- Author
- BestFolio
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