2x-3x Leveraged Adaptive Asset Allocation | GiantSteps
Backtest results
Metrics
1Y · since Oct 20252x-3x Leveraged Adaptive Asset Allocation | GiantSteps | |
|---|---|
| Total Return | +3.92% |
| CAGR | +3.95% |
| Sharpe | 0.35 |
| Calmar | 0.34 |
| Max DD | -11.45% |
| Volatility | 14.13% |
| Win Rate | 53.8% |
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 aggressive, the strategy mainly holds leveraged S&P 500 (UPRO) and short Euro (EUO) or short Euro (EUO) and long 20-year Treasury (TMF) depending on which of the S&P 500, U.S. dollar index (UUP) and 20-year Treasury (TLT) has the best 126-day cumulative return. It switches between these pairs when the relative performance of those three benchmarks changes, and it protects itself by sizing each position with inverse-volatility weighting so that each contributes similar risk.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is 2x-3x Leveraged Adaptive Asset Allocation | GiantSteps?
Dynamic and aggressive, the strategy mainly holds leveraged S&P 500 (UPRO) and short Euro (EUO) or short Euro (EUO) and long 20-year Treasury (TMF) depending on which of the S&P 500, U.S. dollar index (UUP) and 20-year Treasury (TLT) has the best 126-day cumulative return. It switches between these pairs when the relative performance of those three benchmarks changes, and it protects itself by sizing each position with inverse-volatility weighting so that each contributes similar risk.
What is 2x-3x Leveraged Adaptive Asset Allocation | GiantSteps holding today?
As of Oct 30, 2026, 2x-3x Leveraged Adaptive Asset Allocation | GiantSteps allocates to EUO 78.4%, UPRO 21.6%.
How has 2x-3x Leveraged Adaptive Asset Allocation | GiantSteps performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, 2x-3x Leveraged Adaptive Asset Allocation | GiantSteps returned +3.2% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of 2x-3x Leveraged Adaptive Asset Allocation | GiantSteps?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of 2x-3x Leveraged Adaptive Asset Allocation | GiantSteps in a hypothetical backtest was -11.6%.
How do I use 2x-3x Leveraged Adaptive Asset Allocation | GiantSteps?
Open 2x-3x Leveraged Adaptive Asset Allocation | GiantSteps 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.