A Better "LETF minimum drawdown" V1 | DJKeyhole
Backtest results
Metrics
1Y · since Oct 2025A Better "LETF minimum drawdown" V1 | DJKeyhole | |
|---|---|
| Total Return | -33.21% |
| CAGR | -33.42% |
| Sharpe | -1.74 |
| Calmar | -0.80 |
| Max DD | -41.70% |
| Volatility | 22.09% |
| Win Rate | 48.6% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
A risk-timing strategy that keeps the portfolio in risk-on assets only when the S&P 500 is above its 20-day moving average, otherwise it shifts to a defensive mix of bonds, gold and the dollar. It uses inverse-volatility weighting of VIX, UUP and UVXY to balance risk, and exits to short-sized S&P 500 or 10-year Treasury when drawdowns exceed 5% or the market turns bearish.
Current allocation
What the rules select as of Oct 30, 2026.
- SSO30%
ProShares Ultra S&P500
- UUP29.8%
Invesco DB US Dollar Index Bullish Fund
- EWZ15%
iShares MSCI Brazil ETF
- GLD15%
SPDR Gold Trust, SPDR Gold Shares
- VIXM4.4%
ProShares VIX Mid-Term Futures ETF
- DBO2.5%
Invesco DB Oil Fund
- IEO2.5%
iShares U.S. Oil & Gas Exploration & Production ETF
- UVXY0.9%
ProShares Ultra VIX Short-Term Futures ETF
Frequently asked questions
What is A Better "LETF minimum drawdown" V1 | DJKeyhole?
A risk-timing strategy that keeps the portfolio in risk-on assets only when the S&P 500 is above its 20-day moving average, otherwise it shifts to a defensive mix of bonds, gold and the dollar. It uses inverse-volatility weighting of VIX, UUP and UVXY to balance risk, and exits to short-sized S&P 500 or 10-year Treasury when drawdowns exceed 5% or the market turns bearish.
What is A Better "LETF minimum drawdown" V1 | DJKeyhole holding today?
As of Oct 30, 2026, A Better "LETF minimum drawdown" V1 | DJKeyhole allocates to SSO 30%, UUP 29.8%, EWZ 15%, GLD 15%, VIXM 4.4%, DBO 2.5%, IEO 2.5%, UVXY 0.9%.
How has A Better "LETF minimum drawdown" V1 | DJKeyhole performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, A Better "LETF minimum drawdown" V1 | DJKeyhole returned -32.6% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of A Better "LETF minimum drawdown" V1 | DJKeyhole?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of A Better "LETF minimum drawdown" V1 | DJKeyhole in a hypothetical backtest was -41.7%.
How do I use A Better "LETF minimum drawdown" V1 | DJKeyhole?
Open A Better "LETF minimum drawdown" V1 | DJKeyhole 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.