Backtest results
Metrics
1Y · since Oct 2025AAA BDF | |
|---|---|
| Total Return | +34.86% |
| CAGR | +35.18% |
| Sharpe | 1.82 |
| Calmar | 3.67 |
| Max DD | -9.60% |
| Volatility | 17.44% |
| Win Rate | 55.4% |
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 risk-aware, the strategy mainly holds leveraged tech (TECL) and healthcare (CURE) while it monitors the relative performance of the S&P 500, commodities, and Treasury indices. When the S&P 500 lags behind commodities or Treasury returns, it shifts into Treasury-leveraged (TMF) or gold (UGL) and dollar (USDU) positions, and it adds energy (ERX) or utilities (UTSL) when the market shows a pullback, protecting itself by balancing risk with inverse-volatility sizing.
Current allocation
What the rules select as of Oct 30, 2026.
- TMF20.8%
Direxion Daily 20+ Year Treasury Bull 3X ETF
- TYD20.8%
Direxion Daily 7-10 Year Treasury Bull 3X ETF
- CURE14.7%
Direxion Daily Healthcare Bull 3X ETF
- SCHD11.1%
Schwab US Dividend Equity ETF
- USDU11%
WisdomTree Bloomberg U.S. Dollar Bullish Fund
- TECL8.6%
Direxion Daily Technology Bull 3x ETF
- UTSL4.4%
Direxion Daily Utilities Bull 3X ETF
- TMV4.2%
Direxion Daily 20+ Year Treasury Bear 3X ETF
- ERX1.5%
Direxion Daily Energy Bull 2X ETF
- BIL1.4%
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
- SHY1.4%
iShares 1-3 Year Treasury Bond ETF
Frequently asked questions
What is AAA BDF?
Dynamic and risk-aware, the strategy mainly holds leveraged tech (TECL) and healthcare (CURE) while it monitors the relative performance of the S&P 500, commodities, and Treasury indices. When the S&P 500 lags behind commodities or Treasury returns, it shifts into Treasury-leveraged (TMF) or gold (UGL) and dollar (USDU) positions, and it adds energy (ERX) or utilities (UTSL) when the market shows a pullback, protecting itself by balancing risk with inverse-volatility sizing.
What is AAA BDF holding today?
As of Oct 30, 2026, AAA BDF allocates to TMF 20.8%, TYD 20.8%, CURE 14.7%, SCHD 11.1%, USDU 11%, TECL 8.6%, UTSL 4.4%, TMV 4.2%, ERX 1.5%, BIL 1.4%, SHY 1.4%.
How has AAA BDF performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, AAA BDF returned +34.3% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of AAA BDF?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of AAA BDF in a hypothetical backtest was -9.6%.
How do I use AAA BDF?
Open AAA BDF 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.