AAA w/ ERX
Backtest results
Metrics
1Y · since Oct 2025AAA w/ ERX | |
|---|---|
| Total Return | +66.77% |
| CAGR | +67.45% |
| Sharpe | 2.20 |
| Calmar | 5.61 |
| Max DD | -12.02% |
| Volatility | 24.96% |
| Win Rate | 53.0% |
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 defensive, the strategy mainly holds leveraged tech (TQQQ) and energy (ERX) when the market trend is positive. It switches to defensive assets - cash (BIL), gold (UGL), or the dollar (USDU) - when the S&P 500 underperforms commodities or when Treasury returns dominate. The portfolio rebalances by inverse-volatility sizing to keep risk steady.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is AAA w/ ERX?
Dynamic and defensive, the strategy mainly holds leveraged tech (TQQQ) and energy (ERX) when the market trend is positive. It switches to defensive assets - cash (BIL), gold (UGL), or the dollar (USDU) - when the S&P 500 underperforms commodities or when Treasury returns dominate. The portfolio rebalances by inverse-volatility sizing to keep risk steady.
What is AAA w/ ERX holding today?
As of Oct 30, 2026, AAA w/ ERX allocates to USDU 65.9%, TMV 24.9%, ERX 9.2%.
How has AAA w/ ERX performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, AAA w/ ERX returned +68.6% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of AAA w/ ERX?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of AAA w/ ERX in a hypothetical backtest was -12%.
How do I use AAA w/ ERX?
Open AAA w/ ERX 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.