Adaptive Asset Allocation l BrianE Mod l SH, USDU, XLU, TLT
Backtest results
Metrics
1Y · since Oct 2025Adaptive Asset Allocation l BrianE Mod l SH, USDU, XLU, TLT | |
|---|---|
| Total Return | -4.76% |
| CAGR | -4.80% |
| Sharpe | -0.54 |
| Calmar | -0.59 |
| Max DD | -8.07% |
| Volatility | 8.54% |
| Win Rate | 51.4% |
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 a mix of short-swing Treasury (TLT) and broad market (SPY) when the S&P 500's recent performance is strongest. It switches to a dollar-and-utility-heavy allocation (USDU, XLU) or a short-S&P (SH) hedge when the S&P 500 lags the dollar, using inverse-volatility sizing to keep each asset's risk contribution equal.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Adaptive Asset Allocation l BrianE Mod l SH, USDU, XLU, TLT?
Dynamic and risk-aware, the strategy mainly holds a mix of short-swing Treasury (TLT) and broad market (SPY) when the S&P 500's recent performance is strongest. It switches to a dollar-and-utility-heavy allocation (USDU, XLU) or a short-S&P (SH) hedge when the S&P 500 lags the dollar, using inverse-volatility sizing to keep each asset's risk contribution equal.
What is Adaptive Asset Allocation l BrianE Mod l SH, USDU, XLU, TLT holding today?
As of Oct 30, 2026, Adaptive Asset Allocation l BrianE Mod l SH, USDU, XLU, TLT allocates to TLT 52.5%, SPY 47.5%.
How has Adaptive Asset Allocation l BrianE Mod l SH, USDU, XLU, TLT performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Adaptive Asset Allocation l BrianE Mod l SH, USDU, XLU, TLT returned -4.9% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Adaptive Asset Allocation l BrianE Mod l SH, USDU, XLU, TLT?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Adaptive Asset Allocation l BrianE Mod l SH, USDU, XLU, TLT in a hypothetical backtest was -8.1%.
How do I use Adaptive Asset Allocation l BrianE Mod l SH, USDU, XLU, TLT?
Open Adaptive Asset Allocation l BrianE Mod l SH, USDU, XLU, TLT 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.