Adaptive Asset Allocation l BrianE Mod l - TECH, GOLD, BONDS, DBC, USDU
Backtest results
Metrics
1Y · since Oct 2025Adaptive Asset Allocation l BrianE Mod l - TECH, GOLD, BONDS, DBC, USDU | |
|---|---|
| Total Return | +29.89% |
| CAGR | +30.16% |
| Sharpe | 1.40 |
| Calmar | 2.14 |
| Max DD | -14.08% |
| Volatility | 20.37% |
| Win Rate | 58.2% |
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 (TQQQ) and commodity (DBC) when the 126-day returns of Treasury (TLT) and the dollar (UUP) are strongest, then shifts to bonds (SHY, TMF) or short-hedges (TMV, USDU) when those assets lag. It protects itself by rebalancing to inverse-volatility weights, moving into defensive assets whenever Treasury or dollar performance falls behind the market, and using the 2x/3x leveraged funds to amplify the chosen direction.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Adaptive Asset Allocation l BrianE Mod l - TECH, GOLD, BONDS, DBC, USDU?
Dynamic and risk-aware, the strategy mainly holds leveraged tech (TQQQ) and commodity (DBC) when the 126-day returns of Treasury (TLT) and the dollar (UUP) are strongest, then shifts to bonds (SHY, TMF) or short-hedges (TMV, USDU) when those assets lag. It protects itself by rebalancing to inverse-volatility weights, moving into defensive assets whenever Treasury or dollar performance falls behind the market, and using the 2x/3x leveraged funds to amplify the chosen direction.
What is Adaptive Asset Allocation l BrianE Mod l - TECH, GOLD, BONDS, DBC, USDU holding today?
As of Oct 30, 2026, Adaptive Asset Allocation l BrianE Mod l - TECH, GOLD, BONDS, DBC, USDU allocates to USDU 91.4%, TMV 8.6%.
How has Adaptive Asset Allocation l BrianE Mod l - TECH, GOLD, BONDS, DBC, USDU performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Adaptive Asset Allocation l BrianE Mod l - TECH, GOLD, BONDS, DBC, USDU returned +32.1% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Adaptive Asset Allocation l BrianE Mod l - TECH, GOLD, BONDS, DBC, USDU?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Adaptive Asset Allocation l BrianE Mod l - TECH, GOLD, BONDS, DBC, USDU in a hypothetical backtest was -14.1%.
How do I use Adaptive Asset Allocation l BrianE Mod l - TECH, GOLD, BONDS, DBC, USDU?
Open Adaptive Asset Allocation l BrianE Mod l - TECH, GOLD, BONDS, DBC, USDU 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.