Adaptive Asset Allocation | SMA trend strategy | GiantSteps, Mudrin mod| Folder
Backtest results
Metrics
1Y · since Oct 2025Adaptive Asset Allocation | SMA trend strategy | GiantSteps, Mudrin mod| Folder | |
|---|---|
| Total Return | -1.22% |
| CAGR | -1.23% |
| Sharpe | -0.04 |
| Calmar | -0.11 |
| Max DD | -11.11% |
| Volatility | 12.27% |
| Win Rate | 56.2% |
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 S&P 500 (UPRO) and the U.S. dollar index (UUP) when the S&P 500's 126-day return outpaces the dollar and the dollar outpaces long-term Treasuries, signaling a risk-on market. When the dollar or Treasuries lead, it switches to a mix of leveraged Treasury (TMF) or inverse Treasury (UBT) and the dollar, protecting itself by shifting to defensive assets as market momentum shifts.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Adaptive Asset Allocation | SMA trend strategy | GiantSteps, Mudrin mod| Folder?
Dynamic and risk-aware, the strategy mainly holds leveraged S&P 500 (UPRO) and the U.S. dollar index (UUP) when the S&P 500's 126-day return outpaces the dollar and the dollar outpaces long-term Treasuries, signaling a risk-on market. When the dollar or Treasuries lead, it switches to a mix of leveraged Treasury (TMF) or inverse Treasury (UBT) and the dollar, protecting itself by shifting to defensive assets as market momentum shifts.
What is Adaptive Asset Allocation | SMA trend strategy | GiantSteps, Mudrin mod| Folder holding today?
As of Oct 30, 2026, Adaptive Asset Allocation | SMA trend strategy | GiantSteps, Mudrin mod| Folder allocates to UUP 88.4%, UPRO 11.6%.
How has Adaptive Asset Allocation | SMA trend strategy | GiantSteps, Mudrin mod| Folder performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Adaptive Asset Allocation | SMA trend strategy | GiantSteps, Mudrin mod| Folder returned -1.9% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Adaptive Asset Allocation | SMA trend strategy | GiantSteps, Mudrin mod| Folder?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Adaptive Asset Allocation | SMA trend strategy | GiantSteps, Mudrin mod| Folder in a hypothetical backtest was -11.2%.
How do I use Adaptive Asset Allocation | SMA trend strategy | GiantSteps, Mudrin mod| Folder?
Open Adaptive Asset Allocation | SMA trend strategy | GiantSteps, Mudrin mod| Folder 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.