Adaptive Asset Allocation | SMA trend strategy | GiantSteps | Leveraged
Backtest results
Metrics
1Y · since Oct 2025Adaptive Asset Allocation | SMA trend strategy | GiantSteps | Leveraged | |
|---|---|
| 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 aggressive, the strategy mainly holds leveraged S&P 500 (UPRO) and either the US dollar (UUP) or long-term Treasury (TMF) depending on which has the strongest 126-day return. It switches between these pairs when the relative performance changes, using inverse-volatility weighting to keep each position's risk contribution similar and protect the portfolio from sudden swings.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Adaptive Asset Allocation | SMA trend strategy | GiantSteps | Leveraged?
Dynamic and aggressive, the strategy mainly holds leveraged S&P 500 (UPRO) and either the US dollar (UUP) or long-term Treasury (TMF) depending on which has the strongest 126-day return. It switches between these pairs when the relative performance changes, using inverse-volatility weighting to keep each position's risk contribution similar and protect the portfolio from sudden swings.
What is Adaptive Asset Allocation | SMA trend strategy | GiantSteps | Leveraged holding today?
As of Oct 30, 2026, Adaptive Asset Allocation | SMA trend strategy | GiantSteps | Leveraged allocates to UUP 88.4%, UPRO 11.6%.
How has Adaptive Asset Allocation | SMA trend strategy | GiantSteps | Leveraged performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Adaptive Asset Allocation | SMA trend strategy | GiantSteps | Leveraged 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 | Leveraged?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Adaptive Asset Allocation | SMA trend strategy | GiantSteps | Leveraged in a hypothetical backtest was -11.2%.
How do I use Adaptive Asset Allocation | SMA trend strategy | GiantSteps | Leveraged?
Open Adaptive Asset Allocation | SMA trend strategy | GiantSteps | Leveraged 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.