All Weather (No Leverage, No Inverse) | 7.7% AR | 0.96 Sharpe | 15.5% DD | Dec 2004 Backtest
Backtest results
Metrics
1Y · since Oct 2025All Weather (No Leverage, No Inverse) | 7.7% AR | 0.96 Sharpe | 15.5% DD | Dec 2004 Backtest | |
|---|---|
| Total Return | +0.25% |
| CAGR | +0.25% |
| Sharpe | 0.07 |
| Calmar | 0.05 |
| Max DD | -5.41% |
| Volatility | 8.20% |
| Win Rate | 54.2% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
A steady, risk-aware portfolio that mainly holds broad market equity (SPY) and long-term Treasury (TLT) when the S&P 500 is above its 200-day trend, adding utilities (VPU) for stability. When the S&P 500 falls below the trend or TLT has lost 20-day returns, it shifts to short-term Treasury (SHY) and a mix of gold (GLD), silver (SLV), real estate (VNQ) and energy (VDE) weighted by recent strength, protecting against downturns while keeping a core of defensive assets.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is All Weather (No Leverage, No Inverse) | 7.7% AR | 0.96 Sharpe | 15.5% DD | Dec 2004 Backtest?
A steady, risk-aware portfolio that mainly holds broad market equity (SPY) and long-term Treasury (TLT) when the S&P 500 is above its 200-day trend, adding utilities (VPU) for stability. When the S&P 500 falls below the trend or TLT has lost 20-day returns, it shifts to short-term Treasury (SHY) and a mix of gold (GLD), silver (SLV), real estate (VNQ) and energy (VDE) weighted by recent strength, protecting against downturns while keeping a core of defensive assets.
What is All Weather (No Leverage, No Inverse) | 7.7% AR | 0.96 Sharpe | 15.5% DD | Dec 2004 Backtest holding today?
As of Oct 30, 2026, All Weather (No Leverage, No Inverse) | 7.7% AR | 0.96 Sharpe | 15.5% DD | Dec 2004 Backtest allocates to SPY 45%, TLT 45%, VPU 10%.
How has All Weather (No Leverage, No Inverse) | 7.7% AR | 0.96 Sharpe | 15.5% DD | Dec 2004 Backtest performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, All Weather (No Leverage, No Inverse) | 7.7% AR | 0.96 Sharpe | 15.5% DD | Dec 2004 Backtest returned +0.2% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of All Weather (No Leverage, No Inverse) | 7.7% AR | 0.96 Sharpe | 15.5% DD | Dec 2004 Backtest?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of All Weather (No Leverage, No Inverse) | 7.7% AR | 0.96 Sharpe | 15.5% DD | Dec 2004 Backtest in a hypothetical backtest was -5.4%.
How do I use All Weather (No Leverage, No Inverse) | 7.7% AR | 0.96 Sharpe | 15.5% DD | Dec 2004 Backtest?
Open All Weather (No Leverage, No Inverse) | 7.7% AR | 0.96 Sharpe | 15.5% DD | Dec 2004 Backtest 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.