All Weather Tango 💃
Backtest results
Metrics
1Y · since Oct 2025All Weather Tango 💃 | |
|---|---|
| Total Return | +4.19% |
| CAGR | +4.23% |
| Sharpe | 0.62 |
| Calmar | 0.52 |
| Max DD | -8.07% |
| Volatility | 7.15% |
| Win Rate | 54.6% |
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 disciplined, the strategy mainly holds a top-two mix of broad risk assets - SPY, TLT, GLD, UUP, DBC or SHV - based on recent performance. When market signals turn negative, it pivots to volatility and short-hedge plays such as UVXY, VIXM, SVXY or TMF, protecting the portfolio from sharp downturns while still seeking upside when conditions are favorable.
Current allocation
What the rules select as of Oct 30, 2026.
- UUP16.9%
Invesco DB US Dollar Index Bullish Fund
- DBC15%
Invesco DB Commodity Index Tracking Fund
- TMF13.8%
Direxion Daily 20+ Year Treasury Bull 3X ETF
- SVXY13%
ProShares Short VIX Short-Term Futures ETF
- VIXM11.4%
ProShares VIX Mid-Term Futures ETF
- BTAL8.3%
AGF U.S. Market Neutral Anti-Beta Fund
- GLD7%
SPDR Gold Trust, SPDR Gold Shares
- SCHD5.9%
Schwab US Dividend Equity ETF
- XLP4.2%
State Street Consumer Staples Select Sector SPDR ETF
- SHY3.2%
iShares 1-3 Year Treasury Bond ETF
- IEF0.5%
iShares 7-10 Year Treasury Bond ETF
- XLU0.5%
State Street Utilities Select Sector SPDR ETF
- XLV0.5%
State Street Health Care Select Sector SPDR ETF
Frequently asked questions
What is All Weather Tango 💃?
Dynamic and disciplined, the strategy mainly holds a top-two mix of broad risk assets - SPY, TLT, GLD, UUP, DBC or SHV - based on recent performance. When market signals turn negative, it pivots to volatility and short-hedge plays such as UVXY, VIXM, SVXY or TMF, protecting the portfolio from sharp downturns while still seeking upside when conditions are favorable.
What is All Weather Tango 💃 holding today?
As of Oct 30, 2026, All Weather Tango 💃 allocates to UUP 16.9%, DBC 15%, TMF 13.8%, SVXY 13%, VIXM 11.4%, BTAL 8.3%, GLD 7%, SCHD 5.9%, XLP 4.2%, SHY 3.2%, IEF 0.5%, XLU 0.5%, XLV 0.5%.
How has All Weather Tango 💃 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, All Weather Tango 💃 returned +4.3% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of All Weather Tango 💃?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of All Weather Tango 💃 in a hypothetical backtest was -8.1%.
How do I use All Weather Tango 💃?
Open All Weather Tango 💃 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.