(B) Structures (Frameworks and Hedges) (46/14% MDD) since 2019
Backtest results
Metrics
1Y · since Oct 2025(B) Structures (Frameworks and Hedges) (46/14% MDD) since 2019 | |
|---|---|
| Total Return | +31.28% |
| CAGR | +31.57% |
| Sharpe | 2.29 |
| Calmar | 7.01 |
| Max DD | -4.51% |
| Volatility | 12.35% |
| Win Rate | 56.6% |
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 defensive, the strategy mainly holds gold (GLD) and a managed futures fund (DBMF) when commodity momentum is weak and bond-to-equity strength is low. It switches to a 3x Nasdaq (TQQQ) or a VIX hedge (UVXY) when the Nasdaq is overbought or the VIX spikes, and backs into short-term Treasury (BIL) or a diversified commodity (PDBC) when risk-off signals appear, keeping a small dollar-hedge (USDU) for added protection.
Current allocation
What the rules select as of Oct 30, 2026.
- BIL50%
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
- PDBC10.7%
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
- USDU9.1%
WisdomTree Bloomberg U.S. Dollar Bullish Fund
- SPXL5.1%
Direxion Daily S&P 500 Bull 3x ETF
- TQQQ4.9%
ProShares UltraPro QQQ
- SOXL4.8%
Direxion Daily Semiconductor Bull 3X ETF
- TLT3.8%
iShares 20 Year Treasury Bond ETF
- DBMF3.6%
iMGP DBi Managed Futures Strategy ETF
- SPY3.4%
State Street SPDR S&P 500 ETF Trust
- IEF2%
iShares 7-10 Year Treasury Bond ETF
- TMV2%
Direxion Daily 20+ Year Treasury Bear 3X ETF
- UPRO0.3%
ProShares UltraPro S&P 500
- UTSL0.2%
Direxion Daily Utilities Bull 3X ETF
- CURE0.2%
Direxion Daily Healthcare Bull 3X ETF
Frequently asked questions
What is (B) Structures (Frameworks and Hedges) (46/14% MDD) since 2019?
Dynamic and defensive, the strategy mainly holds gold (GLD) and a managed futures fund (DBMF) when commodity momentum is weak and bond-to-equity strength is low. It switches to a 3x Nasdaq (TQQQ) or a VIX hedge (UVXY) when the Nasdaq is overbought or the VIX spikes, and backs into short-term Treasury (BIL) or a diversified commodity (PDBC) when risk-off signals appear, keeping a small dollar-hedge (USDU) for added protection.
What is (B) Structures (Frameworks and Hedges) (46/14% MDD) since 2019 holding today?
As of Oct 30, 2026, (B) Structures (Frameworks and Hedges) (46/14% MDD) since 2019 allocates to BIL 50%, PDBC 10.7%, USDU 9.1%, SPXL 5.1%, TQQQ 4.9%, SOXL 4.8%, TLT 3.8%, DBMF 3.6%, SPY 3.4%, IEF 2%, TMV 2%, UPRO 0.3%, UTSL 0.2%, CURE 0.2%.
How has (B) Structures (Frameworks and Hedges) (46/14% MDD) since 2019 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, (B) Structures (Frameworks and Hedges) (46/14% MDD) since 2019 returned +31.5% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of (B) Structures (Frameworks and Hedges) (46/14% MDD) since 2019?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of (B) Structures (Frameworks and Hedges) (46/14% MDD) since 2019 in a hypothetical backtest was -4.5%.
How do I use (B) Structures (Frameworks and Hedges) (46/14% MDD) since 2019?
Open (B) Structures (Frameworks and Hedges) (46/14% MDD) since 2019 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.