BACKTEST v1.3 | Adaptive All Weather Portfolio
Backtest results
Metrics
1Y · since Oct 2025BACKTEST v1.3 | Adaptive All Weather Portfolio | |
|---|---|
| Total Return | +2.21% |
| CAGR | +2.23% |
| Sharpe | 0.23 |
| Calmar | 0.31 |
| Max DD | -7.12% |
| Volatility | 13.05% |
| Win Rate | 50.2% |
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 dynamic portfolio that stays in risk-on leveraged tech and commodity funds when the market is trending up, but pivots to bonds, gold, the dollar or inverse ETFs when volatility spikes or the S&P 500 falls below its 25-day average. It protects itself by shifting to defensive assets like short-term Treasury (SHY), gold (GLD) or the dollar fund (UUP) whenever VIX rises above 54 or the 20-year Treasury trend turns negative.
Current allocation
What the rules select as of Oct 30, 2026.
- TMF33%
Direxion Daily 20+ Year Treasury Bull 3X ETF
- TYD22%
Direxion Daily 7-10 Year Treasury Bull 3X ETF
- QLD15%
ProShares Ultra QQQ
- SSO15%
ProShares Ultra S&P500
- DBC7.5%
Invesco DB Commodity Index Tracking Fund
- COMT2.5%
iShares U.S. ETF Trust iShares GSCI Commodity Dynamic Roll Strategy ETF
- GLD2.5%
SPDR Gold Trust, SPDR Gold Shares
- USO2.5%
United States Oil Fund, LP
Frequently asked questions
What is BACKTEST v1.3 | Adaptive All Weather Portfolio?
A dynamic portfolio that stays in risk-on leveraged tech and commodity funds when the market is trending up, but pivots to bonds, gold, the dollar or inverse ETFs when volatility spikes or the S&P 500 falls below its 25-day average. It protects itself by shifting to defensive assets like short-term Treasury (SHY), gold (GLD) or the dollar fund (UUP) whenever VIX rises above 54 or the 20-year Treasury trend turns negative.
What is BACKTEST v1.3 | Adaptive All Weather Portfolio holding today?
As of Oct 30, 2026, BACKTEST v1.3 | Adaptive All Weather Portfolio allocates to TMF 33%, TYD 22%, QLD 15%, SSO 15%, DBC 7.5%, COMT 2.5%, GLD 2.5%, USO 2.5%.
How has BACKTEST v1.3 | Adaptive All Weather Portfolio performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, BACKTEST v1.3 | Adaptive All Weather Portfolio returned +2.6% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of BACKTEST v1.3 | Adaptive All Weather Portfolio?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of BACKTEST v1.3 | Adaptive All Weather Portfolio in a hypothetical backtest was -7.1%.
How do I use BACKTEST v1.3 | Adaptive All Weather Portfolio?
Open BACKTEST v1.3 | Adaptive All Weather Portfolio 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.