BACKTEST | v1.6 Adaptive All Weather Portfolio
Backtest results
Metrics
1Y · since Oct 2025BACKTEST | v1.6 Adaptive All Weather Portfolio | |
|---|---|
| Total Return | +0.52% |
| CAGR | +0.53% |
| Sharpe | 0.10 |
| Calmar | 0.08 |
| Max DD | -6.84% |
| Volatility | 11.99% |
| Win Rate | 49.4% |
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 leveraged Nasdaq (QLD) and S&P 500 (SPUU) when the market is trending up, but switches to a balanced mix of short-term bonds (BSV, SHY) and dollar-dollar funds (UUP) when volatility rises or the S&P 500 shows a pullback. It protects itself by moving into inverse or defensive assets - such as short-S&P (SDS) or gold (GLD) - when drawdowns exceed five percent or the VIX climbs above 54.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is BACKTEST | v1.6 Adaptive All Weather Portfolio?
Dynamic and defensive, the strategy mainly holds leveraged Nasdaq (QLD) and S&P 500 (SPUU) when the market is trending up, but switches to a balanced mix of short-term bonds (BSV, SHY) and dollar-dollar funds (UUP) when volatility rises or the S&P 500 shows a pullback. It protects itself by moving into inverse or defensive assets - such as short-S&P (SDS) or gold (GLD) - when drawdowns exceed five percent or the VIX climbs above 54.
What is BACKTEST | v1.6 Adaptive All Weather Portfolio holding today?
As of Oct 30, 2026, BACKTEST | v1.6 Adaptive All Weather Portfolio allocates to TMF 33%, TYD 22%, DBC 15%, SCHD 15%, XLP 15%.
How has BACKTEST | v1.6 Adaptive All Weather Portfolio performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, BACKTEST | v1.6 Adaptive All Weather Portfolio returned +0.8% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of BACKTEST | v1.6 Adaptive All Weather Portfolio?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of BACKTEST | v1.6 Adaptive All Weather Portfolio in a hypothetical backtest was -6.8%.
How do I use BACKTEST | v1.6 Adaptive All Weather Portfolio?
Open BACKTEST | v1.6 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.