BE's 11th Opus l Dippy AAA + HnL l Jun 5th 2017
Backtest results
Metrics
1Y · since Oct 2025BE's 11th Opus l Dippy AAA + HnL l Jun 5th 2017 | |
|---|---|
| Total Return | +25.61% |
| CAGR | +25.84% |
| Sharpe | 1.63 |
| Calmar | 3.49 |
| Max DD | -7.41% |
| Volatility | 14.88% |
| Win Rate | 57.4% |
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 equity funds such as leveraged Nasdaq (TQQQ) and leveraged S&P 500 (UPRO) when recent returns of the S&P 500 outpace commodities and Treasury bonds. It switches to defensive assets - short-beta (TMV), gold (GLD), or the U.S. dollar (USDU) - when Treasury yields lag the dollar or when the S&P 500 underperforms the Treasury market, protecting the portfolio from sharp downturns.
Current allocation
What the rules select as of Oct 30, 2026.
- USDU27.2%
WisdomTree Bloomberg U.S. Dollar Bullish Fund
- USMV25%
iShares MSCI USA Min Vol Factor ETF
- IEF14.2%
iShares 7-10 Year Treasury Bond ETF
- SVXY9.8%
ProShares Short VIX Short-Term Futures ETF
- UTSL7.3%
Direxion Daily Utilities Bull 3X ETF
- CURE6.7%
Direxion Daily Healthcare Bull 3X ETF
- SQQQ4.3%
ProShares UltraPro Short QQQ
- SPXL2.2%
Direxion Daily S&P 500 Bull 3x ETF
- UPRO2.2%
ProShares UltraPro S&P 500
- TQQQ1.2%
ProShares UltraPro QQQ
Frequently asked questions
What is BE's 11th Opus l Dippy AAA + HnL l Jun 5th 2017?
Dynamic and defensive, the strategy mainly holds leveraged equity funds such as leveraged Nasdaq (TQQQ) and leveraged S&P 500 (UPRO) when recent returns of the S&P 500 outpace commodities and Treasury bonds. It switches to defensive assets - short-beta (TMV), gold (GLD), or the U.S. dollar (USDU) - when Treasury yields lag the dollar or when the S&P 500 underperforms the Treasury market, protecting the portfolio from sharp downturns.
What is BE's 11th Opus l Dippy AAA + HnL l Jun 5th 2017 holding today?
As of Oct 30, 2026, BE's 11th Opus l Dippy AAA + HnL l Jun 5th 2017 allocates to USDU 27.2%, USMV 25%, IEF 14.2%, SVXY 9.8%, UTSL 7.3%, CURE 6.7%, SQQQ 4.3%, SPXL 2.2%, UPRO 2.2%, TQQQ 1.2%.
How has BE's 11th Opus l Dippy AAA + HnL l Jun 5th 2017 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, BE's 11th Opus l Dippy AAA + HnL l Jun 5th 2017 returned +26.8% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of BE's 11th Opus l Dippy AAA + HnL l Jun 5th 2017?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of BE's 11th Opus l Dippy AAA + HnL l Jun 5th 2017 in a hypothetical backtest was -7.4%.
How do I use BE's 11th Opus l Dippy AAA + HnL l Jun 5th 2017?
Open BE's 11th Opus l Dippy AAA + HnL l Jun 5th 2017 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.