BE's 2nd Opus l HnL + Commodities l Jun 2nd 2017
Backtest results
Metrics
1Y · since Oct 2025BE's 2nd Opus l HnL + Commodities l Jun 2nd 2017 | |
|---|---|
| Total Return | +32.06% |
| CAGR | +32.35% |
| Sharpe | 1.74 |
| Calmar | 5.18 |
| Max DD | -6.25% |
| Volatility | 17.03% |
| Win Rate | 49.0% |
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 like TQQQ and UPRO when the market trend is positive, then switches to defensive bonds such as BIL or SHY when Treasury prices fall below short-term averages or when VIX spikes. It protects itself by shifting to inverse or low-volatility assets when volatility rises or when the S&P 500 turns bearish.
Current allocation
What the rules select as of Oct 30, 2026.
- USMV40%
iShares MSCI USA Min Vol Factor ETF
- USDU16.3%
WisdomTree Bloomberg U.S. Dollar Bullish Fund
- SPXL15.3%
Direxion Daily S&P 500 Bull 3x ETF
- CURE9.7%
Direxion Daily Healthcare Bull 3X ETF
- IEF8.5%
iShares 7-10 Year Treasury Bond ETF
- TQQQ7.9%
ProShares UltraPro QQQ
- UPRO1.3%
ProShares UltraPro S&P 500
- UTSL0.9%
Direxion Daily Utilities Bull 3X ETF
Frequently asked questions
What is BE's 2nd Opus l HnL + Commodities l Jun 2nd 2017?
Dynamic and defensive, the strategy mainly holds leveraged equity funds like TQQQ and UPRO when the market trend is positive, then switches to defensive bonds such as BIL or SHY when Treasury prices fall below short-term averages or when VIX spikes. It protects itself by shifting to inverse or low-volatility assets when volatility rises or when the S&P 500 turns bearish.
What is BE's 2nd Opus l HnL + Commodities l Jun 2nd 2017 holding today?
As of Oct 30, 2026, BE's 2nd Opus l HnL + Commodities l Jun 2nd 2017 allocates to USMV 40%, USDU 16.3%, SPXL 15.3%, CURE 9.7%, IEF 8.5%, TQQQ 7.9%, UPRO 1.3%, UTSL 0.9%.
How has BE's 2nd Opus l HnL + Commodities l Jun 2nd 2017 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, BE's 2nd Opus l HnL + Commodities l Jun 2nd 2017 returned +32.3% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of BE's 2nd Opus l HnL + Commodities l Jun 2nd 2017?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of BE's 2nd Opus l HnL + Commodities l Jun 2nd 2017 in a hypothetical backtest was -6.2%.
How do I use BE's 2nd Opus l HnL + Commodities l Jun 2nd 2017?
Open BE's 2nd Opus l HnL + Commodities l Jun 2nd 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.