Book based portfolio example l OCT 12 2011
Backtest results
Metrics
1Y · since Oct 2025Book based portfolio example l OCT 12 2011 | |
|---|---|
| Total Return | +8.16% |
| CAGR | +8.23% |
| Sharpe | 0.45 |
| Calmar | 0.39 |
| Max DD | -21.27% |
| Volatility | 24.45% |
| Win Rate | 51.8% |
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 portfolio mainly holds leveraged equity funds such as CURE (Direxion Healthcare 3X) and MIDU (Mid Cap 3X) when the Treasury and S&P signals favor risk-on. It switches to risk-off holdings - BIL (T-Bill), TMV (Treasury Bear 3X), UUP (Dollar) or SPXU (S&P 500 Short) - when Treasury trends lag or the S&P shows weakness, protecting itself by moving into cash, bonds or inverse assets.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Book based portfolio example l OCT 12 2011?
Dynamic and defensive, the portfolio mainly holds leveraged equity funds such as CURE (Direxion Healthcare 3X) and MIDU (Mid Cap 3X) when the Treasury and S&P signals favor risk-on. It switches to risk-off holdings - BIL (T-Bill), TMV (Treasury Bear 3X), UUP (Dollar) or SPXU (S&P 500 Short) - when Treasury trends lag or the S&P shows weakness, protecting itself by moving into cash, bonds or inverse assets.
What is Book based portfolio example l OCT 12 2011 holding today?
As of Oct 30, 2026, Book based portfolio example l OCT 12 2011 allocates to CURE 25%, MIDU 25%, TMF 25%, TYD 25%.
How has Book based portfolio example l OCT 12 2011 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Book based portfolio example l OCT 12 2011 returned +8.1% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Book based portfolio example l OCT 12 2011?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Book based portfolio example l OCT 12 2011 in a hypothetical backtest was -21.3%.
How do I use Book based portfolio example l OCT 12 2011?
Open Book based portfolio example l OCT 12 2011 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.