Buy the Dips Nasdaq W/Opus 8,12,14
Backtest results
Metrics
1Y · since Oct 2025Buy the Dips Nasdaq W/Opus 8,12,14 | |
|---|---|
| Total Return | +50.14% |
| CAGR | +50.63% |
| Sharpe | 2.14 |
| Calmar | 6.31 |
| Max DD | -8.02% |
| Volatility | 20.18% |
| Win Rate | 60.6% |
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 risk-on portfolio that stays in broad core equity (NTSX) while allocating risk-parity weights to gold, the dollar and managed futures. When the Nasdaq falls below a 5-day threshold it shifts to defensive assets such as Treasury (SHV) or sector leaders based on 42-day performance, protecting against drawdowns.
Current allocation
What the rules select as of Oct 30, 2026.
- SHV22.3%
iShares Trust iShares 0-1 Year Treasury Bond ETF
- NTSX14.4%
WisdomTree U.S. Efficient Core Fund
- UUP12.8%
Invesco DB US Dollar Index Bullish Fund
- BIL7.2%
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
- VDE6.4%
Vanguard Energy ETF
- VGT6.4%
Vanguard Information Technology ETF
- DBMF5.6%
iMGP DBi Managed Futures Strategy ETF
- FNDX4.8%
Schwab Fundamental U.S. Large Company ETF
- RWL4.3%
Invesco S&P 500 Revenue ETF
- VTV4%
Vanguard Morningstar Value ETF
- DBE3%
Invesco DB Energy Fund
- DBO3%
Invesco DB Oil Fund
- GLD2.8%
SPDR Gold Trust, SPDR Gold Shares
- VLUE2.3%
iShares MSCI USA Value Factor ETF
- STIP0.7%
iShares 0-5 Year TIPS Bond ETF
Frequently asked questions
What is Buy the Dips Nasdaq W/Opus 8,12,14?
Dynamic risk-on portfolio that stays in broad core equity (NTSX) while allocating risk-parity weights to gold, the dollar and managed futures. When the Nasdaq falls below a 5-day threshold it shifts to defensive assets such as Treasury (SHV) or sector leaders based on 42-day performance, protecting against drawdowns.
What is Buy the Dips Nasdaq W/Opus 8,12,14 holding today?
As of Oct 30, 2026, Buy the Dips Nasdaq W/Opus 8,12,14 allocates to SHV 22.3%, NTSX 14.4%, UUP 12.8%, BIL 7.2%, VDE 6.4%, VGT 6.4%, DBMF 5.6%, FNDX 4.8%, RWL 4.3%, VTV 4%, DBE 3%, DBO 3%, GLD 2.8%, VLUE 2.3%, STIP 0.7%.
How has Buy the Dips Nasdaq W/Opus 8,12,14 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Buy the Dips Nasdaq W/Opus 8,12,14 returned +50.1% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Buy the Dips Nasdaq W/Opus 8,12,14?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Buy the Dips Nasdaq W/Opus 8,12,14 in a hypothetical backtest was -8%.
How do I use Buy the Dips Nasdaq W/Opus 8,12,14?
Open Buy the Dips Nasdaq W/Opus 8,12,14 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.