Chowmeini's version of Proteus's draft of ☢ V2.12 The Manhattan Project (slimed)
Backtest results
Metrics
1Y · since Oct 2025Chowmeini's version of Proteus's draft of ☢ V2.12 The Manhattan Project (slimed) | |
|---|---|
| Total Return | +27.90% |
| CAGR | +28.15% |
| Sharpe | 1.69 |
| Calmar | 3.88 |
| Max DD | -7.25% |
| Volatility | 15.42% |
| Win Rate | 53.0% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
A dynamic risk-parity strategy that keeps most capital in leveraged tech and energy funds - CURE (Direxion Healthcare 3X), TECL (Tech 3X), ERX (Energy 2X) - while shifting to defensive assets like TMF (20+ year Treasury 3X), GLD (Gold) and USDU (U.S. Dollar Bullish) when market trends turn negative. It switches based on moving-average comparisons of the S&P 500, Treasury and commodity indices, protecting itself by reallocating to inverse or bond exposures when risk-on signals fade.
Current allocation
What the rules select as of Oct 30, 2026.
- USDU9.4%
WisdomTree Bloomberg U.S. Dollar Bullish Fund
- CURE8.3%
Direxion Daily Healthcare Bull 3X ETF
- TMF6.6%
Direxion Daily 20+ Year Treasury Bull 3X ETF
- TYD6.6%
Direxion Daily 7-10 Year Treasury Bull 3X ETF
- UTSL6.6%
Direxion Daily Utilities Bull 3X ETF
- NTSX6.4%
WisdomTree U.S. Efficient Core Fund
- SCHD6.2%
Schwab US Dividend Equity ETF
- EPI5%
WisdomTree India Earnings Fund ETF
- VIXY5%
ProShares VIX Short-Term Futures ETF
- TECL4.1%
Direxion Daily Technology Bull 3x ETF
- MOAT3.5%
VanEck Morningstar Wide Moat ETF
- QUAL3.5%
iShares MSCI USA Quality Factor ETF
- XLF3.5%
State Street Financial Select Sector SPDR ETF
- JEPQ2.7%
J.P. Morgan Exchange-Traded Fund Trust JPMorgan Nasdaq Equity Premium Income ETF
- TMV2.7%
Direxion Daily 20+ Year Treasury Bear 3X ETF
- DBMF2.6%
iMGP DBi Managed Futures Strategy ETF
- SHV2.6%
iShares Trust iShares 0-1 Year Treasury Bond ETF
- VDE2.4%
Vanguard Energy ETF
- VGT2.4%
Vanguard Information Technology ETF
- CTA1.8%
Simplify Managed Futures Strategy ETF
- KMLM1.8%
KraneShares Mount Lucas Managed Futures Index Strategy ETF
- FNDX1%
Schwab Fundamental U.S. Large Company ETF
- ERX1%
Direxion Daily Energy Bull 2X ETF
- RWL0.9%
Invesco S&P 500 Revenue ETF
- VTV0.8%
Vanguard Morningstar Value ETF
- OILK0.6%
ProShares K-1 Free Crude Oil ETF
- VLUE0.5%
iShares MSCI USA Value Factor ETF
- BIL0.4%
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
- SHY0.4%
iShares 1-3 Year Treasury Bond ETF
- GLD0.4%
SPDR Gold Trust, SPDR Gold Shares
- SOXL0.2%
Direxion Daily Semiconductor Bull 3X ETF
Frequently asked questions
What is Chowmeini's version of Proteus's draft of ☢ V2.12 The Manhattan Project (slimed)?
A dynamic risk-parity strategy that keeps most capital in leveraged tech and energy funds - CURE (Direxion Healthcare 3X), TECL (Tech 3X), ERX (Energy 2X) - while shifting to defensive assets like TMF (20+ year Treasury 3X), GLD (Gold) and USDU (U.S. Dollar Bullish) when market trends turn negative. It switches based on moving-average comparisons of the S&P 500, Treasury and commodity indices, protecting itself by reallocating to inverse or bond exposures when risk-on signals fade.
What is Chowmeini's version of Proteus's draft of ☢ V2.12 The Manhattan Project (slimed) holding today?
As of Oct 30, 2026, Chowmeini's version of Proteus's draft of ☢ V2.12 The Manhattan Project (slimed) allocates to USDU 9.4%, CURE 8.3%, TMF 6.6%, TYD 6.6%, UTSL 6.6%, NTSX 6.4%, SCHD 6.2%, EPI 5%, VIXY 5%, TECL 4.1%, MOAT 3.5%, QUAL 3.5%, XLF 3.5%, JEPQ 2.7%, TMV 2.7%, DBMF 2.6%, SHV 2.6%, VDE 2.4%, VGT 2.4%, CTA 1.8%, KMLM 1.8%, FNDX 1%, ERX 1%, RWL 0.9%, VTV 0.8%, OILK 0.6%, VLUE 0.5%, BIL 0.4%, SHY 0.4%, GLD 0.4%, SOXL 0.2%.
How has Chowmeini's version of Proteus's draft of ☢ V2.12 The Manhattan Project (slimed) performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Chowmeini's version of Proteus's draft of ☢ V2.12 The Manhattan Project (slimed) returned +27.5% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Chowmeini's version of Proteus's draft of ☢ V2.12 The Manhattan Project (slimed)?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Chowmeini's version of Proteus's draft of ☢ V2.12 The Manhattan Project (slimed) in a hypothetical backtest was -7.3%.
How do I use Chowmeini's version of Proteus's draft of ☢ V2.12 The Manhattan Project (slimed)?
Open Chowmeini's version of Proteus's draft of ☢ V2.12 The Manhattan Project (slimed) 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.