Cocktail Rev 1.0 _ Updated May 8 (Shared)
Backtest results
Metrics
1Y · since Oct 2025Cocktail Rev 1.0 _ Updated May 8 (Shared) | |
|---|---|
| Total Return | +11.42% |
| CAGR | +11.52% |
| Sharpe | 0.75 |
| Calmar | 1.03 |
| Max DD | -11.16% |
| Volatility | 16.35% |
| 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 risk-on strategy that keeps cash-like BIL when volatility is high, switches to leveraged tech (TQQQ) when the market is trending down and QQQ is oversold, and moves to consumer staples (XLP) when the market is down but tech is not oversold. It also shifts to broad or international equity (NTSX, XLK, VEA) when the S&P 500 is above its 200-day average, balances gold and TIPS when BIL has performed well, while always holding a managed-futures core (DBMF).
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Cocktail Rev 1.0 _ Updated May 8 (Shared)?
Dynamic risk-on strategy that keeps cash-like BIL when volatility is high, switches to leveraged tech (TQQQ) when the market is trending down and QQQ is oversold, and moves to consumer staples (XLP) when the market is down but tech is not oversold. It also shifts to broad or international equity (NTSX, XLK, VEA) when the S&P 500 is above its 200-day average, balances gold and TIPS when BIL has performed well, while always holding a managed-futures core (DBMF).
What is Cocktail Rev 1.0 _ Updated May 8 (Shared) holding today?
As of Oct 30, 2026, Cocktail Rev 1.0 _ Updated May 8 (Shared) allocates to SSO 25%, XLK 18.8%, NTSX 16.7%, DBMF 10%, VEA 10%, IAU 9.8%, TIP 9.8%.
How has Cocktail Rev 1.0 _ Updated May 8 (Shared) performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Cocktail Rev 1.0 _ Updated May 8 (Shared) returned +11.8% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Cocktail Rev 1.0 _ Updated May 8 (Shared)?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Cocktail Rev 1.0 _ Updated May 8 (Shared) in a hypothetical backtest was -11.2%.
How do I use Cocktail Rev 1.0 _ Updated May 8 (Shared)?
Open Cocktail Rev 1.0 _ Updated May 8 (Shared) 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.