Commodities Strategy
Backtest results
Metrics
1Y · since Oct 2025Commodities Strategy | |
|---|---|
| Total Return | +29.71% |
| CAGR | +29.98% |
| Sharpe | 1.59 |
| Calmar | 2.37 |
| Max DD | -12.67% |
| Volatility | 17.52% |
| Win Rate | 54.6% |
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 commodities strategy that holds leveraged commodity fund DBC when its price is above both 100- and 252-day moving averages and RSI is above 55, otherwise it shifts to a balanced bond allocation of IEF and TLT. It protects itself by moving to risk-off bonds when the commodity trend weakens or the RSI falls below the threshold.
Current allocation
What the rules select as of Oct 30, 2026.
- DBC100%
Invesco DB Commodity Index Tracking Fund
Frequently asked questions
What is Commodities Strategy?
Dynamic commodities strategy that holds leveraged commodity fund DBC when its price is above both 100- and 252-day moving averages and RSI is above 55, otherwise it shifts to a balanced bond allocation of IEF and TLT. It protects itself by moving to risk-off bonds when the commodity trend weakens or the RSI falls below the threshold.
What is Commodities Strategy holding today?
As of Oct 30, 2026, Commodities Strategy allocates to DBC 100%.
How has Commodities Strategy performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Commodities Strategy returned +30.5% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Commodities Strategy?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Commodities Strategy in a hypothetical backtest was -12.7%.
How do I use Commodities Strategy?
Open Commodities Strategy 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.