Copy of Adaptive All Weather Portfolio v1
Backtest results
Metrics
1Y · since Oct 2025Copy of Adaptive All Weather Portfolio v1 | |
|---|---|
| Total Return | +10.02% |
| CAGR | +10.10% |
| Sharpe | 0.80 |
| Calmar | 1.42 |
| Max DD | -7.12% |
| Volatility | 13.09% |
| Win Rate | 50.2% |
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 portfolio that shifts between risk-on dollar-bullish and risk-off bond or commodity positions based on short-term Treasury and volatility signals. It moves into leveraged equity funds when Treasury yields trend up, and into gold, oil or bond funds when volatility spikes, protecting itself by switching to short or dollar funds when Treasury yields fall or VIX rises.
Current allocation
What the rules select as of Oct 30, 2026.
- TYD22%
Direxion Daily 7-10 Year Treasury Bull 3X ETF
- QLD15%
ProShares Ultra QQQ
- SSO15%
ProShares Ultra S&P500
- BTAL8.3%
AGF U.S. Market Neutral Anti-Beta Fund
- TMF8.3%
Direxion Daily 20+ Year Treasury Bull 3X ETF
- UGL8.3%
ProShares Ultra Gold
- XLP8.3%
State Street Consumer Staples Select Sector SPDR ETF
- PDBC7.5%
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
- COMT2.5%
iShares U.S. ETF Trust iShares GSCI Commodity Dynamic Roll Strategy ETF
- GLD2.5%
SPDR Gold Trust, SPDR Gold Shares
- OILK2.5%
ProShares K-1 Free Crude Oil ETF
Frequently asked questions
What is Copy of Adaptive All Weather Portfolio v1?
Dynamic portfolio that shifts between risk-on dollar-bullish and risk-off bond or commodity positions based on short-term Treasury and volatility signals. It moves into leveraged equity funds when Treasury yields trend up, and into gold, oil or bond funds when volatility spikes, protecting itself by switching to short or dollar funds when Treasury yields fall or VIX rises.
What is Copy of Adaptive All Weather Portfolio v1 holding today?
As of Oct 30, 2026, Copy of Adaptive All Weather Portfolio v1 allocates to TYD 22%, QLD 15%, SSO 15%, BTAL 8.3%, TMF 8.3%, UGL 8.3%, XLP 8.3%, PDBC 7.5%, COMT 2.5%, GLD 2.5%, OILK 2.5%.
How has Copy of Adaptive All Weather Portfolio v1 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Copy of Adaptive All Weather Portfolio v1 returned +10.4% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Copy of Adaptive All Weather Portfolio v1?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Copy of Adaptive All Weather Portfolio v1 in a hypothetical backtest was -7.1%.
How do I use Copy of Adaptive All Weather Portfolio v1?
Open Copy of Adaptive All Weather Portfolio v1 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.