Copy of DBMF Replication
Backtest results
Metrics
1Y · since Oct 2025Copy of DBMF Replication | |
|---|---|
| Total Return | -15.07% |
| CAGR | -15.18% |
| Sharpe | -1.01 |
| Calmar | -0.80 |
| Max DD | -18.94% |
| Volatility | 15.25% |
| Win Rate | 50.6% |
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 and disciplined, this strategy mainly holds leveraged commodity and currency ETFs, switching to risk-off bonds or inverse funds when volatility spikes or returns lag the Treasury benchmark. It protects itself by moving into short-dated Treasury (SHV) or inverse currency (YCS) when the 30-day volatility exceeds a threshold or the 90-day return falls behind SHV.
Current allocation
What the rules select as of Oct 30, 2026.
- SHV30%
iShares Trust iShares 0-1 Year Treasury Bond ETF
- DBB10%
Invesco DB Base Metals Fund
- GLL10%
ProShares UltraShort Gold
- KOLD10%
ProShares UltraShort Bloomberg Natural Gas
- SH10%
ProShares Short S&P500
- TMV10%
Direxion Daily 20+ Year Treasury Bear 3X ETF
- UCO10%
ProShares Ultra Bloomberg Crude Oil
- EUO5%
ProShares UltraShort Euro
- YCS5%
ProShares UltraShort Yen
Frequently asked questions
What is Copy of DBMF Replication?
Dynamic and disciplined, this strategy mainly holds leveraged commodity and currency ETFs, switching to risk-off bonds or inverse funds when volatility spikes or returns lag the Treasury benchmark. It protects itself by moving into short-dated Treasury (SHV) or inverse currency (YCS) when the 30-day volatility exceeds a threshold or the 90-day return falls behind SHV.
What is Copy of DBMF Replication holding today?
As of Oct 30, 2026, Copy of DBMF Replication allocates to SHV 30%, DBB 10%, GLL 10%, KOLD 10%, SH 10%, TMV 10%, UCO 10%, EUO 5%, YCS 5%.
How has Copy of DBMF Replication performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Copy of DBMF Replication returned -14.8% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Copy of DBMF Replication?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Copy of DBMF Replication in a hypothetical backtest was -18.9%.
How do I use Copy of DBMF Replication?
Open Copy of DBMF Replication 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.