Copy of My Perfect Vol Hedge: Combined V2.0
Backtest results
Metrics
1Y · since Oct 2025Copy of My Perfect Vol Hedge: Combined V2.0 | |
|---|---|
| Total Return | -1.44% |
| CAGR | -1.45% |
| Sharpe | -0.08 |
| Calmar | -0.09 |
| Max DD | -15.48% |
| Volatility | 10.71% |
| Win Rate | 55.0% |
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-on strategy that keeps a balanced mix of bonds, gold, managed futures and commodity-equity funds while the S&P 500 stays within moderate drawdowns. When the market falls sharply or the VIX rises above a 30-period threshold, it pivots to a VIX-short or VIX-mid-term fund to protect against volatility spikes.
Current allocation
What the rules select as of Oct 30, 2026.
- DBMF20%
iMGP DBi Managed Futures Strategy ETF
- GLD20%
SPDR Gold Trust, SPDR Gold Shares
- SHY20%
iShares 1-3 Year Treasury Bond ETF
- CCOR13%
Core Alternative Capital
- COM10%
Direxion Auspice Broad Commodity Strategy ETF
- FAAR10%
First Trust Exchange-Traded Fund VII First Trust Alternative Absolute Return Strategy ETF
- FTLS7%
First Trust Long/Short Equity ETF
Frequently asked questions
What is Copy of My Perfect Vol Hedge: Combined V2.0?
A dynamic risk-on strategy that keeps a balanced mix of bonds, gold, managed futures and commodity-equity funds while the S&P 500 stays within moderate drawdowns. When the market falls sharply or the VIX rises above a 30-period threshold, it pivots to a VIX-short or VIX-mid-term fund to protect against volatility spikes.
What is Copy of My Perfect Vol Hedge: Combined V2.0 holding today?
As of Oct 30, 2026, Copy of My Perfect Vol Hedge: Combined V2.0 allocates to DBMF 20%, GLD 20%, SHY 20%, CCOR 13%, COM 10%, FAAR 10%, FTLS 7%.
How has Copy of My Perfect Vol Hedge: Combined V2.0 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Copy of My Perfect Vol Hedge: Combined V2.0 returned -1.5% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Copy of My Perfect Vol Hedge: Combined V2.0?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Copy of My Perfect Vol Hedge: Combined V2.0 in a hypothetical backtest was -15.5%.
How do I use Copy of My Perfect Vol Hedge: Combined V2.0?
Open Copy of My Perfect Vol Hedge: Combined V2.0 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.