Copy of The Adaptive Dragon V1.0.1b
Backtest results
Metrics
1Y · since Oct 2025Copy of The Adaptive Dragon V1.0.1b | |
|---|---|
| Total Return | -0.56% |
| CAGR | -0.56% |
| Sharpe | -0.00 |
| Calmar | -0.07 |
| Max DD | -7.59% |
| Volatility | 10.52% |
| Win Rate | 52.2% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
A dynamic risk-on strategy that favors leveraged tech and broad-market ETFs - such as leveraged Nasdaq (TQQQ), leveraged S&P 500 (UPRO), and semiconductor (SOXL) - when the S&P 500 stays within a modest drawdown. When the market swings to a larger decline, it pivots to defensive assets - gold (GLD), short-term Treasury (SHY), the dollar (UUP), and a mix of commodity and bond funds - while also adding a VIX hedge (UVXY) if volatility remains low, protecting the portfolio from sharp downturns.
Current allocation
What the rules select as of Oct 30, 2026.
- TMF17.4%
Direxion Daily 20+ Year Treasury Bull 3X ETF
- XLP13.5%
State Street Consumer Staples Select Sector SPDR ETF
- GLD12.2%
SPDR Gold Trust, SPDR Gold Shares
- SCHD9.4%
Schwab US Dividend Equity ETF
- TYD8.8%
Direxion Daily 7-10 Year Treasury Bull 3X ETF
- PDBC6%
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
- UUP4.4%
Invesco DB US Dollar Index Bullish Fund
- BTAL4.2%
AGF U.S. Market Neutral Anti-Beta Fund
- UPRO3%
ProShares UltraPro S&P 500
- TQQQ2.9%
ProShares UltraPro QQQ
- SHY2.8%
iShares 1-3 Year Treasury Bond ETF
- UGL2.4%
ProShares Ultra Gold
- COM2%
Direxion Auspice Broad Commodity Strategy ETF
- FAAR2%
First Trust Exchange-Traded Fund VII First Trust Alternative Absolute Return Strategy ETF
- CCOR1.8%
Core Alternative Capital
- DBMF1.2%
iMGP DBi Managed Futures Strategy ETF
- FTLS1%
First Trust Long/Short Equity ETF
- SHV0.5%
iShares Trust iShares 0-1 Year Treasury Bond ETF
- VIXM0.5%
ProShares VIX Mid-Term Futures ETF
- EWA0.4%
iShares MSCI Australia ETF
- EWG0.4%
iShares MSCI Germany ETF
- EWI0.4%
iShares MSCI Italy ETF
- EWJ0.4%
iShares MSCI Japan ETF
- EWN0.4%
iShares MSCI Netherlands ETF
- EWP0.4%
iShares MSCI Spain ETF
- EWU0.4%
iShares MSCI United Kingdom ETF
- IEF0.4%
iShares 7-10 Year Treasury Bond ETF
- SPY0.4%
State Street SPDR S&P 500 ETF Trust
- GLL0.1%
ProShares UltraShort Gold
- KOLD0.1%
ProShares UltraShort Bloomberg Natural Gas
- SH0.1%
ProShares Short S&P500
- TMV0.1%
Direxion Daily 20+ Year Treasury Bear 3X ETF
- UCO0.1%
ProShares Ultra Bloomberg Crude Oil
- EUO0.1%
ProShares UltraShort Euro
- YCS0.1%
ProShares UltraShort Yen
- UVXY0.1%
ProShares Ultra VIX Short-Term Futures ETF
Frequently asked questions
What is Copy of The Adaptive Dragon V1.0.1b?
A dynamic risk-on strategy that favors leveraged tech and broad-market ETFs - such as leveraged Nasdaq (TQQQ), leveraged S&P 500 (UPRO), and semiconductor (SOXL) - when the S&P 500 stays within a modest drawdown. When the market swings to a larger decline, it pivots to defensive assets - gold (GLD), short-term Treasury (SHY), the dollar (UUP), and a mix of commodity and bond funds - while also adding a VIX hedge (UVXY) if volatility remains low, protecting the portfolio from sharp downturns.
What is Copy of The Adaptive Dragon V1.0.1b holding today?
As of Oct 30, 2026, Copy of The Adaptive Dragon V1.0.1b allocates to TMF 17.4%, XLP 13.5%, GLD 12.2%, SCHD 9.4%, TYD 8.8%, PDBC 6%, UUP 4.4%, BTAL 4.2%, UPRO 3%, TQQQ 2.9%, SHY 2.8%, UGL 2.4%, COM 2%, FAAR 2%, CCOR 1.8%, DBMF 1.2%, FTLS 1%, SHV 0.5%, VIXM 0.5%, EWA 0.4%, EWG 0.4%, EWI 0.4%, EWJ 0.4%, EWN 0.4%, EWP 0.4%, EWU 0.4%, IEF 0.4%, SPY 0.4%, GLL 0.1%, KOLD 0.1%, SH 0.1%, TMV 0.1%, UCO 0.1%, EUO 0.1%, YCS 0.1%, UVXY 0.1%.
How has Copy of The Adaptive Dragon V1.0.1b performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Copy of The Adaptive Dragon V1.0.1b returned -0.4% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Copy of The Adaptive Dragon V1.0.1b?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Copy of The Adaptive Dragon V1.0.1b in a hypothetical backtest was -7.6%.
How do I use Copy of The Adaptive Dragon V1.0.1b?
Open Copy of The Adaptive Dragon V1.0.1b 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.