Copy of V1d Melkor's Folly
Backtest results
Metrics
1Y · since Oct 2025Copy of V1d Melkor's Folly | |
|---|---|
| Total Return | -4.04% |
| CAGR | -4.07% |
| Sharpe | 0.00 |
| Calmar | -0.12 |
| Max DD | -32.60% |
| Volatility | 29.37% |
| Win Rate | 46.6% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
A sharp-timed strategy that pivots between a high-growth tech focus (TARK) and short-term Treasury cash (BIL) when the SGOV bond RSI falls below the HIBL equity RSI. When that condition is not met it shifts to a short-innovation play (SARK). The portfolio protects itself by moving into cash or short positions whenever the market shows bearish signals, keeping risk low during downturns.
Current allocation
What the rules select as of Oct 30, 2026.
- EPI32.5%
WisdomTree India Earnings Fund ETF
- TECL15%
Direxion Daily Technology Bull 3x ETF
- SARK12.5%
Investment Managers Series Trust II Tradr 1X Short Innovation Daily ETF
- KOLD7.7%
ProShares UltraShort Bloomberg Natural Gas
- BTAL6.3%
AGF U.S. Market Neutral Anti-Beta Fund
- CTA6.3%
Simplify Managed Futures Strategy ETF
- DBMF6.3%
iMGP DBi Managed Futures Strategy ETF
- TMF3.7%
Direxion Daily 20+ Year Treasury Bull 3X ETF
- TYD3.2%
Direxion Daily 7-10 Year Treasury Bull 3X ETF
- AAPL1.9%
Apple Inc. Common Stock
- AMGN1.9%
Amgen Inc. Common Stock
- SCHD0.9%
Schwab US Dividend Equity ETF
- CURE0.4%
Direxion Daily Healthcare Bull 3X ETF
- UTSL0.4%
Direxion Daily Utilities Bull 3X ETF
- BIL0.2%
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
- SHY0.2%
iShares 1-3 Year Treasury Bond ETF
- PSQ0.2%
ProShares Short QQQ
- USO0.2%
United States Oil Fund, LP
- UUP0.2%
Invesco DB US Dollar Index Bullish Fund
- XLP0.2%
State Street Consumer Staples Select Sector SPDR ETF
Frequently asked questions
What is Copy of V1d Melkor's Folly?
A sharp-timed strategy that pivots between a high-growth tech focus (TARK) and short-term Treasury cash (BIL) when the SGOV bond RSI falls below the HIBL equity RSI. When that condition is not met it shifts to a short-innovation play (SARK). The portfolio protects itself by moving into cash or short positions whenever the market shows bearish signals, keeping risk low during downturns.
What is Copy of V1d Melkor's Folly holding today?
As of Oct 30, 2026, Copy of V1d Melkor's Folly allocates to EPI 32.5%, TECL 15%, SARK 12.5%, KOLD 7.7%, BTAL 6.3%, CTA 6.3%, DBMF 6.3%, TMF 3.7%, TYD 3.2%, AAPL 1.9%, AMGN 1.9%, SCHD 0.9%, CURE 0.4%, UTSL 0.4%, BIL 0.2%, SHY 0.2%, PSQ 0.2%, USO 0.2%, UUP 0.2%, XLP 0.2%.
How has Copy of V1d Melkor's Folly performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Copy of V1d Melkor's Folly returned -6% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Copy of V1d Melkor's Folly?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Copy of V1d Melkor's Folly in a hypothetical backtest was -32.6%.
How do I use Copy of V1d Melkor's Folly?
Open Copy of V1d Melkor's Folly 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.