Copy the Dragon Portfolio
Backtest results
Metrics
1Y · since Oct 2025Copy the Dragon Portfolio | |
|---|---|
| Total Return | +3.69% |
| CAGR | +3.72% |
| Sharpe | 0.32 |
| Calmar | 0.35 |
| Max DD | -10.79% |
| Volatility | 15.22% |
| Win Rate | 54.2% |
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 keeps a core of volatility and dollar hedges while allocating to the best-performing international or U.S. equity ETF over the past year. When a risk asset falls behind the 7-10 year Treasury, the strategy shifts to IEF, protecting capital while still seeking upside.
Current allocation
What the rules select as of Oct 30, 2026.
- UPRO24%
ProShares UltraPro S&P 500
- GLD19%
SPDR Gold Trust, SPDR Gold Shares
- TMF18%
Direxion Daily 20+ Year Treasury Bull 3X ETF
- UUP16%
Invesco DB US Dollar Index Bullish Fund
- IEF8.5%
iShares 7-10 Year Treasury Bond ETF
- VIXM5.1%
ProShares VIX Mid-Term Futures ETF
- DBO1.5%
Invesco DB Oil Fund
- EWA1%
iShares MSCI Australia ETF
- EWG1%
iShares MSCI Germany ETF
- EWI1%
iShares MSCI Italy ETF
- EWJ1%
iShares MSCI Japan ETF
- EWN1%
iShares MSCI Netherlands ETF
- EWP1%
iShares MSCI Spain ETF
- EWU1%
iShares MSCI United Kingdom ETF
- SPY1%
State Street SPDR S&P 500 ETF Trust
Frequently asked questions
What is Copy the Dragon Portfolio?
Dynamic portfolio that keeps a core of volatility and dollar hedges while allocating to the best-performing international or U.S. equity ETF over the past year. When a risk asset falls behind the 7-10 year Treasury, the strategy shifts to IEF, protecting capital while still seeking upside.
What is Copy the Dragon Portfolio holding today?
As of Oct 30, 2026, Copy the Dragon Portfolio allocates to UPRO 24%, GLD 19%, TMF 18%, UUP 16%, IEF 8.5%, VIXM 5.1%, DBO 1.5%, EWA 1%, EWG 1%, EWI 1%, EWJ 1%, EWN 1%, EWP 1%, EWU 1%, SPY 1%.
How has Copy the Dragon Portfolio performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Copy the Dragon Portfolio returned +3.6% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Copy the Dragon Portfolio?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Copy the Dragon Portfolio in a hypothetical backtest was -10.8%.
How do I use Copy the Dragon Portfolio?
Open Copy the Dragon Portfolio 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.