Diversify with Gold & the Dollar
Backtest results
Metrics
1Y · since Oct 2025Diversify with Gold & the Dollar | |
|---|---|
| Total Return | +4.84% |
| CAGR | +4.88% |
| Sharpe | 0.97 |
| Calmar | 1.61 |
| Max DD | -3.03% |
| Volatility | 5.06% |
| Win Rate | 54.6% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Balanced portfolio of gold (GLD) and the U.S. dollar (UUP) weighted by inverse volatility, giving each a similar risk contribution. The mix provides a steady hedge against market swings while maintaining exposure to precious metals and currency strength.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Diversify with Gold & the Dollar?
Balanced portfolio of gold (GLD) and the U.S. dollar (UUP) weighted by inverse volatility, giving each a similar risk contribution. The mix provides a steady hedge against market swings while maintaining exposure to precious metals and currency strength.
What is Diversify with Gold & the Dollar holding today?
As of Oct 30, 2026, Diversify with Gold & the Dollar allocates to UUP 82.6%, GLD 17.5%.
How has Diversify with Gold & the Dollar performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Diversify with Gold & the Dollar returned +5.1% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Diversify with Gold & the Dollar?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Diversify with Gold & the Dollar in a hypothetical backtest was -3%.
How do I use Diversify with Gold & the Dollar?
Open Diversify with Gold & the Dollar 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.