(draft v0.0.1) ☢ V2.12 The Manhattan Project (slimed)
Backtest results
Metrics
1Y · since Oct 2025(draft v0.0.1) ☢ V2.12 The Manhattan Project (slimed) | |
|---|---|
| Total Return | +0.81% |
| CAGR | +0.81% |
| Sharpe | 0.14 |
| Calmar | 0.04 |
| Max DD | -20.28% |
| Volatility | 21.51% |
| Win Rate | 48.6% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Aggressive risk-on portfolio that weights leveraged tech, energy, gold and treasury plays by inverse volatility, switching to short or bond when the SGOV-HIBL RSI gap widens or SARK turns overbought. It de-risks to TARK or BIL when those signals trigger, protecting against sharp market turns.
Current allocation
What the rules select as of Oct 30, 2026.
- UTSL13%
Direxion Daily Utilities Bull 3X ETF
- EPI12.5%
WisdomTree India Earnings Fund ETF
- SARK12.5%
Investment Managers Series Trust II Tradr 1X Short Innovation Daily ETF
- VIXY12.5%
ProShares VIX Short-Term Futures ETF
- BRK.B6.3%
BERKSHIRE HATHAWAY Class B
- CURE4.9%
Direxion Daily Healthcare Bull 3X ETF
- USDU4.1%
WisdomTree Bloomberg U.S. Dollar Bullish Fund
- TMF3.9%
Direxion Daily 20+ Year Treasury Bull 3X ETF
- TYD3.9%
Direxion Daily 7-10 Year Treasury Bull 3X ETF
- NTSX3.8%
WisdomTree U.S. Efficient Core Fund
- SCHD3.7%
Schwab US Dividend Equity ETF
- TECL2.4%
Direxion Daily Technology Bull 3x ETF
- DBMF1.6%
iMGP DBi Managed Futures Strategy ETF
- JEPQ1.6%
J.P. Morgan Exchange-Traded Fund Trust JPMorgan Nasdaq Equity Premium Income ETF
- TMV1.6%
Direxion Daily 20+ Year Treasury Bear 3X ETF
- VDE1.4%
Vanguard Energy ETF
- VGT1.4%
Vanguard Information Technology ETF
- SHV1.3%
iShares Trust iShares 0-1 Year Treasury Bond ETF
- UUP1.3%
Invesco DB US Dollar Index Bullish Fund
- CTA1%
Simplify Managed Futures Strategy ETF
- KMLM1%
KraneShares Mount Lucas Managed Futures Index Strategy ETF
- ERX0.6%
Direxion Daily Energy Bull 2X ETF
- FNDX0.6%
Schwab Fundamental U.S. Large Company ETF
- RWL0.5%
Invesco S&P 500 Revenue ETF
- SOXL0.5%
Direxion Daily Semiconductor Bull 3X ETF
- VTV0.5%
Vanguard Morningstar Value ETF
- GLD0.3%
SPDR Gold Trust, SPDR Gold Shares
- VLUE0.3%
iShares MSCI USA Value Factor ETF
- DBE0.3%
Invesco DB Energy Fund
- DBO0.3%
Invesco DB Oil Fund
- BIL0.3%
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
- SHY0.3%
iShares 1-3 Year Treasury Bond ETF
Frequently asked questions
What is (draft v0.0.1) ☢ V2.12 The Manhattan Project (slimed)?
Aggressive risk-on portfolio that weights leveraged tech, energy, gold and treasury plays by inverse volatility, switching to short or bond when the SGOV-HIBL RSI gap widens or SARK turns overbought. It de-risks to TARK or BIL when those signals trigger, protecting against sharp market turns.
What is (draft v0.0.1) ☢ V2.12 The Manhattan Project (slimed) holding today?
As of Oct 30, 2026, (draft v0.0.1) ☢ V2.12 The Manhattan Project (slimed) allocates to UTSL 13%, EPI 12.5%, SARK 12.5%, VIXY 12.5%, BRK.B 6.3%, CURE 4.9%, USDU 4.1%, TMF 3.9%, TYD 3.9%, NTSX 3.8%, SCHD 3.7%, TECL 2.4%, DBMF 1.6%, JEPQ 1.6%, TMV 1.6%, VDE 1.4%, VGT 1.4%, SHV 1.3%, UUP 1.3%, CTA 1%, KMLM 1%, ERX 0.6%, FNDX 0.6%, RWL 0.5%, SOXL 0.5%, VTV 0.5%, GLD 0.3%, VLUE 0.3%, DBE 0.3%, DBO 0.3%, BIL 0.3%, SHY 0.3%.
How has (draft v0.0.1) ☢ V2.12 The Manhattan Project (slimed) performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, (draft v0.0.1) ☢ V2.12 The Manhattan Project (slimed) returned -0.6% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of (draft v0.0.1) ☢ V2.12 The Manhattan Project (slimed)?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of (draft v0.0.1) ☢ V2.12 The Manhattan Project (slimed) in a hypothetical backtest was -20.3%.
How do I use (draft v0.0.1) ☢ V2.12 The Manhattan Project (slimed)?
Open (draft v0.0.1) ☢ V2.12 The Manhattan Project (slimed) 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.