Drawdown/Skim Bots (USDU, no UUP)
Backtest results
Metrics
1Y · since Oct 2025Drawdown/Skim Bots (USDU, no UUP) | |
|---|---|
| Total Return | +6.40% |
| CAGR | +6.45% |
| Sharpe | 0.75 |
| Calmar | 1.38 |
| Max DD | -4.69% |
| Volatility | 8.89% |
| 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
Aggressive yet defensive, the strategy mainly holds leveraged equity funds such as SPXL and TQQQ while the U.S. dollar (USDU) provides a counterweight. When SPXL or TQQQ become overbought, it shifts into a VIX hedge (UVXY) and re-weights the portfolio by inverse volatility, keeping the dollar in the mix; if the S&P 500 falls below its 200-day average or the Treasury spread widens, it switches to a short-volatility play (SVXY) and adds bonds and the dollar to protect against drawdowns.
Current allocation
What the rules select as of Oct 30, 2026.
- USDU44.5%
WisdomTree Bloomberg U.S. Dollar Bullish Fund
- SHY40.7%
iShares 1-3 Year Treasury Bond ETF
- TQQQ6.7%
ProShares UltraPro QQQ
- SPXL1.5%
Direxion Daily S&P 500 Bull 3x ETF
- UPRO1.5%
ProShares UltraPro S&P 500
- XLB1.3%
State Street Materials Select Sector SPDR ETF
- XLF1.2%
State Street Financial Select Sector SPDR ETF
- XLY1%
State Street Consumer Discretionary Select Sector SPDR ETF
- XLI1%
State Street Industrial Select Sector SPDR ETF
- XLK0.5%
State Street Technology Select Sector SPDR ETF
- TECL0.2%
Direxion Daily Technology Bull 3x ETF
Frequently asked questions
What is Drawdown/Skim Bots (USDU, no UUP)?
Aggressive yet defensive, the strategy mainly holds leveraged equity funds such as SPXL and TQQQ while the U.S. dollar (USDU) provides a counterweight. When SPXL or TQQQ become overbought, it shifts into a VIX hedge (UVXY) and re-weights the portfolio by inverse volatility, keeping the dollar in the mix; if the S&P 500 falls below its 200-day average or the Treasury spread widens, it switches to a short-volatility play (SVXY) and adds bonds and the dollar to protect against drawdowns.
What is Drawdown/Skim Bots (USDU, no UUP) holding today?
As of Oct 30, 2026, Drawdown/Skim Bots (USDU, no UUP) allocates to USDU 44.5%, SHY 40.7%, TQQQ 6.7%, SPXL 1.5%, UPRO 1.5%, XLB 1.3%, XLF 1.2%, XLY 1%, XLI 1%, XLK 0.5%, TECL 0.2%.
How has Drawdown/Skim Bots (USDU, no UUP) performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Drawdown/Skim Bots (USDU, no UUP) returned +6.9% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Drawdown/Skim Bots (USDU, no UUP)?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Drawdown/Skim Bots (USDU, no UUP) in a hypothetical backtest was -4.7%.
How do I use Drawdown/Skim Bots (USDU, no UUP)?
Open Drawdown/Skim Bots (USDU, no UUP) 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.