Enhanced 45-45-10
Backtest results
Metrics
1Y · since Oct 2025Enhanced 45-45-10 | |
|---|---|
| Total Return | -9.15% |
| CAGR | -9.22% |
| Sharpe | -0.60 |
| Calmar | -0.41 |
| Max DD | -22.65% |
| Volatility | 14.38% |
| Win Rate | 51.0% |
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 and defensive, the strategy mainly holds the Treasury bond ETF (TLT) when its 3-day return is below 15% and the Nasdaq ETF (QQQ) when its 3-day return turns negative. It switches to gold (GLD) or short-term Treasury bills (BIL) when both risk assets are weak, protecting the portfolio during market stress.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Enhanced 45-45-10?
Dynamic and defensive, the strategy mainly holds the Treasury bond ETF (TLT) when its 3-day return is below 15% and the Nasdaq ETF (QQQ) when its 3-day return turns negative. It switches to gold (GLD) or short-term Treasury bills (BIL) when both risk assets are weak, protecting the portfolio during market stress.
What is Enhanced 45-45-10 holding today?
As of Oct 30, 2026, Enhanced 45-45-10 allocates to QQQ 45%, TLT 45%, GLD 10%.
How has Enhanced 45-45-10 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Enhanced 45-45-10 returned -9% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Enhanced 45-45-10?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Enhanced 45-45-10 in a hypothetical backtest was -22.6%.
How do I use Enhanced 45-45-10?
Open Enhanced 45-45-10 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.