Exhibit 3 | ADAPTIVE ASSET ALLOCATION | 5C2
Backtest results
Metrics
1Y · since Oct 2025Exhibit 3 | ADAPTIVE ASSET ALLOCATION | 5C2 | |
|---|---|
| Total Return | +26.29% |
| CAGR | +26.52% |
| Sharpe | 1.49 |
| Calmar | 2.48 |
| Max DD | -10.69% |
| Volatility | 16.79% |
| Win Rate | 60.6% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Dynamic and disciplined, the strategy keeps the two best-performing assets - such as leveraged commodities (DBC) or gold (GLD) - in its core. When market risk rises, it shifts into defensive holdings like long-term treasuries (TLT) or the dollar (UUP) to protect capital.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Exhibit 3 | ADAPTIVE ASSET ALLOCATION | 5C2?
Dynamic and disciplined, the strategy keeps the two best-performing assets - such as leveraged commodities (DBC) or gold (GLD) - in its core. When market risk rises, it shifts into defensive holdings like long-term treasuries (TLT) or the dollar (UUP) to protect capital.
What is Exhibit 3 | ADAPTIVE ASSET ALLOCATION | 5C2 holding today?
As of Oct 30, 2026, Exhibit 3 | ADAPTIVE ASSET ALLOCATION | 5C2 allocates to DBC 50%, UUP 50%.
How has Exhibit 3 | ADAPTIVE ASSET ALLOCATION | 5C2 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Exhibit 3 | ADAPTIVE ASSET ALLOCATION | 5C2 returned +26.4% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Exhibit 3 | ADAPTIVE ASSET ALLOCATION | 5C2?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Exhibit 3 | ADAPTIVE ASSET ALLOCATION | 5C2 in a hypothetical backtest was -10.7%.
How do I use Exhibit 3 | ADAPTIVE ASSET ALLOCATION | 5C2?
Open Exhibit 3 | ADAPTIVE ASSET ALLOCATION | 5C2 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.