Exhibit 3 | ADAPTIVE ASSET ALLOCATION
Backtest results
Metrics
1Y · since Oct 2025Exhibit 3 | ADAPTIVE ASSET ALLOCATION | |
|---|---|
| Total Return | +16.61% |
| CAGR | +16.76% |
| Sharpe | 1.19 |
| Calmar | 2.20 |
| Max DD | -7.62% |
| Volatility | 13.85% |
| Win Rate | 56.6% |
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 opportunistic, the strategy holds the five best-performing assets from a core list of broad-market, international, bond, commodity and gold funds, switching daily based on 126-day cumulative returns. When a top performer falls below its recent trend, the portfolio pivots to safer bonds, gold or international equity to protect against sharp downturns.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Exhibit 3 | ADAPTIVE ASSET ALLOCATION?
Dynamic and opportunistic, the strategy holds the five best-performing assets from a core list of broad-market, international, bond, commodity and gold funds, switching daily based on 126-day cumulative returns. When a top performer falls below its recent trend, the portfolio pivots to safer bonds, gold or international equity to protect against sharp downturns.
What is Exhibit 3 | ADAPTIVE ASSET ALLOCATION holding today?
As of Oct 30, 2026, Exhibit 3 | ADAPTIVE ASSET ALLOCATION allocates to DBC 20%, EWJ 20%, SPY 20%, VGK 20%, VNQ 20%.
How has Exhibit 3 | ADAPTIVE ASSET ALLOCATION performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Exhibit 3 | ADAPTIVE ASSET ALLOCATION returned +16.9% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Exhibit 3 | ADAPTIVE ASSET ALLOCATION?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Exhibit 3 | ADAPTIVE ASSET ALLOCATION in a hypothetical backtest was -7.6%.
How do I use Exhibit 3 | ADAPTIVE ASSET ALLOCATION?
Open Exhibit 3 | ADAPTIVE ASSET ALLOCATION 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.