Frankenrisky Rebalancer | Backtest 2022-06-22
Backtest results
Metrics
1Y · since Oct 2025Frankenrisky Rebalancer | Backtest 2022-06-22 | |
|---|---|
| Total Return | +32.87% |
| CAGR | +33.17% |
| Sharpe | 1.36 |
| Calmar | 3.36 |
| Max DD | -9.88% |
| Volatility | 23.02% |
| Win Rate | 57.4% |
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 risk-on strategy that mainly holds leveraged innovation (TARK) or short-term Treasury (BIL) when short-term Treasury is oversold relative to high-beta, switching to short innovation (SARK) or back to TARK when risk rises. It protects itself by de-risking to the lowest-drawdown asset in the core set and by moving into short-term Treasury or the dollar when volatility or drawdowns exceed set limits.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Frankenrisky Rebalancer | Backtest 2022-06-22?
Dynamic risk-on strategy that mainly holds leveraged innovation (TARK) or short-term Treasury (BIL) when short-term Treasury is oversold relative to high-beta, switching to short innovation (SARK) or back to TARK when risk rises. It protects itself by de-risking to the lowest-drawdown asset in the core set and by moving into short-term Treasury or the dollar when volatility or drawdowns exceed set limits.
What is Frankenrisky Rebalancer | Backtest 2022-06-22 holding today?
As of Oct 30, 2026, Frankenrisky Rebalancer | Backtest 2022-06-22 allocates to SARK 40%, PDBC 20%, TQQQ 20%, ERX 15%, DIG 5%.
How has Frankenrisky Rebalancer | Backtest 2022-06-22 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Frankenrisky Rebalancer | Backtest 2022-06-22 returned +32.4% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Frankenrisky Rebalancer | Backtest 2022-06-22?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Frankenrisky Rebalancer | Backtest 2022-06-22 in a hypothetical backtest was -9.9%.
How do I use Frankenrisky Rebalancer | Backtest 2022-06-22?
Open Frankenrisky Rebalancer | Backtest 2022-06-22 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.