Layer 4: Standard Volatility Hedge (UUP/GLD)
Backtest results
Metrics
1Y · since Oct 2025Layer 4: Standard Volatility Hedge (UUP/GLD) | |
|---|---|
| Total Return | +4.65% |
| CAGR | +4.69% |
| Sharpe | 0.94 |
| Calmar | 1.47 |
| Max DD | -3.19% |
| Volatility | 5.04% |
| Win Rate | 55.4% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
A steady mix of the dollar-index fund (UUP) and gold (GLD) is held in a fixed allocation that never changes. The weights are set by inverse volatility so each asset contributes the same amount of risk, giving a balanced, low-volatility hedge that stays in place regardless of market swings.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Layer 4: Standard Volatility Hedge (UUP/GLD)?
A steady mix of the dollar-index fund (UUP) and gold (GLD) is held in a fixed allocation that never changes. The weights are set by inverse volatility so each asset contributes the same amount of risk, giving a balanced, low-volatility hedge that stays in place regardless of market swings.
What is Layer 4: Standard Volatility Hedge (UUP/GLD) holding today?
As of Oct 30, 2026, Layer 4: Standard Volatility Hedge (UUP/GLD) allocates to UUP 81.8%, GLD 18.2%.
How has Layer 4: Standard Volatility Hedge (UUP/GLD) performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Layer 4: Standard Volatility Hedge (UUP/GLD) returned +4.9% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Layer 4: Standard Volatility Hedge (UUP/GLD)?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Layer 4: Standard Volatility Hedge (UUP/GLD) in a hypothetical backtest was -3.2%.
How do I use Layer 4: Standard Volatility Hedge (UUP/GLD)?
Open Layer 4: Standard Volatility Hedge (UUP/GLD) 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.