Leveraged Adaptive Asset Allocation | GiantSteps
Backtest results
Metrics
1Y · since Oct 2025Leveraged Adaptive Asset Allocation | GiantSteps | |
|---|---|
| Total Return | -1.72% |
| CAGR | -1.73% |
| Sharpe | -0.08 |
| Calmar | -0.16 |
| Max DD | -11.11% |
| Volatility | 12.29% |
| Win Rate | 55.8% |
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 mainly holds leveraged S&P 500 (UPRO) paired with either the U.S. dollar (UUP) or long-term Treasury (TMF) depending on which of SPY, UUP, or TLT has the best 126-day cumulative return. It switches between these pairs by weighting them inversely to volatility, keeping risk balanced while favoring the strongest recent performer.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Leveraged Adaptive Asset Allocation | GiantSteps?
Dynamic and disciplined, the strategy mainly holds leveraged S&P 500 (UPRO) paired with either the U.S. dollar (UUP) or long-term Treasury (TMF) depending on which of SPY, UUP, or TLT has the best 126-day cumulative return. It switches between these pairs by weighting them inversely to volatility, keeping risk balanced while favoring the strongest recent performer.
What is Leveraged Adaptive Asset Allocation | GiantSteps holding today?
As of Oct 30, 2026, Leveraged Adaptive Asset Allocation | GiantSteps allocates to UUP 88.4%, UPRO 11.6%.
How has Leveraged Adaptive Asset Allocation | GiantSteps performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Leveraged Adaptive Asset Allocation | GiantSteps returned -2.4% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Leveraged Adaptive Asset Allocation | GiantSteps?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Leveraged Adaptive Asset Allocation | GiantSteps in a hypothetical backtest was -11.2%.
How do I use Leveraged Adaptive Asset Allocation | GiantSteps?
Open Leveraged Adaptive Asset Allocation | GiantSteps 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.