MARA BETA HEDGE
Backtest results
Metrics
1Y · since Oct 2025MARA BETA HEDGE | |
|---|---|
| Total Return | +1.54% |
| CAGR | +1.55% |
| Sharpe | 0.49 |
| Calmar | 0.39 |
| Max DD | -3.99% |
| Volatility | 3.23% |
| 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, risk-balanced mix of Treasury bonds (TLT, IEF, SHY), consumer staples (XLP), utilities (XLU), consumer discretionary (XLY) and a commodity basket (DBC). Each asset is weighted by inverse volatility so every position contributes roughly the same risk, keeping the portfolio stable across market swings.
Current allocation
What the rules select as of Oct 30, 2026.
- SHY54.6%
iShares 1-3 Year Treasury Bond ETF
- IEF13.8%
iShares 7-10 Year Treasury Bond ETF
- DBC7.9%
Invesco DB Commodity Index Tracking Fund
- TLT7.6%
iShares 20 Year Treasury Bond ETF
- XLY6.5%
State Street Consumer Discretionary Select Sector SPDR ETF
- XLU6%
State Street Utilities Select Sector SPDR ETF
- XLP3.7%
State Street Consumer Staples Select Sector SPDR ETF
Frequently asked questions
What is MARA BETA HEDGE?
A steady, risk-balanced mix of Treasury bonds (TLT, IEF, SHY), consumer staples (XLP), utilities (XLU), consumer discretionary (XLY) and a commodity basket (DBC). Each asset is weighted by inverse volatility so every position contributes roughly the same risk, keeping the portfolio stable across market swings.
What is MARA BETA HEDGE holding today?
As of Oct 30, 2026, MARA BETA HEDGE allocates to SHY 54.6%, IEF 13.8%, DBC 7.9%, TLT 7.6%, XLY 6.5%, XLU 6%, XLP 3.7%.
How has MARA BETA HEDGE performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, MARA BETA HEDGE returned +1.6% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of MARA BETA HEDGE?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of MARA BETA HEDGE in a hypothetical backtest was -4%.
How do I use MARA BETA HEDGE?
Open MARA BETA HEDGE 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.