Master Adaptive Boring Golden Dragon
Backtest results
Metrics
1Y · since Oct 2025Master Adaptive Boring Golden Dragon | |
|---|---|
| Total Return | -0.75% |
| CAGR | -0.76% |
| Sharpe | -0.04 |
| Calmar | -0.13 |
| Max DD | -5.76% |
| Volatility | 9.26% |
| Win Rate | 54.6% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
A dynamic portfolio that shifts between risk-on leveraged funds and risk-off defensive assets when the S&P 500 drawdown exceeds a set threshold. It holds a mix of equal-weight commodity and alternative funds, and a small allocation to bonds or the dollar when markets are calm, protecting itself by moving into gold, Treasury bonds or inverse VIX when volatility spikes.
Current allocation
What the rules select as of Oct 30, 2026.
- TMF17.5%
Direxion Daily 20+ Year Treasury Bull 3X ETF
- GLD11.7%
SPDR Gold Trust, SPDR Gold Shares
- XLP9.8%
State Street Consumer Staples Select Sector SPDR ETF
- SCHD8.2%
Schwab US Dividend Equity ETF
- TYD7.8%
Direxion Daily 7-10 Year Treasury Bull 3X ETF
- PDBC5.3%
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
- TQQQ4.8%
ProShares UltraPro QQQ
- UUP4%
Invesco DB US Dollar Index Bullish Fund
- FAS3.4%
Direxion Daily Financial Bull 3x ETF
- DBMF3.1%
iMGP DBi Managed Futures Strategy ETF
- SHY2.6%
iShares 1-3 Year Treasury Bond ETF
- NTSX1.9%
WisdomTree U.S. Efficient Core Fund
- COM1.8%
Direxion Auspice Broad Commodity Strategy ETF
- FAAR1.8%
First Trust Exchange-Traded Fund VII First Trust Alternative Absolute Return Strategy ETF
- SHV1.8%
iShares Trust iShares 0-1 Year Treasury Bond ETF
- CCOR1.7%
Core Alternative Capital
- VDE1.6%
Vanguard Energy ETF
- VGT1.6%
Vanguard Information Technology ETF
- BTAL1.6%
AGF U.S. Market Neutral Anti-Beta Fund
- FTLS0.9%
First Trust Long/Short Equity ETF
- FNDX0.8%
Schwab Fundamental U.S. Large Company ETF
- RWL0.7%
Invesco S&P 500 Revenue ETF
- VTV0.7%
Vanguard Morningstar Value ETF
- VIXM0.4%
ProShares VIX Mid-Term Futures ETF
- VLUE0.4%
iShares MSCI USA Value Factor ETF
- EWA0.3%
iShares MSCI Australia ETF
- EWG0.3%
iShares MSCI Germany ETF
- EWI0.3%
iShares MSCI Italy ETF
- EWJ0.3%
iShares MSCI Japan ETF
- EWN0.3%
iShares MSCI Netherlands ETF
- EWP0.3%
iShares MSCI Spain ETF
- EWU0.3%
iShares MSCI United Kingdom ETF
- IEF0.3%
iShares 7-10 Year Treasury Bond ETF
- SPY0.3%
State Street SPDR S&P 500 ETF Trust
- DBE0.3%
Invesco DB Energy Fund
- DBO0.3%
Invesco DB Oil Fund
- GLL0.1%
ProShares UltraShort Gold
- KOLD0.1%
ProShares UltraShort Bloomberg Natural Gas
- SH0.1%
ProShares Short S&P500
- TMV0.1%
Direxion Daily 20+ Year Treasury Bear 3X ETF
- UCO0.1%
ProShares Ultra Bloomberg Crude Oil
- EUO0.1%
ProShares UltraShort Euro
- YCS0.1%
ProShares UltraShort Yen
- UVXY0%
ProShares Ultra VIX Short-Term Futures ETF
Frequently asked questions
What is Master Adaptive Boring Golden Dragon?
A dynamic portfolio that shifts between risk-on leveraged funds and risk-off defensive assets when the S&P 500 drawdown exceeds a set threshold. It holds a mix of equal-weight commodity and alternative funds, and a small allocation to bonds or the dollar when markets are calm, protecting itself by moving into gold, Treasury bonds or inverse VIX when volatility spikes.
What is Master Adaptive Boring Golden Dragon holding today?
As of Oct 30, 2026, Master Adaptive Boring Golden Dragon allocates to TMF 17.5%, GLD 11.7%, XLP 9.8%, SCHD 8.2%, TYD 7.8%, PDBC 5.3%, TQQQ 4.8%, UUP 4%, FAS 3.4%, DBMF 3.1%, SHY 2.6%, NTSX 1.9%, COM 1.8%, FAAR 1.8%, SHV 1.8%, CCOR 1.7%, VDE 1.6%, VGT 1.6%, BTAL 1.6%, FTLS 0.9%, FNDX 0.8%, RWL 0.7%, VTV 0.7%, VIXM 0.4%, VLUE 0.4%, EWA 0.3%, EWG 0.3%, EWI 0.3%, EWJ 0.3%, EWN 0.3%, EWP 0.3%, EWU 0.3%, IEF 0.3%, SPY 0.3%, DBE 0.3%, DBO 0.3%, GLL 0.1%, KOLD 0.1%, SH 0.1%, TMV 0.1%, UCO 0.1%, EUO 0.1%, YCS 0.1%, UVXY 0%.
How has Master Adaptive Boring Golden Dragon performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Master Adaptive Boring Golden Dragon returned -0.6% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Master Adaptive Boring Golden Dragon?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Master Adaptive Boring Golden Dragon in a hypothetical backtest was -5.8%.
How do I use Master Adaptive Boring Golden Dragon?
Open Master Adaptive Boring Golden Dragon 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.