Master Runner
Backtest results
Metrics
1Y · since Oct 2025Master Runner | |
|---|---|
| Total Return | +8.97% |
| CAGR | +9.04% |
| Sharpe | 1.01 |
| Calmar | 2.02 |
| Max DD | -4.48% |
| Volatility | 9.00% |
| Win Rate | 57.0% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Aggressive yet disciplined, the strategy mainly holds a volatility play (UVXY) when the S&P 500 trend is weak or the 3-month VIX spike is high. When the market shows a sustained up-trend, it switches to a top-performing leveraged tech or energy ETF (TQQQ, SOXL, UPRO) and retreats to bonds or inverse funds (SHY, SPHD) if the trend reverses, keeping risk in check.
Current allocation
What the rules select as of Oct 30, 2026.
- TMF12.3%
Direxion Daily 20+ Year Treasury Bull 3X ETF
- GLD9%
SPDR Gold Trust, SPDR Gold Shares
- XLP7.1%
State Street Consumer Staples Select Sector SPDR ETF
- DBMF6.7%
iMGP DBi Managed Futures Strategy ETF
- TYD6.3%
Direxion Daily 7-10 Year Treasury Bull 3X ETF
- TQQQ5.7%
ProShares UltraPro QQQ
- VDE4.8%
Vanguard Energy ETF
- PDBC4.3%
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
- SCHD4.3%
Schwab US Dividend Equity ETF
- NTSX3.8%
WisdomTree U.S. Efficient Core Fund
- VGT3.2%
Vanguard Information Technology ETF
- BTAL2.9%
AGF U.S. Market Neutral Anti-Beta Fund
- SHV2.7%
iShares Trust iShares 0-1 Year Treasury Bond ETF
- CCOR2.5%
Core Alternative Capital
- SHY2.1%
iShares 1-3 Year Treasury Bond ETF
- USDU2.1%
WisdomTree Bloomberg U.S. Dollar Bullish Fund
- DBA1.9%
Invesco DB Agriculture Fund
- DBC1.9%
Invesco DB Commodity Index Tracking Fund
- TECL1.7%
Direxion Daily Technology Bull 3x ETF
- FNDX1.6%
Schwab Fundamental U.S. Large Company ETF
- COM1.5%
Direxion Auspice Broad Commodity Strategy ETF
- FAAR1.5%
First Trust Exchange-Traded Fund VII First Trust Alternative Absolute Return Strategy ETF
- RWL1.4%
Invesco S&P 500 Revenue ETF
- VTV1.3%
Vanguard Morningstar Value ETF
- FTLS1.3%
First Trust Long/Short Equity ETF
- XLU1.1%
State Street Utilities Select Sector SPDR ETF
- TMV0.8%
Direxion Daily 20+ Year Treasury Bear 3X ETF
- VLUE0.8%
iShares MSCI USA Value Factor ETF
- EPI0.6%
WisdomTree India Earnings Fund ETF
- SSO0.6%
ProShares Ultra S&P500
- UUP0.6%
Invesco DB US Dollar Index Bullish Fund
- DBE0.5%
Invesco DB Energy Fund
- DBO0.5%
Invesco DB Oil Fund
- UGL0.4%
ProShares Ultra Gold
- ERX0.3%
Direxion Daily Energy Bull 2X ETF
- VIXM0.1%
ProShares VIX Mid-Term Futures ETF
- UVXY0%
ProShares Ultra VIX Short-Term Futures ETF
Frequently asked questions
What is Master Runner?
Aggressive yet disciplined, the strategy mainly holds a volatility play (UVXY) when the S&P 500 trend is weak or the 3-month VIX spike is high. When the market shows a sustained up-trend, it switches to a top-performing leveraged tech or energy ETF (TQQQ, SOXL, UPRO) and retreats to bonds or inverse funds (SHY, SPHD) if the trend reverses, keeping risk in check.
What is Master Runner holding today?
As of Oct 30, 2026, Master Runner allocates to TMF 12.3%, GLD 9%, XLP 7.1%, DBMF 6.7%, TYD 6.3%, TQQQ 5.7%, VDE 4.8%, PDBC 4.3%, SCHD 4.3%, NTSX 3.8%, VGT 3.2%, BTAL 2.9%, SHV 2.7%, CCOR 2.5%, SHY 2.1%, USDU 2.1%, DBA 1.9%, DBC 1.9%, TECL 1.7%, FNDX 1.6%, COM 1.5%, FAAR 1.5%, RWL 1.4%, VTV 1.3%, FTLS 1.3%, XLU 1.1%, TMV 0.8%, VLUE 0.8%, EPI 0.6%, SSO 0.6%, UUP 0.6%, DBE 0.5%, DBO 0.5%, UGL 0.4%, ERX 0.3%, VIXM 0.1%, UVXY 0%.
How has Master Runner performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Master Runner returned +9.2% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Master Runner?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Master Runner in a hypothetical backtest was -4.5%.
How do I use Master Runner?
Open Master Runner 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.