Monthly Income Dividends + Managed Futures
Backtest results
Metrics
1Y · since Oct 2025Monthly Income Dividends + Managed Futures | |
|---|---|
| Total Return | +15.36% |
| CAGR | +15.49% |
| Sharpe | 1.96 |
| Calmar | 2.81 |
| Max DD | -5.50% |
| Volatility | 7.53% |
| Win Rate | 57.4% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Balanced, steady portfolio holds equal shares of JPMorgan Equity Premium Income ETF (JEPI) and iMGP DBi Managed Futures Strategy ETF (DBMF). It stays constant, rebalancing periodically to maintain the 50/50 split, offering a blend of income and diversified futures exposure.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Monthly Income Dividends + Managed Futures?
Balanced, steady portfolio holds equal shares of JPMorgan Equity Premium Income ETF (JEPI) and iMGP DBi Managed Futures Strategy ETF (DBMF). It stays constant, rebalancing periodically to maintain the 50/50 split, offering a blend of income and diversified futures exposure.
What is Monthly Income Dividends + Managed Futures holding today?
As of Oct 30, 2026, Monthly Income Dividends + Managed Futures allocates to DBMF 50%, JEPI 50%.
How has Monthly Income Dividends + Managed Futures performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Monthly Income Dividends + Managed Futures returned +15.2% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Monthly Income Dividends + Managed Futures?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Monthly Income Dividends + Managed Futures in a hypothetical backtest was -5.5%.
How do I use Monthly Income Dividends + Managed Futures?
Open Monthly Income Dividends + Managed Futures 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.