My Perfect Vol Hedge: Combined
Backtest results
Metrics
1Y · since Oct 2025My Perfect Vol Hedge: Combined | |
|---|---|
| Total Return | +9.58% |
| CAGR | +9.66% |
| Sharpe | 1.14 |
| Calmar | 1.60 |
| Max DD | -6.03% |
| Volatility | 8.44% |
| 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 risk-on portfolio that stays in a mix of commodities, managed futures, long/short equity, gold, and bonds when the S&P 500 is stable, but shifts to a VIX spike play when short-term or medium-term drawdowns exceed 6 % or 11 %. It protects itself by moving to a volatility hedge and defensive assets when market stress rises.
Current allocation
What the rules select as of Oct 30, 2026.
- DBMF20%
iMGP DBi Managed Futures Strategy ETF
- GLD20%
SPDR Gold Trust, SPDR Gold Shares
- SHY20%
iShares 1-3 Year Treasury Bond ETF
- CCOR13%
Core Alternative Capital
- COM10%
Direxion Auspice Broad Commodity Strategy ETF
- FAAR10%
First Trust Exchange-Traded Fund VII First Trust Alternative Absolute Return Strategy ETF
- FTLS7%
First Trust Long/Short Equity ETF
Frequently asked questions
What is My Perfect Vol Hedge: Combined?
Dynamic risk-on portfolio that stays in a mix of commodities, managed futures, long/short equity, gold, and bonds when the S&P 500 is stable, but shifts to a VIX spike play when short-term or medium-term drawdowns exceed 6 % or 11 %. It protects itself by moving to a volatility hedge and defensive assets when market stress rises.
What is My Perfect Vol Hedge: Combined holding today?
As of Oct 30, 2026, My Perfect Vol Hedge: Combined allocates to DBMF 20%, GLD 20%, SHY 20%, CCOR 13%, COM 10%, FAAR 10%, FTLS 7%.
How has My Perfect Vol Hedge: Combined performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, My Perfect Vol Hedge: Combined returned +9.5% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of My Perfect Vol Hedge: Combined?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of My Perfect Vol Hedge: Combined in a hypothetical backtest was -6%.
How do I use My Perfect Vol Hedge: Combined?
Open My Perfect Vol Hedge: Combined 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.