[No LETF] Sandy's Golden Dragon V4.4 (vol hedge?)
Backtest results
Metrics
1Y · since Oct 2025[No LETF] Sandy's Golden Dragon V4.4 (vol hedge?) | |
|---|---|
| Total Return | +11.69% |
| CAGR | +11.79% |
| Sharpe | 1.36 |
| Calmar | 2.01 |
| Max DD | -5.86% |
| Volatility | 8.52% |
| 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
Dynamic and defensive, the strategy mainly holds volatility and defensive assets such as VIXY, GLD, TLT, and UUP, switching into risk-on holdings like QQQ or XLK when market conditions look favorable. It moves into inverse or bond positions when QQQ's drawdown exceeds 6% or when the S&P 500 falls below its 200-day average, protecting the portfolio from sharp downturns.
Current allocation
What the rules select as of Oct 30, 2026.
- DBC23.8%
Invesco DB Commodity Index Tracking Fund
- TLT15.4%
iShares 20 Year Treasury Bond ETF
- XLP12.4%
State Street Consumer Staples Select Sector SPDR ETF
- UUP12.1%
Invesco DB US Dollar Index Bullish Fund
- QQQ10%
Invesco QQQ Trust, Series 1
- SCHD9.4%
Schwab US Dividend Equity ETF
- GLD6.3%
SPDR Gold Trust, SPDR Gold Shares
- SPY4.4%
State Street SPDR S&P 500 ETF Trust
- SHY3.3%
iShares 1-3 Year Treasury Bond ETF
- BTAL3%
AGF U.S. Market Neutral Anti-Beta Fund
Frequently asked questions
What is [No LETF] Sandy's Golden Dragon V4.4 (vol hedge?)?
Dynamic and defensive, the strategy mainly holds volatility and defensive assets such as VIXY, GLD, TLT, and UUP, switching into risk-on holdings like QQQ or XLK when market conditions look favorable. It moves into inverse or bond positions when QQQ's drawdown exceeds 6% or when the S&P 500 falls below its 200-day average, protecting the portfolio from sharp downturns.
What is [No LETF] Sandy's Golden Dragon V4.4 (vol hedge?) holding today?
As of Oct 30, 2026, [No LETF] Sandy's Golden Dragon V4.4 (vol hedge?) allocates to DBC 23.8%, TLT 15.4%, XLP 12.4%, UUP 12.1%, QQQ 10%, SCHD 9.4%, GLD 6.3%, SPY 4.4%, SHY 3.3%, BTAL 3%.
How has [No LETF] Sandy's Golden Dragon V4.4 (vol hedge?) performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, [No LETF] Sandy's Golden Dragon V4.4 (vol hedge?) returned +11.7% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of [No LETF] Sandy's Golden Dragon V4.4 (vol hedge?)?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of [No LETF] Sandy's Golden Dragon V4.4 (vol hedge?) in a hypothetical backtest was -5.9%.
How do I use [No LETF] Sandy's Golden Dragon V4.4 (vol hedge?)?
Open [No LETF] Sandy's Golden Dragon V4.4 (vol 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.