NO LETF V of Sandy's Golden Dragon V2.0
Backtest results
Metrics
1Y · since Oct 2025NO LETF V of Sandy's Golden Dragon V2.0 | |
|---|---|
| Total Return | +1.98% |
| CAGR | +2.00% |
| Sharpe | 0.25 |
| Calmar | 0.21 |
| Max DD | -9.42% |
| Volatility | 9.73% |
| Win Rate | 55.4% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Solid and defensive, the strategy mainly holds gold (GLD), short-term bonds (SHY) and the U.S. dollar (UUP) when the S&P 500 stays within moderate drawdowns. It switches to a volatility play (UVXY) if the S&P 500 falls sharply or the VIX rises, and otherwise keeps a core of managed-futures (DBMF) and commodity (COM) exposure. The portfolio de-risks by moving into inverse or bond assets when drawdowns exceed set limits.
Current allocation
What the rules select as of Oct 30, 2026.
- GLD41.3%
SPDR Gold Trust, SPDR Gold Shares
- UUP9.7%
Invesco DB US Dollar Index Bullish Fund
- DBMF9%
iMGP DBi Managed Futures Strategy ETF
- TLT9%
iShares 20 Year Treasury Bond ETF
- DIA8.4%
State Street SPDR Dow Jones Industrial Average ETF Trust
- QQQ7.2%
Invesco QQQ Trust, Series 1
- SHY4.9%
iShares 1-3 Year Treasury Bond ETF
- COM4.5%
Direxion Auspice Broad Commodity Strategy ETF
- FAAR4.5%
First Trust Exchange-Traded Fund VII First Trust Alternative Absolute Return Strategy ETF
- VIXM1.4%
ProShares VIX Mid-Term Futures ETF
- UVXY0.1%
ProShares Ultra VIX Short-Term Futures ETF
Frequently asked questions
What is NO LETF V of Sandy's Golden Dragon V2.0?
Solid and defensive, the strategy mainly holds gold (GLD), short-term bonds (SHY) and the U.S. dollar (UUP) when the S&P 500 stays within moderate drawdowns. It switches to a volatility play (UVXY) if the S&P 500 falls sharply or the VIX rises, and otherwise keeps a core of managed-futures (DBMF) and commodity (COM) exposure. The portfolio de-risks by moving into inverse or bond assets when drawdowns exceed set limits.
What is NO LETF V of Sandy's Golden Dragon V2.0 holding today?
As of Oct 30, 2026, NO LETF V of Sandy's Golden Dragon V2.0 allocates to GLD 41.3%, UUP 9.7%, DBMF 9%, TLT 9%, DIA 8.4%, QQQ 7.2%, SHY 4.9%, COM 4.5%, FAAR 4.5%, VIXM 1.4%, UVXY 0.1%.
How has NO LETF V of Sandy's Golden Dragon V2.0 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, NO LETF V of Sandy's Golden Dragon V2.0 returned +2% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of NO LETF V of Sandy's Golden Dragon V2.0?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of NO LETF V of Sandy's Golden Dragon V2.0 in a hypothetical backtest was -9.4%.
How do I use NO LETF V of Sandy's Golden Dragon V2.0?
Open NO LETF V of Sandy's Golden Dragon V2.0 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.