OG 2x of OG Adaptive Asset Allocation - SPY, TLT, UUP, GLD | GiantSteps
Backtest results
Metrics
1Y · since Oct 2025OG 2x of OG Adaptive Asset Allocation - SPY, TLT, UUP, GLD | GiantSteps | |
|---|---|
| Total Return | +6.61% |
| CAGR | +6.67% |
| Sharpe | 0.49 |
| Calmar | 0.51 |
| Max DD | -12.98% |
| Volatility | 15.92% |
| Win Rate | 53.0% |
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 portfolio that allocates to the two funds with the strongest 126-day performance, using inverse-volatility sizing to keep risk balanced. It shifts between leveraged S&P 500 (SSO), long-term treasuries (TMF), the dollar (UUP) and gold (GLD) as each shows the best recent return, protecting itself by rebalancing to the lowest-volatility pair.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is OG 2x of OG Adaptive Asset Allocation - SPY, TLT, UUP, GLD | GiantSteps?
Dynamic portfolio that allocates to the two funds with the strongest 126-day performance, using inverse-volatility sizing to keep risk balanced. It shifts between leveraged S&P 500 (SSO), long-term treasuries (TMF), the dollar (UUP) and gold (GLD) as each shows the best recent return, protecting itself by rebalancing to the lowest-volatility pair.
What is OG 2x of OG Adaptive Asset Allocation - SPY, TLT, UUP, GLD | GiantSteps holding today?
As of Oct 30, 2026, OG 2x of OG Adaptive Asset Allocation - SPY, TLT, UUP, GLD | GiantSteps allocates to UUP 83.5%, SSO 16.5%.
How has OG 2x of OG Adaptive Asset Allocation - SPY, TLT, UUP, GLD | GiantSteps performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, OG 2x of OG Adaptive Asset Allocation - SPY, TLT, UUP, GLD | GiantSteps returned +7% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of OG 2x of OG Adaptive Asset Allocation - SPY, TLT, UUP, GLD | GiantSteps?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of OG 2x of OG Adaptive Asset Allocation - SPY, TLT, UUP, GLD | GiantSteps in a hypothetical backtest was -13%.
How do I use OG 2x of OG Adaptive Asset Allocation - SPY, TLT, UUP, GLD | GiantSteps?
Open OG 2x of OG Adaptive Asset Allocation - SPY, TLT, UUP, GLD | GiantSteps 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.