OG v1.2 of Risk On/Risk Off Hedgefundie (No K-1) | okhi2u more TMF mod
Backtest results
Metrics
1Y · since Oct 2025OG v1.2 of Risk On/Risk Off Hedgefundie (No K-1) | okhi2u more TMF mod | |
|---|---|
| Total Return | -28.33% |
| CAGR | -28.52% |
| Sharpe | -1.01 |
| Calmar | -0.86 |
| Max DD | -33.13% |
| Volatility | 29.20% |
| Win Rate | 45.8% |
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 and risk-aware, the strategy mainly holds leveraged tech and financial funds such as SOXL (Direxion Daily Semiconductor Bull 3X ETF) and FAS (Direxion Daily Financial Bull 3x ETF) when the market is trending upward. It switches to defensive assets like SHY (iShares 1-3 Year Treasury Bond ETF) or USDU (WisdomTree Bloomberg U.S. Dollar Bullish Fund) when VIX rises above 69 or when bond returns outpace short-term bills, protecting the portfolio from sudden volatility spikes.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is OG v1.2 of Risk On/Risk Off Hedgefundie (No K-1) | okhi2u more TMF mod?
Dynamic and risk-aware, the strategy mainly holds leveraged tech and financial funds such as SOXL (Direxion Daily Semiconductor Bull 3X ETF) and FAS (Direxion Daily Financial Bull 3x ETF) when the market is trending upward. It switches to defensive assets like SHY (iShares 1-3 Year Treasury Bond ETF) or USDU (WisdomTree Bloomberg U.S. Dollar Bullish Fund) when VIX rises above 69 or when bond returns outpace short-term bills, protecting the portfolio from sudden volatility spikes.
What is OG v1.2 of Risk On/Risk Off Hedgefundie (No K-1) | okhi2u more TMF mod holding today?
As of Oct 30, 2026, OG v1.2 of Risk On/Risk Off Hedgefundie (No K-1) | okhi2u more TMF mod allocates to UPRO 55%, TMF 45%.
How has OG v1.2 of Risk On/Risk Off Hedgefundie (No K-1) | okhi2u more TMF mod performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, OG v1.2 of Risk On/Risk Off Hedgefundie (No K-1) | okhi2u more TMF mod returned -28.5% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of OG v1.2 of Risk On/Risk Off Hedgefundie (No K-1) | okhi2u more TMF mod?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of OG v1.2 of Risk On/Risk Off Hedgefundie (No K-1) | okhi2u more TMF mod in a hypothetical backtest was -33.1%.
How do I use OG v1.2 of Risk On/Risk Off Hedgefundie (No K-1) | okhi2u more TMF mod?
Open OG v1.2 of Risk On/Risk Off Hedgefundie (No K-1) | okhi2u more TMF mod 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.