Protective 🦺 Asset Allocation
Backtest results
Metrics
1Y · since Oct 2025Protective 🦺 Asset Allocation | |
|---|---|
| Total Return | +6.64% |
| CAGR | +6.69% |
| Sharpe | 0.43 |
| Calmar | 0.67 |
| Max DD | -9.95% |
| Volatility | 19.47% |
| Win Rate | 53.8% |
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 strategy that keeps leveraged equity or sector ETFs - leveraged S&P 500 (UPRO), leveraged Nasdaq (TQQQ), leveraged small-cap (TNA), leveraged gold (UGL) - when their underlying index is above its 84-day moving average. It protects itself by shifting to U.S. Treasury bonds (IEF) when any of those indices fall below the trend line, limiting exposure during market pullbacks.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Protective 🦺 Asset Allocation?
Dynamic risk-on strategy that keeps leveraged equity or sector ETFs - leveraged S&P 500 (UPRO), leveraged Nasdaq (TQQQ), leveraged small-cap (TNA), leveraged gold (UGL) - when their underlying index is above its 84-day moving average. It protects itself by shifting to U.S. Treasury bonds (IEF) when any of those indices fall below the trend line, limiting exposure during market pullbacks.
What is Protective 🦺 Asset Allocation holding today?
As of Oct 30, 2026, Protective 🦺 Asset Allocation allocates to IEF 71.4%, DBC 14.3%, TLT 14.3%.
How has Protective 🦺 Asset Allocation performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Protective 🦺 Asset Allocation returned +7.4% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Protective 🦺 Asset Allocation?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Protective 🦺 Asset Allocation in a hypothetical backtest was -10%.
How do I use Protective 🦺 Asset Allocation?
Open Protective 🦺 Asset Allocation 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.