QLD to May 2007 + UUP/XLU Mod 43%/19% DD
Backtest results
Metrics
1Y · since Oct 2025QLD to May 2007 + UUP/XLU Mod 43%/19% DD | |
|---|---|
| Total Return | +9.29% |
| CAGR | +9.37% |
| Sharpe | 0.55 |
| Calmar | 0.89 |
| Max DD | -10.49% |
| Volatility | 19.73% |
| Win Rate | 51.4% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Dynamic and risk-aware, the strategy mainly holds leveraged Nasdaq (QLD) when the market trend is positive and the short-term QQQ inverse (QID) when the Nasdaq is oversold. It switches to the dollar fund (UUP) or utilities (XLU) when the dollar trend weakens, and pulls back to short-term bonds (BSV) or the S&P 500 inverse (SSO) when the broader market shows weakness or a sharp pullback, protecting the portfolio from downside.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is QLD to May 2007 + UUP/XLU Mod 43%/19% DD?
Dynamic and risk-aware, the strategy mainly holds leveraged Nasdaq (QLD) when the market trend is positive and the short-term QQQ inverse (QID) when the Nasdaq is oversold. It switches to the dollar fund (UUP) or utilities (XLU) when the dollar trend weakens, and pulls back to short-term bonds (BSV) or the S&P 500 inverse (SSO) when the broader market shows weakness or a sharp pullback, protecting the portfolio from downside.
What is QLD to May 2007 + UUP/XLU Mod 43%/19% DD holding today?
As of Oct 30, 2026, QLD to May 2007 + UUP/XLU Mod 43%/19% DD allocates to QLD 50%, UUP 50%.
How has QLD to May 2007 + UUP/XLU Mod 43%/19% DD performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, QLD to May 2007 + UUP/XLU Mod 43%/19% DD returned +10% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of QLD to May 2007 + UUP/XLU Mod 43%/19% DD?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of QLD to May 2007 + UUP/XLU Mod 43%/19% DD in a hypothetical backtest was -10.5%.
How do I use QLD to May 2007 + UUP/XLU Mod 43%/19% DD?
Open QLD to May 2007 + UUP/XLU Mod 43%/19% DD 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.