Ride the Oil Trend
Backtest results
Metrics
1Y · since Oct 2025Ride the Oil Trend | |
|---|---|
| Total Return | +118.72% |
| CAGR | +120.09% |
| Sharpe | 2.38 |
| Calmar | 6.69 |
| Max DD | -17.94% |
| Volatility | 35.98% |
| Win Rate | 58.2% |
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 focused, the strategy mainly holds leveraged oil (DBO) when it has posted a positive 21-day return, signaling a short-term uptrend. When that momentum fades, it shifts to a risk-parity mix of gold (GLD), Treasury (IEI) and TIPS (TIP) to protect against downside, keeping the portfolio balanced and defensive.
Current allocation
What the rules select as of Oct 30, 2026.
- DBO100%
Invesco DB Oil Fund
Frequently asked questions
What is Ride the Oil Trend?
Dynamic and focused, the strategy mainly holds leveraged oil (DBO) when it has posted a positive 21-day return, signaling a short-term uptrend. When that momentum fades, it shifts to a risk-parity mix of gold (GLD), Treasury (IEI) and TIPS (TIP) to protect against downside, keeping the portfolio balanced and defensive.
What is Ride the Oil Trend holding today?
As of Oct 30, 2026, Ride the Oil Trend allocates to DBO 100%.
How has Ride the Oil Trend performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Ride the Oil Trend returned +120% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Ride the Oil Trend?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Ride the Oil Trend in a hypothetical backtest was -17.9%.
How do I use Ride the Oil Trend?
Open Ride the Oil Trend 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.