Risk On/Risk Off Hedgefundie (No K-1)
Backtest results
Metrics
1Y · since Oct 2025Risk On/Risk Off Hedgefundie (No K-1) | |
|---|---|
| Total Return | -20.41% |
| CAGR | -20.56% |
| Sharpe | -0.67 |
| Calmar | -0.85 |
| Max DD | -24.24% |
| Volatility | 28.56% |
| Win Rate | 46.6% |
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 defensive, the strategy mainly holds leveraged tech and equity funds such as leveraged Nasdaq (TQQQ), leveraged S&P 500 (UPRO) and leveraged Treasury (TMF) when market momentum is strong. It switches to defensive assets - short-term bonds (BSV), Treasury (IEI), gold (GLD), TIPS (TIP) and the U.S. dollar (USDU) - when volatility rises, bond performance lags or drawdowns exceed five percent, protecting the portfolio from sharp downturns.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Risk On/Risk Off Hedgefundie (No K-1)?
Dynamic and defensive, the strategy mainly holds leveraged tech and equity funds such as leveraged Nasdaq (TQQQ), leveraged S&P 500 (UPRO) and leveraged Treasury (TMF) when market momentum is strong. It switches to defensive assets - short-term bonds (BSV), Treasury (IEI), gold (GLD), TIPS (TIP) and the U.S. dollar (USDU) - when volatility rises, bond performance lags or drawdowns exceed five percent, protecting the portfolio from sharp downturns.
What is Risk On/Risk Off Hedgefundie (No K-1) holding today?
As of Oct 30, 2026, Risk On/Risk Off Hedgefundie (No K-1) allocates to UPRO 55%, TMF 45%.
How has Risk On/Risk Off Hedgefundie (No K-1) performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Risk On/Risk Off Hedgefundie (No K-1) returned -19.8% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Risk On/Risk Off Hedgefundie (No K-1)?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Risk On/Risk Off Hedgefundie (No K-1) in a hypothetical backtest was -24.2%.
How do I use Risk On/Risk Off Hedgefundie (No K-1)?
Open Risk On/Risk Off Hedgefundie (No K-1) 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.