Sandy's Golden Dragon V2.0
Backtest results
Metrics
1Y · since Oct 2025Sandy's Golden Dragon V2.0 | |
|---|---|
| Total Return | -2.44% |
| CAGR | -2.46% |
| Sharpe | -0.15 |
| Calmar | -0.28 |
| Max DD | -8.79% |
| Volatility | 11.76% |
| Win Rate | 52.2% |
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 defensive, the strategy mainly holds risk-on assets such as SPY, EWA, and EWG, switching to IEF when those indices lag the Treasury benchmark. It also shifts into inverse VIX and dollar funds when volatility climbs, protecting the portfolio from sharp drawdowns.
Current allocation
What the rules select as of Oct 30, 2026.
- GLD26.7%
SPDR Gold Trust, SPDR Gold Shares
- XLP12.9%
State Street Consumer Staples Select Sector SPDR ETF
- SCHD8.4%
Schwab US Dividend Equity ETF
- TQQQ7.2%
ProShares UltraPro QQQ
- UUP7.1%
Invesco DB US Dollar Index Bullish Fund
- BTAL4.5%
AGF U.S. Market Neutral Anti-Beta Fund
- TMF4.5%
Direxion Daily 20+ Year Treasury Bull 3X ETF
- SHY3.2%
iShares 1-3 Year Treasury Bond ETF
- COM3.1%
Direxion Auspice Broad Commodity Strategy ETF
- FAAR3.1%
First Trust Exchange-Traded Fund VII First Trust Alternative Absolute Return Strategy ETF
- DBMF3%
iMGP DBi Managed Futures Strategy ETF
- CCOR2.1%
Core Alternative Capital
- SHV1.2%
iShares Trust iShares 0-1 Year Treasury Bond ETF
- VIXM1.2%
ProShares VIX Mid-Term Futures ETF
- FTLS1.1%
First Trust Long/Short Equity ETF
- EWA1%
iShares MSCI Australia ETF
- EWG1%
iShares MSCI Germany ETF
- EWI1%
iShares MSCI Italy ETF
- EWJ1%
iShares MSCI Japan ETF
- EWN1%
iShares MSCI Netherlands ETF
- EWP1%
iShares MSCI Spain ETF
- EWU1%
iShares MSCI United Kingdom ETF
- IEF1%
iShares 7-10 Year Treasury Bond ETF
- SPY1%
State Street SPDR S&P 500 ETF Trust
- GLL0.3%
ProShares UltraShort Gold
- KOLD0.3%
ProShares UltraShort Bloomberg Natural Gas
- SH0.3%
ProShares Short S&P500
- TMV0.3%
Direxion Daily 20+ Year Treasury Bear 3X ETF
- UCO0.3%
ProShares Ultra Bloomberg Crude Oil
- EUO0.2%
ProShares UltraShort Euro
- YCS0.2%
ProShares UltraShort Yen
- UVXY0.1%
ProShares Ultra VIX Short-Term Futures ETF
Frequently asked questions
What is Sandy's Golden Dragon V2.0?
Dynamic and defensive, the strategy mainly holds risk-on assets such as SPY, EWA, and EWG, switching to IEF when those indices lag the Treasury benchmark. It also shifts into inverse VIX and dollar funds when volatility climbs, protecting the portfolio from sharp drawdowns.
What is Sandy's Golden Dragon V2.0 holding today?
As of Oct 30, 2026, Sandy's Golden Dragon V2.0 allocates to GLD 26.7%, XLP 12.9%, SCHD 8.4%, TQQQ 7.2%, UUP 7.1%, BTAL 4.5%, TMF 4.5%, SHY 3.2%, COM 3.1%, FAAR 3.1%, DBMF 3%, CCOR 2.1%, SHV 1.2%, VIXM 1.2%, FTLS 1.1%, EWA 1%, EWG 1%, EWI 1%, EWJ 1%, EWN 1%, EWP 1%, EWU 1%, IEF 1%, SPY 1%, GLL 0.3%, KOLD 0.3%, SH 0.3%, TMV 0.3%, UCO 0.3%, EUO 0.2%, YCS 0.2%, UVXY 0.1%.
How has Sandy's Golden Dragon V2.0 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Sandy's Golden Dragon V2.0 returned -2.3% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Sandy's Golden Dragon V2.0?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Sandy's Golden Dragon V2.0 in a hypothetical backtest was -8.8%.
How do I use Sandy's Golden Dragon V2.0?
Open Sandy's Golden Dragon V2.0 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.