Sandy's Golden Dragon V4.0
Backtest results
Metrics
1Y · since Oct 2025Sandy's Golden Dragon V4.0 | |
|---|---|
| Total Return | -1.20% |
| CAGR | -1.21% |
| Sharpe | -0.02 |
| Calmar | -0.14 |
| Max DD | -8.64% |
| Volatility | 13.39% |
| Win Rate | 50.6% |
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 keeps gold (GLD), short-term Treasury (SHY) and the U.S. dollar (UUP) in equal weight when the S&P 500 (SPY) falls more than 6% in four days or 11% in fifteen. It switches to a VIX play (UVXY) when SPY is above its 200-day average and the Nasdaq (TQQQ) is overbought, or to a tech pullback (TECL) when SPY is below its 200-day average and TQQQ is oversold, and otherwise balances risk with inverse-volatility weights of GLD, TLT, QQQ and UUP.
Current allocation
What the rules select as of Oct 30, 2026.
- GLD21.7%
SPDR Gold Trust, SPDR Gold Shares
- UUP15.5%
Invesco DB US Dollar Index Bullish Fund
- XLP13.8%
State Street Consumer Staples Select Sector SPDR ETF
- DBC10%
Invesco DB Commodity Index Tracking Fund
- TQQQ9.3%
ProShares UltraPro QQQ
- TMF9.1%
Direxion Daily 20+ Year Treasury Bull 3X ETF
- SCHD8.8%
Schwab US Dividend Equity ETF
- BTAL5%
AGF U.S. Market Neutral Anti-Beta Fund
- UPRO4.1%
ProShares UltraPro S&P 500
- SHY1.7%
iShares 1-3 Year Treasury Bond ETF
- VIXM1.1%
ProShares VIX Mid-Term Futures ETF
- UVXY0.1%
ProShares Ultra VIX Short-Term Futures ETF
Frequently asked questions
What is Sandy's Golden Dragon V4.0?
Dynamic and defensive, the strategy keeps gold (GLD), short-term Treasury (SHY) and the U.S. dollar (UUP) in equal weight when the S&P 500 (SPY) falls more than 6% in four days or 11% in fifteen. It switches to a VIX play (UVXY) when SPY is above its 200-day average and the Nasdaq (TQQQ) is overbought, or to a tech pullback (TECL) when SPY is below its 200-day average and TQQQ is oversold, and otherwise balances risk with inverse-volatility weights of GLD, TLT, QQQ and UUP.
What is Sandy's Golden Dragon V4.0 holding today?
As of Oct 30, 2026, Sandy's Golden Dragon V4.0 allocates to GLD 21.7%, UUP 15.5%, XLP 13.8%, DBC 10%, TQQQ 9.3%, TMF 9.1%, SCHD 8.8%, BTAL 5%, UPRO 4.1%, SHY 1.7%, VIXM 1.1%, UVXY 0.1%.
How has Sandy's Golden Dragon V4.0 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Sandy's Golden Dragon V4.0 returned -1% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Sandy's Golden Dragon V4.0?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Sandy's Golden Dragon V4.0 in a hypothetical backtest was -8.6%.
How do I use Sandy's Golden Dragon V4.0?
Open Sandy's Golden Dragon V4.0 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.