Sandy's Golden Dragon V4.1
Backtest results
Metrics
1Y · since Oct 2025Sandy's Golden Dragon V4.1 | |
|---|---|
| Total Return | +4.31% |
| CAGR | +4.34% |
| Sharpe | 0.40 |
| Calmar | 0.54 |
| Max DD | -7.99% |
| Volatility | 12.53% |
| Win Rate | 53.0% |
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 a risk-on mix of gold (GLD), short-term Treasury (SHY) and the U.S. dollar (UUP) when the S&P 500 is steady. When SPY's 4- or 15-day drawdown exceeds 6% or 11%, it switches to a VIX-heavy hedge (UVXY) or rebalances to an inverse-volatility mix of GLD, TLT, QQQ and UUP, protecting the portfolio from sharp market falls.
Current allocation
What the rules select as of Oct 30, 2026.
- DBC25%
Invesco DB Commodity Index Tracking Fund
- UUP15.5%
Invesco DB US Dollar Index Bullish Fund
- XLP13.8%
State Street Consumer Staples Select Sector SPDR ETF
- TQQQ9.3%
ProShares UltraPro QQQ
- TMF9.1%
Direxion Daily 20+ Year Treasury Bull 3X ETF
- SCHD8.8%
Schwab US Dividend Equity ETF
- GLD6.7%
SPDR Gold Trust, SPDR Gold Shares
- 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 V4.1?
Dynamic and defensive, the strategy mainly holds a risk-on mix of gold (GLD), short-term Treasury (SHY) and the U.S. dollar (UUP) when the S&P 500 is steady. When SPY's 4- or 15-day drawdown exceeds 6% or 11%, it switches to a VIX-heavy hedge (UVXY) or rebalances to an inverse-volatility mix of GLD, TLT, QQQ and UUP, protecting the portfolio from sharp market falls.
What is Sandy's Golden Dragon V4.1 holding today?
As of Oct 30, 2026, Sandy's Golden Dragon V4.1 allocates to DBC 25%, UUP 15.5%, XLP 13.8%, TQQQ 9.3%, TMF 9.1%, SCHD 8.8%, GLD 6.7%, BTAL 5%, UPRO 4.1%, SHY 1.7%, VIXM 1.1%, UVXY 0.1%.
How has Sandy's Golden Dragon V4.1 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Sandy's Golden Dragon V4.1 returned +4.6% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Sandy's Golden Dragon V4.1?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Sandy's Golden Dragon V4.1 in a hypothetical backtest was -8%.
How do I use Sandy's Golden Dragon V4.1?
Open Sandy's Golden Dragon V4.1 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.