Sandy's Golden Dragon V4.3 (vol hedge?)
Backtest results
Metrics
1Y · since Oct 2025Sandy's Golden Dragon V4.3 (vol hedge?) | |
|---|---|
| Total Return | +6.45% |
| CAGR | +6.50% |
| Sharpe | 0.54 |
| Calmar | 0.77 |
| Max DD | -8.42% |
| Volatility | 13.34% |
| Win Rate | 54.2% |
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 portfolio that mainly holds a mix of broad market, bond, dollar and gold funds - SPY, TLT, UUP, GLD, SHV and DBC - while it switches to leveraged or inverse positions such as UVXY, TECL or TQQQ when volatility spikes or drawdowns rise, and it protects itself by shifting to an inverse-volatility weighted mix of GLD, TLT, QQQ and UUP during market stress.
Current allocation
What the rules select as of Oct 30, 2026.
- DBC25%
Invesco DB Commodity Index Tracking Fund
- XLP13.8%
State Street Consumer Staples Select Sector SPDR ETF
- UUP13.3%
Invesco DB US Dollar Index Bullish Fund
- TQQQ9.3%
ProShares UltraPro QQQ
- TMF9.1%
Direxion Daily 20+ Year Treasury Bull 3X ETF
- SCHD8.8%
Schwab US Dividend Equity ETF
- GLD8.3%
SPDR Gold Trust, SPDR Gold Shares
- BTAL5%
AGF U.S. Market Neutral Anti-Beta Fund
- UPRO4.1%
ProShares UltraPro S&P 500
- SHY3.3%
iShares 1-3 Year Treasury Bond ETF
Frequently asked questions
What is Sandy's Golden Dragon V4.3 (vol hedge?)?
Dynamic portfolio that mainly holds a mix of broad market, bond, dollar and gold funds - SPY, TLT, UUP, GLD, SHV and DBC - while it switches to leveraged or inverse positions such as UVXY, TECL or TQQQ when volatility spikes or drawdowns rise, and it protects itself by shifting to an inverse-volatility weighted mix of GLD, TLT, QQQ and UUP during market stress.
What is Sandy's Golden Dragon V4.3 (vol hedge?) holding today?
As of Oct 30, 2026, Sandy's Golden Dragon V4.3 (vol hedge?) allocates to DBC 25%, XLP 13.8%, UUP 13.3%, TQQQ 9.3%, TMF 9.1%, SCHD 8.8%, GLD 8.3%, BTAL 5%, UPRO 4.1%, SHY 3.3%.
How has Sandy's Golden Dragon V4.3 (vol hedge?) performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Sandy's Golden Dragon V4.3 (vol hedge?) returned +6.7% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Sandy's Golden Dragon V4.3 (vol hedge?)?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Sandy's Golden Dragon V4.3 (vol hedge?) in a hypothetical backtest was -8.4%.
How do I use Sandy's Golden Dragon V4.3 (vol hedge?)?
Open Sandy's Golden Dragon V4.3 (vol hedge?) 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.