Sandy's Golden Dragon V4.3a (vol hedge?)
Backtest results
Metrics
1Y · since Oct 2025Sandy's Golden Dragon V4.3a (vol hedge?) | |
|---|---|
| Total Return | +9.25% |
| CAGR | +9.32% |
| Sharpe | 0.67 |
| Calmar | 1.03 |
| Max DD | -9.02% |
| Volatility | 14.93% |
| 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 risk-on strategy that mainly holds broad market and bond or dollar funds - SPY, TLT, UUP, GLD, SHV, DBC - while monitoring market strength. When the market is overbought or drawdowns rise, it switches to leveraged tech (TECL, SOXL) or volatility (UVXY) and protects itself by shifting into inverse-volatility weights of GLD, TLT, QQQ and UUP.
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
- TMF9.3%
Direxion Daily 20+ Year Treasury Bull 3X ETF
- SCHD8.8%
Schwab US Dividend Equity ETF
- GLD8.3%
SPDR Gold Trust, SPDR Gold Shares
- TQQQ7%
ProShares UltraPro QQQ
- BTAL5%
AGF U.S. Market Neutral Anti-Beta Fund
- UPRO4.3%
ProShares UltraPro S&P 500
- SHY3.3%
iShares 1-3 Year Treasury Bond ETF
- TECL1.9%
Direxion Daily Technology Bull 3x ETF
Frequently asked questions
What is Sandy's Golden Dragon V4.3a (vol hedge?)?
Dynamic risk-on strategy that mainly holds broad market and bond or dollar funds - SPY, TLT, UUP, GLD, SHV, DBC - while monitoring market strength. When the market is overbought or drawdowns rise, it switches to leveraged tech (TECL, SOXL) or volatility (UVXY) and protects itself by shifting into inverse-volatility weights of GLD, TLT, QQQ and UUP.
What is Sandy's Golden Dragon V4.3a (vol hedge?) holding today?
As of Oct 30, 2026, Sandy's Golden Dragon V4.3a (vol hedge?) allocates to DBC 25%, XLP 13.8%, UUP 13.3%, TMF 9.3%, SCHD 8.8%, GLD 8.3%, TQQQ 7%, BTAL 5%, UPRO 4.3%, SHY 3.3%, TECL 1.9%.
How has Sandy's Golden Dragon V4.3a (vol hedge?) performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Sandy's Golden Dragon V4.3a (vol hedge?) returned +9.4% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Sandy's Golden Dragon V4.3a (vol hedge?)?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Sandy's Golden Dragon V4.3a (vol hedge?) in a hypothetical backtest was -9%.
How do I use Sandy's Golden Dragon V4.3a (vol hedge?)?
Open Sandy's Golden Dragon V4.3a (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.