Sandy's Golden Dragon V4.5 (vol hedge? + beta hedge)
Backtest results
Metrics
1Y · since Oct 2025Sandy's Golden Dragon V4.5 (vol hedge? + beta hedge) | |
|---|---|
| Total Return | +6.75% |
| CAGR | +6.81% |
| Sharpe | 0.57 |
| Calmar | 0.91 |
| Max DD | -7.51% |
| Volatility | 13.04% |
| Win Rate | 53.4% |
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 the top performers among the S&P 500 (SPY), long-term Treasuries (TLT), the dollar (UUP), gold (GLD) and commodities (DBC), switching to VIX or inverse funds (UVXY, VIXM, GLD, TLT, QQQ, UUP) when markets overheat or drawdowns rise, and adding bonds or gold when risk spikes. It protects itself by moving into defensive assets and using inverse-volatility weighting when volatility or drawdowns exceed set limits.
Current allocation
What the rules select as of Oct 30, 2026.
- DBC23.8%
Invesco DB Commodity Index Tracking Fund
- TMF11.9%
Direxion Daily 20+ Year Treasury Bull 3X ETF
- XLP11.8%
State Street Consumer Staples Select Sector SPDR ETF
- SCHD10.8%
Schwab US Dividend Equity ETF
- UUP10.8%
Invesco DB US Dollar Index Bullish Fund
- TQQQ9.3%
ProShares UltraPro QQQ
- GLD7.2%
SPDR Gold Trust, SPDR Gold Shares
- SHY4.2%
iShares 1-3 Year Treasury Bond ETF
- UPRO4.1%
ProShares UltraPro S&P 500
- TYD3.2%
Direxion Daily 7-10 Year Treasury Bull 3X ETF
- BTAL3%
AGF U.S. Market Neutral Anti-Beta Fund
Frequently asked questions
What is Sandy's Golden Dragon V4.5 (vol hedge? + beta hedge)?
Dynamic portfolio that mainly holds the top performers among the S&P 500 (SPY), long-term Treasuries (TLT), the dollar (UUP), gold (GLD) and commodities (DBC), switching to VIX or inverse funds (UVXY, VIXM, GLD, TLT, QQQ, UUP) when markets overheat or drawdowns rise, and adding bonds or gold when risk spikes. It protects itself by moving into defensive assets and using inverse-volatility weighting when volatility or drawdowns exceed set limits.
What is Sandy's Golden Dragon V4.5 (vol hedge? + beta hedge) holding today?
As of Oct 30, 2026, Sandy's Golden Dragon V4.5 (vol hedge? + beta hedge) allocates to DBC 23.8%, TMF 11.9%, XLP 11.8%, SCHD 10.8%, UUP 10.8%, TQQQ 9.3%, GLD 7.2%, SHY 4.2%, UPRO 4.1%, TYD 3.2%, BTAL 3%.
How has Sandy's Golden Dragon V4.5 (vol hedge? + beta hedge) performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Sandy's Golden Dragon V4.5 (vol hedge? + beta hedge) returned +7% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Sandy's Golden Dragon V4.5 (vol hedge? + beta hedge)?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Sandy's Golden Dragon V4.5 (vol hedge? + beta hedge) in a hypothetical backtest was -7.5%.
How do I use Sandy's Golden Dragon V4.5 (vol hedge? + beta hedge)?
Open Sandy's Golden Dragon V4.5 (vol hedge? + beta 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.