Backtest results
Metrics
1Y · since Oct 2025Solomon | |
|---|---|
| Total Return | +5.49% |
| CAGR | +5.54% |
| Sharpe | 1.44 |
| Calmar | 2.43 |
| Max DD | -2.28% |
| Volatility | 3.80% |
| Win Rate | 55.0% |
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 broad market equity (VTI) and risk-on leveraged tech (TECL) when the semiconductor index (SMH) is oversold. When SMH is not oversold it shifts to a diversified mix of bonds (TLT, IEF, VGSH), commodities (DBC, GLD) and a dollar-hedged position (USDU) if the dollar trend is positive, otherwise it tilts toward a commodity-focused fund (PDBC).
Current allocation
What the rules select as of Oct 30, 2026.
- USDU80%
WisdomTree Bloomberg U.S. Dollar Bullish Fund
- SPY9%
State Street SPDR S&P 500 ETF Trust
- TLT4%
iShares 20 Year Treasury Bond ETF
- VTI3%
Vanguard Morningstar Total Stock Market ETF
- IEF1.5%
iShares 7-10 Year Treasury Bond ETF
- VGSH1%
Vanguard Short-Term Treasury ETF
- DBC0.8%
Invesco DB Commodity Index Tracking Fund
- GLD0.8%
SPDR Gold Trust, SPDR Gold Shares
Frequently asked questions
What is Solomon?
Dynamic and defensive, the strategy mainly holds broad market equity (VTI) and risk-on leveraged tech (TECL) when the semiconductor index (SMH) is oversold. When SMH is not oversold it shifts to a diversified mix of bonds (TLT, IEF, VGSH), commodities (DBC, GLD) and a dollar-hedged position (USDU) if the dollar trend is positive, otherwise it tilts toward a commodity-focused fund (PDBC).
What is Solomon holding today?
As of Oct 30, 2026, Solomon allocates to USDU 80%, SPY 9%, TLT 4%, VTI 3%, IEF 1.5%, VGSH 1%, DBC 0.8%, GLD 0.8%.
How has Solomon performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Solomon returned +5.8% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Solomon?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Solomon in a hypothetical backtest was -2.3%.
How do I use Solomon?
Open Solomon 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.