Stop the Drop and Diversify a modified Opus-12 by Perfekt
Backtest results
Metrics
1Y · since Oct 2025Stop the Drop and Diversify a modified Opus-12 by Perfekt | |
|---|---|
| Total Return | +13.06% |
| CAGR | +13.17% |
| Sharpe | 1.55 |
| Calmar | 3.02 |
| Max DD | -4.36% |
| Volatility | 8.21% |
| Win Rate | 61.8% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
A market-timing strategy that stays risk-on when VIX volatility is high and the Nasdaq is trending up, allocating to the most overbought leveraged ETFs (QLD or SSO). When volatility falls or the Nasdaq is not above its 25-day average it shifts to a defensive mix of broad-market, bond, gold and dollar assets, using inverse-volatility sizing to keep risk balanced.
Current allocation
What the rules select as of Oct 30, 2026.
- NTSX15%
WisdomTree U.S. Efficient Core Fund
- SHV14.3%
iShares Trust iShares 0-1 Year Treasury Bond ETF
- UUP14%
Invesco DB US Dollar Index Bullish Fund
- VDE12.5%
Vanguard Energy ETF
- VGT12.5%
Vanguard Information Technology ETF
- DBMF6.2%
iMGP DBi Managed Futures Strategy ETF
- FNDX4.7%
Schwab Fundamental U.S. Large Company ETF
- RWL4.2%
Invesco S&P 500 Revenue ETF
- VTV3.9%
Vanguard Morningstar Value ETF
- GLD3.1%
SPDR Gold Trust, SPDR Gold Shares
- DBE2.9%
Invesco DB Energy Fund
- DBO2.9%
Invesco DB Oil Fund
- VLUE2.2%
iShares MSCI USA Value Factor ETF
- SLV1.7%
iShares Silver Trust
Frequently asked questions
What is Stop the Drop and Diversify a modified Opus-12 by Perfekt?
A market-timing strategy that stays risk-on when VIX volatility is high and the Nasdaq is trending up, allocating to the most overbought leveraged ETFs (QLD or SSO). When volatility falls or the Nasdaq is not above its 25-day average it shifts to a defensive mix of broad-market, bond, gold and dollar assets, using inverse-volatility sizing to keep risk balanced.
What is Stop the Drop and Diversify a modified Opus-12 by Perfekt holding today?
As of Oct 30, 2026, Stop the Drop and Diversify a modified Opus-12 by Perfekt allocates to NTSX 15%, SHV 14.3%, UUP 14%, VDE 12.5%, VGT 12.5%, DBMF 6.2%, FNDX 4.7%, RWL 4.2%, VTV 3.9%, GLD 3.1%, DBE 2.9%, DBO 2.9%, VLUE 2.2%, SLV 1.7%.
How has Stop the Drop and Diversify a modified Opus-12 by Perfekt performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Stop the Drop and Diversify a modified Opus-12 by Perfekt returned +13% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Stop the Drop and Diversify a modified Opus-12 by Perfekt?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Stop the Drop and Diversify a modified Opus-12 by Perfekt in a hypothetical backtest was -4.4%.
How do I use Stop the Drop and Diversify a modified Opus-12 by Perfekt?
Open Stop the Drop and Diversify a modified Opus-12 by Perfekt 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.