Structures (Frameworks and Hedges)
Backtest results
Metrics
1Y · since Oct 2025Structures (Frameworks and Hedges) | |
|---|---|
| Total Return | +31.28% |
| CAGR | +31.57% |
| Sharpe | 2.29 |
| Calmar | 7.01 |
| Max DD | -4.51% |
| Volatility | 12.35% |
| Win Rate | 56.6% |
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 risk-timing strategy that mainly holds gold (GLD) or a managed-futures fund (DBMF) when commodity and dollar momentum diverge. It switches to leveraged Nasdaq (TQQQ) or semiconductor (SOXL) when those indices are oversold, and moves into volatility hedges (UVXY) or bonds (BIL) when VIX spikes or the 200-day Treasury trend turns bearish, protecting the portfolio from sharp downturns.
Current allocation
What the rules select as of Oct 30, 2026.
- BIL50%
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
- PDBC10.7%
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
- USDU9.1%
WisdomTree Bloomberg U.S. Dollar Bullish Fund
- SPXL5.1%
Direxion Daily S&P 500 Bull 3x ETF
- TQQQ4.9%
ProShares UltraPro QQQ
- SOXL4.8%
Direxion Daily Semiconductor Bull 3X ETF
- TLT3.8%
iShares 20 Year Treasury Bond ETF
- DBMF3.6%
iMGP DBi Managed Futures Strategy ETF
- SPY3.4%
State Street SPDR S&P 500 ETF Trust
- IEF2%
iShares 7-10 Year Treasury Bond ETF
- TMV2%
Direxion Daily 20+ Year Treasury Bear 3X ETF
- UPRO0.3%
ProShares UltraPro S&P 500
- UTSL0.2%
Direxion Daily Utilities Bull 3X ETF
- CURE0.2%
Direxion Daily Healthcare Bull 3X ETF
Frequently asked questions
What is Structures (Frameworks and Hedges)?
A risk-timing strategy that mainly holds gold (GLD) or a managed-futures fund (DBMF) when commodity and dollar momentum diverge. It switches to leveraged Nasdaq (TQQQ) or semiconductor (SOXL) when those indices are oversold, and moves into volatility hedges (UVXY) or bonds (BIL) when VIX spikes or the 200-day Treasury trend turns bearish, protecting the portfolio from sharp downturns.
What is Structures (Frameworks and Hedges) holding today?
As of Oct 30, 2026, Structures (Frameworks and Hedges) allocates to BIL 50%, PDBC 10.7%, USDU 9.1%, SPXL 5.1%, TQQQ 4.9%, SOXL 4.8%, TLT 3.8%, DBMF 3.6%, SPY 3.4%, IEF 2%, TMV 2%, UPRO 0.3%, UTSL 0.2%, CURE 0.2%.
How has Structures (Frameworks and Hedges) performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Structures (Frameworks and Hedges) returned +31.5% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Structures (Frameworks and Hedges)?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Structures (Frameworks and Hedges) in a hypothetical backtest was -4.5%.
How do I use Structures (Frameworks and Hedges)?
Open Structures (Frameworks and Hedges) 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.