Submission to the Zero Beta Contest No. 3 - GiantSteps
Backtest results
Metrics
1Y · since Oct 2025Submission to the Zero Beta Contest No. 3 - GiantSteps | |
|---|---|
| Total Return | +6.72% |
| CAGR | +6.78% |
| Sharpe | 0.65 |
| Calmar | 1.06 |
| Max DD | -6.38% |
| Volatility | 11.16% |
| Win Rate | 53.0% |
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 disciplined, the strategy mainly holds leveraged equity funds such as leveraged Nasdaq (TQQQ) and leveraged S&P 500 (UPRO) when market momentum is strong and the 200-day trend is positive. It switches to defensive positions - bonds (TLT), short-equity (SQQQ) or the dollar (UUP) - when RSI signals overbought conditions or when the recent return of a risk-on asset falls behind its peers, using inverse-volatility weighting to keep risk balanced.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Submission to the Zero Beta Contest No. 3 - GiantSteps?
Dynamic and disciplined, the strategy mainly holds leveraged equity funds such as leveraged Nasdaq (TQQQ) and leveraged S&P 500 (UPRO) when market momentum is strong and the 200-day trend is positive. It switches to defensive positions - bonds (TLT), short-equity (SQQQ) or the dollar (UUP) - when RSI signals overbought conditions or when the recent return of a risk-on asset falls behind its peers, using inverse-volatility weighting to keep risk balanced.
What is Submission to the Zero Beta Contest No. 3 - GiantSteps holding today?
As of Oct 30, 2026, Submission to the Zero Beta Contest No. 3 - GiantSteps allocates to UUP 48.9%, QQQ 36%, EDV 11.1%, DBC 4%.
How has Submission to the Zero Beta Contest No. 3 - GiantSteps performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Submission to the Zero Beta Contest No. 3 - GiantSteps returned +7.2% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Submission to the Zero Beta Contest No. 3 - GiantSteps?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Submission to the Zero Beta Contest No. 3 - GiantSteps in a hypothetical backtest was -6.4%.
How do I use Submission to the Zero Beta Contest No. 3 - GiantSteps?
Open Submission to the Zero Beta Contest No. 3 - GiantSteps 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.