Submission to the Zero Beta Contest No. 4 - GiantSteps
Backtest results
Metrics
1Y · since Oct 2025Submission to the Zero Beta Contest No. 4 - GiantSteps | |
|---|---|
| Total Return | +9.64% |
| CAGR | +9.72% |
| Sharpe | 0.87 |
| Calmar | 1.36 |
| Max DD | -7.14% |
| Volatility | 11.48% |
| Win Rate | 60.2% |
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 the best-performing risk assets - leveraged Nasdaq (TQQQ), short-S&P 500 (SPXS), or the dollar (UUP) - when their 126-day returns lead the group. When another asset such as the commodity index (DBC), Treasury (TLT) or the dollar outpaces the leaders, it reallocates to that asset or its inverse, keeping each position's volatility in balance and protecting the portfolio from sharp downturns.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Submission to the Zero Beta Contest No. 4 - GiantSteps?
Dynamic and disciplined, the strategy mainly holds the best-performing risk assets - leveraged Nasdaq (TQQQ), short-S&P 500 (SPXS), or the dollar (UUP) - when their 126-day returns lead the group. When another asset such as the commodity index (DBC), Treasury (TLT) or the dollar outpaces the leaders, it reallocates to that asset or its inverse, keeping each position's volatility in balance and protecting the portfolio from sharp downturns.
What is Submission to the Zero Beta Contest No. 4 - GiantSteps holding today?
As of Oct 30, 2026, Submission to the Zero Beta Contest No. 4 - GiantSteps allocates to UUP 74.3%, DBC 15.9%, EDV 9.8%.
How has Submission to the Zero Beta Contest No. 4 - GiantSteps performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Submission to the Zero Beta Contest No. 4 - GiantSteps returned +10.7% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Submission to the Zero Beta Contest No. 4 - GiantSteps?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Submission to the Zero Beta Contest No. 4 - GiantSteps in a hypothetical backtest was -7.1%.
How do I use Submission to the Zero Beta Contest No. 4 - GiantSteps?
Open Submission to the Zero Beta Contest No. 4 - 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.