Submission to the Zero Beta Contest No. 5 - GiantSteps
Backtest results
Metrics
1Y · since Oct 2025Submission to the Zero Beta Contest No. 5 - GiantSteps | |
|---|---|
| Total Return | +10.40% |
| CAGR | +10.48% |
| Sharpe | 1.01 |
| Calmar | 1.58 |
| Max DD | -6.64% |
| Volatility | 10.50% |
| Win Rate | 60.6% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Dynamic and disciplined, the strategy mainly holds a mix of leveraged and inverse ETFs - leveraged Nasdaq (TQQQ), short-S&P 500 (SPXS), and dollar-index (UUP) - and shifts between them based on which has the strongest 126-day cumulative return, using inverse-volatility weighting to keep risk balanced. When a risk-on asset falls behind its peers, the portfolio pivots to a more defensive pair such as bonds (TLT) or commodities (DBC) to protect against downturns.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Submission to the Zero Beta Contest No. 5 - GiantSteps?
Dynamic and disciplined, the strategy mainly holds a mix of leveraged and inverse ETFs - leveraged Nasdaq (TQQQ), short-S&P 500 (SPXS), and dollar-index (UUP) - and shifts between them based on which has the strongest 126-day cumulative return, using inverse-volatility weighting to keep risk balanced. When a risk-on asset falls behind its peers, the portfolio pivots to a more defensive pair such as bonds (TLT) or commodities (DBC) to protect against downturns.
What is Submission to the Zero Beta Contest No. 5 - GiantSteps holding today?
As of Oct 30, 2026, Submission to the Zero Beta Contest No. 5 - GiantSteps allocates to UUP 74.1%, DBC 17.1%, EDV 8.9%.
How has Submission to the Zero Beta Contest No. 5 - GiantSteps performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Submission to the Zero Beta Contest No. 5 - GiantSteps returned +11.4% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Submission to the Zero Beta Contest No. 5 - GiantSteps?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Submission to the Zero Beta Contest No. 5 - GiantSteps in a hypothetical backtest was -6.6%.
How do I use Submission to the Zero Beta Contest No. 5 - GiantSteps?
Open Submission to the Zero Beta Contest No. 5 - 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.