Submission to Zero Beta Contest No. 1 - GiantSteps
Backtest results
Metrics
1Y · since Oct 2025Submission to Zero Beta Contest No. 1 - GiantSteps | |
|---|---|
| Total Return | +5.77% |
| CAGR | +5.81% |
| Sharpe | 0.84 |
| Calmar | 1.34 |
| Max DD | -4.33% |
| Volatility | 7.02% |
| Win Rate | 53.4% |
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 risk-aware, the strategy mainly holds leveraged Nasdaq (TQQQ) and short-term bonds (BIL) while it monitors short-term momentum and volatility. When the Nasdaq is overbought or the short-term bond return falls below the dollar fund, it switches to inverse Nasdaq (SQQQ) or the dollar fund (UUP) to protect against downside, and it rebalances to a risk-parity mix of S&P 500 (SPY) and Treasury (TLT) when the market trend weakens.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Submission to Zero Beta Contest No. 1 - GiantSteps?
Dynamic and risk-aware, the strategy mainly holds leveraged Nasdaq (TQQQ) and short-term bonds (BIL) while it monitors short-term momentum and volatility. When the Nasdaq is overbought or the short-term bond return falls below the dollar fund, it switches to inverse Nasdaq (SQQQ) or the dollar fund (UUP) to protect against downside, and it rebalances to a risk-parity mix of S&P 500 (SPY) and Treasury (TLT) when the market trend weakens.
What is Submission to Zero Beta Contest No. 1 - GiantSteps holding today?
As of Oct 30, 2026, Submission to Zero Beta Contest No. 1 - GiantSteps allocates to UUP 47%, IEF 27.3%, QQQ 20%, DBC 5.7%.
How has Submission to Zero Beta Contest No. 1 - GiantSteps performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Submission to Zero Beta Contest No. 1 - GiantSteps returned +6.3% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Submission to Zero Beta Contest No. 1 - GiantSteps?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Submission to Zero Beta Contest No. 1 - GiantSteps in a hypothetical backtest was -4.3%.
How do I use Submission to Zero Beta Contest No. 1 - GiantSteps?
Open Submission to Zero Beta Contest No. 1 - 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.