The Adaptive Dragon V1.0.1
Backtest results
Metrics
1Y · since Oct 2025The Adaptive Dragon V1.0.1 | |
|---|---|
| Total Return | -0.25% |
| CAGR | -0.26% |
| Sharpe | 0.02 |
| Calmar | -0.04 |
| Max DD | -5.73% |
| Volatility | 9.59% |
| Win Rate | 52.2% |
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 keeps a core of leveraged ETFs - such as UPRO - when the S&P 500 stays near its trend and the bond-to-bill spread is favorable. When the market's drawdown climbs past 6 % it pivots to defensive assets like GLD, SHY, UUP, and a balanced mix of COM and FAAR, and if the drawdown exceeds 11 % it adds UVXY for volatility protection.
Current allocation
What the rules select as of Oct 30, 2026.
- TMF17.3%
Direxion Daily 20+ Year Treasury Bull 3X ETF
- GLD13.8%
SPDR Gold Trust, SPDR Gold Shares
- XLP12.9%
State Street Consumer Staples Select Sector SPDR ETF
- SCHD10.8%
Schwab US Dividend Equity ETF
- TYD10.2%
Direxion Daily 7-10 Year Treasury Bull 3X ETF
- PDBC6.9%
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
- UUP4.8%
Invesco DB US Dollar Index Bullish Fund
- TQQQ3.3%
ProShares UltraPro QQQ
- SHY3%
iShares 1-3 Year Treasury Bond ETF
- COM2.2%
Direxion Auspice Broad Commodity Strategy ETF
- FAAR2.2%
First Trust Exchange-Traded Fund VII First Trust Alternative Absolute Return Strategy ETF
- BTAL2.1%
AGF U.S. Market Neutral Anti-Beta Fund
- CCOR1.9%
Core Alternative Capital
- DBMF1.4%
iMGP DBi Managed Futures Strategy ETF
- FTLS1%
First Trust Long/Short Equity ETF
- SHV0.6%
iShares Trust iShares 0-1 Year Treasury Bond ETF
- VIXM0.5%
ProShares VIX Mid-Term Futures ETF
- EWA0.5%
iShares MSCI Australia ETF
- EWG0.5%
iShares MSCI Germany ETF
- EWI0.5%
iShares MSCI Italy ETF
- EWJ0.5%
iShares MSCI Japan ETF
- EWN0.5%
iShares MSCI Netherlands ETF
- EWP0.5%
iShares MSCI Spain ETF
- EWU0.5%
iShares MSCI United Kingdom ETF
- IEF0.5%
iShares 7-10 Year Treasury Bond ETF
- SPY0.5%
State Street SPDR S&P 500 ETF Trust
- GLL0.1%
ProShares UltraShort Gold
- KOLD0.1%
ProShares UltraShort Bloomberg Natural Gas
- SH0.1%
ProShares Short S&P500
- TMV0.1%
Direxion Daily 20+ Year Treasury Bear 3X ETF
- UCO0.1%
ProShares Ultra Bloomberg Crude Oil
- EUO0.1%
ProShares UltraShort Euro
- YCS0.1%
ProShares UltraShort Yen
- UVXY0.1%
ProShares Ultra VIX Short-Term Futures ETF
Frequently asked questions
What is The Adaptive Dragon V1.0.1?
Dynamic and disciplined, the strategy keeps a core of leveraged ETFs - such as UPRO - when the S&P 500 stays near its trend and the bond-to-bill spread is favorable. When the market's drawdown climbs past 6 % it pivots to defensive assets like GLD, SHY, UUP, and a balanced mix of COM and FAAR, and if the drawdown exceeds 11 % it adds UVXY for volatility protection.
What is The Adaptive Dragon V1.0.1 holding today?
As of Oct 30, 2026, The Adaptive Dragon V1.0.1 allocates to TMF 17.3%, GLD 13.8%, XLP 12.9%, SCHD 10.8%, TYD 10.2%, PDBC 6.9%, UUP 4.8%, TQQQ 3.3%, SHY 3%, COM 2.2%, FAAR 2.2%, BTAL 2.1%, CCOR 1.9%, DBMF 1.4%, FTLS 1%, SHV 0.6%, VIXM 0.5%, EWA 0.5%, EWG 0.5%, EWI 0.5%, EWJ 0.5%, EWN 0.5%, EWP 0.5%, EWU 0.5%, IEF 0.5%, SPY 0.5%, GLL 0.1%, KOLD 0.1%, SH 0.1%, TMV 0.1%, UCO 0.1%, EUO 0.1%, YCS 0.1%, UVXY 0.1%.
How has The Adaptive Dragon V1.0.1 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, The Adaptive Dragon V1.0.1 returned -0.1% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of The Adaptive Dragon V1.0.1?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of The Adaptive Dragon V1.0.1 in a hypothetical backtest was -5.7%.
How do I use The Adaptive Dragon V1.0.1?
Open The Adaptive Dragon V1.0.1 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.