The Weekly Grind [Experimental] - what drawdowns okih2u mod?
Backtest results
Metrics
1Y · since Oct 2025The Weekly Grind [Experimental] - what drawdowns okih2u mod? | |
|---|---|
| Total Return | +20.53% |
| CAGR | +20.71% |
| Sharpe | 1.50 |
| Calmar | 1.98 |
| Max DD | -10.46% |
| Volatility | 13.21% |
| Win Rate | 58.2% |
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 risk-parity portfolio that keeps a core of defensive stocks and sector funds, then reallocates between leveraged equity, long-term treasuries, and the dollar based on 126-day moving-average comparisons. It switches to risk-on holdings when the S&P 500's 126-day return outpaces the 126-day returns of the dollar and long-term treasuries, and to risk-off holdings when the opposite occurs, protecting itself by balancing inverse-volatility weights across the selected assets.
Current allocation
What the rules select as of Oct 30, 2026.
- UUP17.9%
Invesco DB US Dollar Index Bullish Fund
- DBC13.4%
Invesco DB Commodity Index Tracking Fund
- COST12.5%
Costco Wholesale Corporation Common Stock
- UNH12.5%
UNITEDHEALTH GROUP INCORPORATED (Delaware)
- AVGO8.3%
Broadcom Inc. Common Stock
- GOOGL8.3%
Alphabet Inc. Class A Common Stock
- TSLA8.3%
Tesla, Inc. Common Stock
- XLE6.3%
State Street Energy Select Sector SPDR ETF
- XLP6.3%
State Street Consumer Staples Select Sector SPDR ETF
- XLV6.3%
State Street Health Care Select Sector SPDR ETF
Frequently asked questions
What is The Weekly Grind [Experimental] - what drawdowns okih2u mod??
Dynamic risk-parity portfolio that keeps a core of defensive stocks and sector funds, then reallocates between leveraged equity, long-term treasuries, and the dollar based on 126-day moving-average comparisons. It switches to risk-on holdings when the S&P 500's 126-day return outpaces the 126-day returns of the dollar and long-term treasuries, and to risk-off holdings when the opposite occurs, protecting itself by balancing inverse-volatility weights across the selected assets.
What is The Weekly Grind [Experimental] - what drawdowns okih2u mod? holding today?
As of Oct 30, 2026, The Weekly Grind [Experimental] - what drawdowns okih2u mod? allocates to UUP 17.9%, DBC 13.4%, COST 12.5%, UNH 12.5%, AVGO 8.3%, GOOGL 8.3%, TSLA 8.3%, XLE 6.3%, XLP 6.3%, XLV 6.3%.
How has The Weekly Grind [Experimental] - what drawdowns okih2u mod? performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, The Weekly Grind [Experimental] - what drawdowns okih2u mod? returned +20.8% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of The Weekly Grind [Experimental] - what drawdowns okih2u mod??
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of The Weekly Grind [Experimental] - what drawdowns okih2u mod? in a hypothetical backtest was -10.5%.
How do I use The Weekly Grind [Experimental] - what drawdowns okih2u mod??
Open The Weekly Grind [Experimental] - what drawdowns okih2u mod? 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.