The Weekly Grind| SolarianKnight, Okhi2u, VoxMachina|
Backtest results
Metrics
1Y · since Oct 2025The Weekly Grind| SolarianKnight, Okhi2u, VoxMachina| | |
|---|---|
| Total Return | +27.25% |
| CAGR | +27.49% |
| Sharpe | 2.40 |
| Calmar | 4.02 |
| Max DD | -6.84% |
| Volatility | 10.39% |
| 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 keeps a core of dividend growth (SCHD) and managed futures (DBMF) while rotating the top performers from a broad set of sectors and commodities. It switches between risk-on leveraged bets (UPRO, TMF, UUP) and inverse-volatility-weighted risk-off positions (DBC, UUP) based on the relative 126-day performance of the S&P 500, Treasury, commodities and the dollar, protecting itself when the market trend turns negative.
Current allocation
What the rules select as of Oct 30, 2026.
- UUP17.9%
Invesco DB US Dollar Index Bullish Fund
- XLE14.6%
State Street Energy Select Sector SPDR ETF
- XLP14.6%
State Street Consumer Staples Select Sector SPDR ETF
- XLV14.6%
State Street Health Care Select Sector SPDR ETF
- DBC13.4%
Invesco DB Commodity Index Tracking Fund
- DBMF12.5%
iMGP DBi Managed Futures Strategy ETF
- SCHD12.5%
Schwab US Dividend Equity ETF
Frequently asked questions
What is The Weekly Grind| SolarianKnight, Okhi2u, VoxMachina|?
Dynamic and disciplined, the strategy keeps a core of dividend growth (SCHD) and managed futures (DBMF) while rotating the top performers from a broad set of sectors and commodities. It switches between risk-on leveraged bets (UPRO, TMF, UUP) and inverse-volatility-weighted risk-off positions (DBC, UUP) based on the relative 126-day performance of the S&P 500, Treasury, commodities and the dollar, protecting itself when the market trend turns negative.
What is The Weekly Grind| SolarianKnight, Okhi2u, VoxMachina| holding today?
As of Oct 30, 2026, The Weekly Grind| SolarianKnight, Okhi2u, VoxMachina| allocates to UUP 17.9%, XLE 14.6%, XLP 14.6%, XLV 14.6%, DBC 13.4%, DBMF 12.5%, SCHD 12.5%.
How has The Weekly Grind| SolarianKnight, Okhi2u, VoxMachina| performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, The Weekly Grind| SolarianKnight, Okhi2u, VoxMachina| returned +27.6% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of The Weekly Grind| SolarianKnight, Okhi2u, VoxMachina|?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of The Weekly Grind| SolarianKnight, Okhi2u, VoxMachina| in a hypothetical backtest was -6.8%.
How do I use The Weekly Grind| SolarianKnight, Okhi2u, VoxMachina|?
Open The Weekly Grind| SolarianKnight, Okhi2u, VoxMachina| 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.