Unleveraged If Statements | Adaptive Asset Allocation - UPRO, TMF, UUP, and DBC | SMA Strategy | GiantSteps Replace some UPRO with SOXL
Backtest results
Metrics
1Y · since Oct 2025Unleveraged If Statements | Adaptive Asset Allocation - UPRO, TMF, UUP, and DBC | SMA Strategy | GiantSteps Replace some UPRO with SOXL | |
|---|---|
| Total Return | +42.14% |
| CAGR | +42.54% |
| Sharpe | 2.13 |
| Calmar | 3.25 |
| Max DD | -13.07% |
| Volatility | 17.47% |
| Win Rate | 62.2% |
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 mainly holds leveraged equity (UPRO) or semiconductor (SOXL) when recent returns are strongest, then shifts to Treasury (TMF) or the dollar (UUP) as bond or currency performance rises. It protects itself by rebalancing to the pair with the lowest volatility, keeping risk exposure steady while following market trends.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Unleveraged If Statements | Adaptive Asset Allocation - UPRO, TMF, UUP, and DBC | SMA Strategy | GiantSteps Replace some UPRO with SOXL?
Dynamic and disciplined, the strategy mainly holds leveraged equity (UPRO) or semiconductor (SOXL) when recent returns are strongest, then shifts to Treasury (TMF) or the dollar (UUP) as bond or currency performance rises. It protects itself by rebalancing to the pair with the lowest volatility, keeping risk exposure steady while following market trends.
What is Unleveraged If Statements | Adaptive Asset Allocation - UPRO, TMF, UUP, and DBC | SMA Strategy | GiantSteps Replace some UPRO with SOXL holding today?
As of Oct 30, 2026, Unleveraged If Statements | Adaptive Asset Allocation - UPRO, TMF, UUP, and DBC | SMA Strategy | GiantSteps Replace some UPRO with SOXL allocates to UUP 71.5%, DBC 28.5%.
How has Unleveraged If Statements | Adaptive Asset Allocation - UPRO, TMF, UUP, and DBC | SMA Strategy | GiantSteps Replace some UPRO with SOXL performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Unleveraged If Statements | Adaptive Asset Allocation - UPRO, TMF, UUP, and DBC | SMA Strategy | GiantSteps Replace some UPRO with SOXL returned +44.4% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Unleveraged If Statements | Adaptive Asset Allocation - UPRO, TMF, UUP, and DBC | SMA Strategy | GiantSteps Replace some UPRO with SOXL?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Unleveraged If Statements | Adaptive Asset Allocation - UPRO, TMF, UUP, and DBC | SMA Strategy | GiantSteps Replace some UPRO with SOXL in a hypothetical backtest was -13.1%.
How do I use Unleveraged If Statements | Adaptive Asset Allocation - UPRO, TMF, UUP, and DBC | SMA Strategy | GiantSteps Replace some UPRO with SOXL?
Open Unleveraged If Statements | Adaptive Asset Allocation - UPRO, TMF, UUP, and DBC | SMA Strategy | GiantSteps Replace some UPRO with SOXL 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.