Unleveraged If Statements | Adaptive Asset Allocation - UPRO, TMF, UUP, and DBC | SMA Strategy | GiantSteps
Backtest results
Metrics
1Y · since Oct 2025Unleveraged If Statements | Adaptive Asset Allocation - UPRO, TMF, UUP, and DBC | SMA Strategy | GiantSteps | |
|---|---|
| Total Return | +31.24% |
| CAGR | +31.52% |
| Sharpe | 1.75 |
| Calmar | 2.41 |
| Max DD | -13.07% |
| Volatility | 16.47% |
| Win Rate | 61.8% |
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 S&P 500 (UPRO) when the 126-day return of the S&P 500 outpaces commodities (DBC) and bonds (TLT). It switches to a mix of long-term Treasury (TMF), the dollar (UUP) and DBC when bonds or the dollar lead, protecting itself by balancing risk through inverse-volatility weighting.
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?
Dynamic and disciplined, the strategy mainly holds leveraged S&P 500 (UPRO) when the 126-day return of the S&P 500 outpaces commodities (DBC) and bonds (TLT). It switches to a mix of long-term Treasury (TMF), the dollar (UUP) and DBC when bonds or the dollar lead, protecting itself by balancing risk through inverse-volatility weighting.
What is Unleveraged If Statements | Adaptive Asset Allocation - UPRO, TMF, UUP, and DBC | SMA Strategy | GiantSteps holding today?
As of Oct 30, 2026, Unleveraged If Statements | Adaptive Asset Allocation - UPRO, TMF, UUP, and DBC | SMA Strategy | GiantSteps allocates to UUP 71.5%, DBC 28.5%.
How has Unleveraged If Statements | Adaptive Asset Allocation - UPRO, TMF, UUP, and DBC | SMA Strategy | GiantSteps 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 returned +33.1% 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?
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 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?
Open Unleveraged If Statements | Adaptive Asset Allocation - UPRO, TMF, UUP, and DBC | SMA Strategy | 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.