V 1.1.0 | 🦠Dividend Slime -- low MD/SD mutant | 🧪 Proteus 🧬 | Daily | BT June 27 2022 | 367.4% AR, 2.5% MD, 19.0% std. dev, 8.28 Sharpe (Dec13-2022)
Backtest results
Metrics
1Y · since Oct 2025V 1.1.0 | 🦠Dividend Slime -- low MD/SD mutant | 🧪 Proteus 🧬 | Daily | BT June 27 2022 | 367.4% AR, 2.5% MD, 19.0% std. dev, 8.28 Sharpe (Dec13-2022) | |
|---|---|
| Total Return | +2.76% |
| CAGR | +2.78% |
| Sharpe | 0.25 |
| Calmar | 0.22 |
| Max DD | -12.75% |
| Volatility | 16.07% |
| Win Rate | 51.4% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Aggressive yet defensive, the strategy mainly holds leveraged tech funds such as leveraged Nasdaq (TQQQ) and semiconductor (SOXL) while monitoring the S&P 500 trend. When the S&P 500 falls below its 200-day average or the Nasdaq shows extreme overbought conditions, it switches to a volatility hedge (UVXY) or short-beta positions (SPXS, TECS) to protect the portfolio, then re-enters risk-on assets once the trend recovers.
Current allocation
What the rules select as of Oct 30, 2026.
- SCHD15%
Schwab US Dividend Equity ETF
- DBMF12.5%
iMGP DBi Managed Futures Strategy ETF
- KMLM12.5%
KraneShares Mount Lucas Managed Futures Index Strategy ETF
- TQQQ11.2%
ProShares UltraPro QQQ
- EPI10%
WisdomTree India Earnings Fund ETF
- QLD10%
ProShares Ultra QQQ
- SARK10%
Investment Managers Series Trust II Tradr 1X Short Innovation Daily ETF
- SCHG10%
Schwab U.S. Large-Cap Growth ETF
- UUP2.3%
Invesco DB US Dollar Index Bullish Fund
- SOXL2%
Direxion Daily Semiconductor Bull 3X ETF
- USDU1.1%
WisdomTree Bloomberg U.S. Dollar Bullish Fund
- TMF0.8%
Direxion Daily 20+ Year Treasury Bull 3X ETF
- DBC0.6%
Invesco DB Commodity Index Tracking Fund
- PDBC0.5%
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
- TMV0.4%
Direxion Daily 20+ Year Treasury Bear 3X ETF
- PSQ0.3%
ProShares Short QQQ
- SH0.3%
ProShares Short S&P500
- UGL0.3%
ProShares Ultra Gold
- UNH0.2%
UNITEDHEALTH GROUP INCORPORATED (Delaware)
- COST0%
Costco Wholesale Corporation Common Stock
Frequently asked questions
What is V 1.1.0 | 🦠Dividend Slime -- low MD/SD mutant | 🧪 Proteus 🧬 | Daily | BT June 27 2022 | 367.4% AR, 2.5% MD, 19.0% std. dev, 8.28 Sharpe (Dec13-2022)?
Aggressive yet defensive, the strategy mainly holds leveraged tech funds such as leveraged Nasdaq (TQQQ) and semiconductor (SOXL) while monitoring the S&P 500 trend. When the S&P 500 falls below its 200-day average or the Nasdaq shows extreme overbought conditions, it switches to a volatility hedge (UVXY) or short-beta positions (SPXS, TECS) to protect the portfolio, then re-enters risk-on assets once the trend recovers.
What is V 1.1.0 | 🦠Dividend Slime -- low MD/SD mutant | 🧪 Proteus 🧬 | Daily | BT June 27 2022 | 367.4% AR, 2.5% MD, 19.0% std. dev, 8.28 Sharpe (Dec13-2022) holding today?
As of Oct 30, 2026, V 1.1.0 | 🦠Dividend Slime -- low MD/SD mutant | 🧪 Proteus 🧬 | Daily | BT June 27 2022 | 367.4% AR, 2.5% MD, 19.0% std. dev, 8.28 Sharpe (Dec13-2022) allocates to SCHD 15%, DBMF 12.5%, KMLM 12.5%, TQQQ 11.2%, EPI 10%, QLD 10%, SARK 10%, SCHG 10%, UUP 2.3%, SOXL 2%, USDU 1.1%, TMF 0.8%, DBC 0.6%, PDBC 0.5%, TMV 0.4%, PSQ 0.3%, SH 0.3%, UGL 0.3%, UNH 0.2%, COST 0%.
How has V 1.1.0 | 🦠Dividend Slime -- low MD/SD mutant | 🧪 Proteus 🧬 | Daily | BT June 27 2022 | 367.4% AR, 2.5% MD, 19.0% std. dev, 8.28 Sharpe (Dec13-2022) performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, V 1.1.0 | 🦠Dividend Slime -- low MD/SD mutant | 🧪 Proteus 🧬 | Daily | BT June 27 2022 | 367.4% AR, 2.5% MD, 19.0% std. dev, 8.28 Sharpe (Dec13-2022) returned +2.6% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of V 1.1.0 | 🦠Dividend Slime -- low MD/SD mutant | 🧪 Proteus 🧬 | Daily | BT June 27 2022 | 367.4% AR, 2.5% MD, 19.0% std. dev, 8.28 Sharpe (Dec13-2022)?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of V 1.1.0 | 🦠Dividend Slime -- low MD/SD mutant | 🧪 Proteus 🧬 | Daily | BT June 27 2022 | 367.4% AR, 2.5% MD, 19.0% std. dev, 8.28 Sharpe (Dec13-2022) in a hypothetical backtest was -12.8%.
How do I use V 1.1.0 | 🦠Dividend Slime -- low MD/SD mutant | 🧪 Proteus 🧬 | Daily | BT June 27 2022 | 367.4% AR, 2.5% MD, 19.0% std. dev, 8.28 Sharpe (Dec13-2022)?
Open V 1.1.0 | 🦠Dividend Slime -- low MD/SD mutant | 🧪 Proteus 🧬 | Daily | BT June 27 2022 | 367.4% AR, 2.5% MD, 19.0% std. dev, 8.28 Sharpe (Dec13-2022) 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.