V0.0.1 Managed Madness
Backtest results
Metrics
1Y · since Oct 2025V0.0.1 Managed Madness | |
|---|---|
| Total Return | +1.06% |
| CAGR | +1.06% |
| Sharpe | 0.15 |
| Calmar | 0.05 |
| Max DD | -22.36% |
| Volatility | 18.00% |
| Win Rate | 48.6% |
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 defensive, the strategy mainly holds risk-on leveraged tech funds like TQQQ and QLD, but switches to short or bond positions such as SARK or BIL when market signals turn negative. It exits or de-risks on sharp drawdowns or when risk-off indicators rise, protecting capital while chasing upside.
Current allocation
What the rules select as of Oct 30, 2026.
- EPI19.5%
WisdomTree India Earnings Fund ETF
- BTAL13.9%
AGF U.S. Market Neutral Anti-Beta Fund
- DBMF13.9%
iMGP DBi Managed Futures Strategy ETF
- UUP8.5%
Invesco DB US Dollar Index Bullish Fund
- XLP8.5%
State Street Consumer Staples Select Sector SPDR ETF
- GLD8.3%
SPDR Gold Trust, SPDR Gold Shares
- TECL7.8%
Direxion Daily Technology Bull 3x ETF
- KOLD5.7%
ProShares UltraShort Bloomberg Natural Gas
- SARK5.6%
Investment Managers Series Trust II Tradr 1X Short Innovation Daily ETF
- TMF3.3%
Direxion Daily 20+ Year Treasury Bull 3X ETF
- TYD2.9%
Direxion Daily 7-10 Year Treasury Bull 3X ETF
- SCHD0.8%
Schwab US Dividend Equity ETF
- CURE0.3%
Direxion Daily Healthcare Bull 3X ETF
- UTSL0.3%
Direxion Daily Utilities Bull 3X ETF
- BIL0.2%
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
- PSQ0.2%
ProShares Short QQQ
- SHY0.2%
iShares 1-3 Year Treasury Bond ETF
- USO0.2%
United States Oil Fund, LP
Frequently asked questions
What is V0.0.1 Managed Madness?
Dynamic and defensive, the strategy mainly holds risk-on leveraged tech funds like TQQQ and QLD, but switches to short or bond positions such as SARK or BIL when market signals turn negative. It exits or de-risks on sharp drawdowns or when risk-off indicators rise, protecting capital while chasing upside.
What is V0.0.1 Managed Madness holding today?
As of Oct 30, 2026, V0.0.1 Managed Madness allocates to EPI 19.5%, BTAL 13.9%, DBMF 13.9%, UUP 8.5%, XLP 8.5%, GLD 8.3%, TECL 7.8%, KOLD 5.7%, SARK 5.6%, TMF 3.3%, TYD 2.9%, SCHD 0.8%, CURE 0.3%, UTSL 0.3%, BIL 0.2%, PSQ 0.2%, SHY 0.2%, USO 0.2%.
How has V0.0.1 Managed Madness performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, V0.0.1 Managed Madness returned -0.2% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of V0.0.1 Managed Madness?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of V0.0.1 Managed Madness in a hypothetical backtest was -22.4%.
How do I use V0.0.1 Managed Madness?
Open V0.0.1 Managed Madness 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.