V0.0.2 Managed Madness
Backtest results
Metrics
1Y · since Oct 2025V0.0.2 Managed Madness | |
|---|---|
| Total Return | +15.88% |
| CAGR | +16.02% |
| Sharpe | 0.92 |
| Calmar | 1.34 |
| Max DD | -11.94% |
| Volatility | 17.88% |
| Win Rate | 49.4% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Dynamic and disciplined, the strategy mainly holds the leveraged innovation fund (TARK) when markets feel bullish, but switches to short-term bonds (BIL) or the short innovation fund (SARK) when risk signals rise. It moves into BIL or SARK after RSI or return thresholds flag overbought or sharp declines, and pulls back to TARK when those signals fade, protecting the portfolio from large drawdowns.
Current allocation
What the rules select as of Oct 30, 2026.
- DBMF33.3%
iMGP DBi Managed Futures Strategy ETF
- EPI14.2%
WisdomTree India Earnings Fund ETF
- TECL13.3%
Direxion Daily Technology Bull 3x ETF
- SARK10.8%
Investment Managers Series Trust II Tradr 1X Short Innovation Daily ETF
- TMF8.8%
Direxion Daily 20+ Year Treasury Bull 3X ETF
- TYD6.2%
Direxion Daily 7-10 Year Treasury Bull 3X ETF
- SPXU1.7%
ProShares UltraPro Short S&P 500
- SQQQ1.7%
ProShares UltraPro Short QQQ
- UGL1.7%
ProShares Ultra Gold
- SCHD1.5%
Schwab US Dividend Equity ETF
- KOLD1.1%
ProShares UltraShort Bloomberg Natural Gas
- PSQ1.1%
ProShares Short QQQ
- USO1.1%
United States Oil Fund, LP
- UUP1.1%
Invesco DB US Dollar Index Bullish Fund
- XLP1.1%
State Street Consumer Staples Select Sector SPDR ETF
- TSLA0.8%
Tesla, Inc. Common Stock
- DGRO0.4%
iShares Core Dividend Growth ETF
Frequently asked questions
What is V0.0.2 Managed Madness?
Dynamic and disciplined, the strategy mainly holds the leveraged innovation fund (TARK) when markets feel bullish, but switches to short-term bonds (BIL) or the short innovation fund (SARK) when risk signals rise. It moves into BIL or SARK after RSI or return thresholds flag overbought or sharp declines, and pulls back to TARK when those signals fade, protecting the portfolio from large drawdowns.
What is V0.0.2 Managed Madness holding today?
As of Oct 30, 2026, V0.0.2 Managed Madness allocates to DBMF 33.3%, EPI 14.2%, TECL 13.3%, SARK 10.8%, TMF 8.8%, TYD 6.2%, SPXU 1.7%, SQQQ 1.7%, UGL 1.7%, SCHD 1.5%, KOLD 1.1%, PSQ 1.1%, USO 1.1%, UUP 1.1%, XLP 1.1%, TSLA 0.8%, DGRO 0.4%.
How has V0.0.2 Managed Madness performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, V0.0.2 Managed Madness returned +14.5% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of V0.0.2 Managed Madness?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of V0.0.2 Managed Madness in a hypothetical backtest was -11.9%.
How do I use V0.0.2 Managed Madness?
Open V0.0.2 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.