V0.1 | Retirement Fund | Michael B
Backtest results
Metrics
1Y · since Oct 2025V0.1 | Retirement Fund | Michael B | |
|---|---|
| Total Return | -5.96% |
| CAGR | -6.01% |
| Sharpe | -0.45 |
| Calmar | -0.47 |
| Max DD | -12.83% |
| Volatility | 12.11% |
| Win Rate | 50.6% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
A disciplined, risk-on strategy that mainly holds leveraged U.S. equity funds - UPRO, TQQQ, and UGL - when the S&P 500 or Nasdaq is trending above its 200-day average and volatility is low. When the markets turn sideways or pull back, it shifts to defensive assets - UUP, GLD, XLP, and SHY - protecting capital by moving into the dollar, gold, consumer staples, and short-term Treasury bonds.
Current allocation
What the rules select as of Oct 30, 2026.
- XLP18.8%
State Street Consumer Staples Select Sector SPDR ETF
- BTAL12.5%
AGF U.S. Market Neutral Anti-Beta Fund
- TMF12.5%
Direxion Daily 20+ Year Treasury Bull 3X ETF
- TQQQ12.5%
ProShares UltraPro QQQ
- UGL12.5%
ProShares Ultra Gold
- UPRO12.5%
ProShares UltraPro S&P 500
- GLD6.3%
SPDR Gold Trust, SPDR Gold Shares
- SHY6.3%
iShares 1-3 Year Treasury Bond ETF
- UUP6.3%
Invesco DB US Dollar Index Bullish Fund
Frequently asked questions
What is V0.1 | Retirement Fund | Michael B?
A disciplined, risk-on strategy that mainly holds leveraged U.S. equity funds - UPRO, TQQQ, and UGL - when the S&P 500 or Nasdaq is trending above its 200-day average and volatility is low. When the markets turn sideways or pull back, it shifts to defensive assets - UUP, GLD, XLP, and SHY - protecting capital by moving into the dollar, gold, consumer staples, and short-term Treasury bonds.
What is V0.1 | Retirement Fund | Michael B holding today?
As of Oct 30, 2026, V0.1 | Retirement Fund | Michael B allocates to XLP 18.8%, BTAL 12.5%, TMF 12.5%, TQQQ 12.5%, UGL 12.5%, UPRO 12.5%, GLD 6.3%, SHY 6.3%, UUP 6.3%.
How has V0.1 | Retirement Fund | Michael B performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, V0.1 | Retirement Fund | Michael B returned -6.1% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of V0.1 | Retirement Fund | Michael B?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of V0.1 | Retirement Fund | Michael B in a hypothetical backtest was -12.8%.
How do I use V0.1 | Retirement Fund | Michael B?
Open V0.1 | Retirement Fund | Michael B 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.