V1.0 | Beta Pauper | HinnomTX | Monthly Zero Beta Symphony | β=0.00 | 1/1/2015-10/10/2022
Backtest results
Metrics
1Y · since Oct 2025V1.0 | Beta Pauper | HinnomTX | Monthly Zero Beta Symphony | β=0.00 | 1/1/2015-10/10/2022 | |
|---|---|
| Total Return | +9.54% |
| CAGR | +9.62% |
| Sharpe | 0.72 |
| Calmar | 1.14 |
| Max DD | -8.41% |
| Volatility | 14.12% |
| Win Rate | 53.4% |
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 and opportunistic, the strategy mainly holds leveraged shorts such as energy (DUG), treasury (TMV) and the S&P 500 inverse (SH) when their 12-period RSI is among the top three, while it keeps a steady position in the high-beta S&P 500 (SPHB). When any of these assets fall sharply or the market shows a risk-off signal, it switches to defensive holdings like gold (UGL), the dollar (UDN) or timber (WOOD) to protect against drawdowns.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is V1.0 | Beta Pauper | HinnomTX | Monthly Zero Beta Symphony | β=0.00 | 1/1/2015-10/10/2022?
Aggressive and opportunistic, the strategy mainly holds leveraged shorts such as energy (DUG), treasury (TMV) and the S&P 500 inverse (SH) when their 12-period RSI is among the top three, while it keeps a steady position in the high-beta S&P 500 (SPHB). When any of these assets fall sharply or the market shows a risk-off signal, it switches to defensive holdings like gold (UGL), the dollar (UDN) or timber (WOOD) to protect against drawdowns.
What is V1.0 | Beta Pauper | HinnomTX | Monthly Zero Beta Symphony | β=0.00 | 1/1/2015-10/10/2022 holding today?
As of Oct 30, 2026, V1.0 | Beta Pauper | HinnomTX | Monthly Zero Beta Symphony | β=0.00 | 1/1/2015-10/10/2022 allocates to SPHB 32%, BTAL 22.7%, DBC 22.7%, SH 22.7%.
How has V1.0 | Beta Pauper | HinnomTX | Monthly Zero Beta Symphony | β=0.00 | 1/1/2015-10/10/2022 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, V1.0 | Beta Pauper | HinnomTX | Monthly Zero Beta Symphony | β=0.00 | 1/1/2015-10/10/2022 returned +10.4% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of V1.0 | Beta Pauper | HinnomTX | Monthly Zero Beta Symphony | β=0.00 | 1/1/2015-10/10/2022?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of V1.0 | Beta Pauper | HinnomTX | Monthly Zero Beta Symphony | β=0.00 | 1/1/2015-10/10/2022 in a hypothetical backtest was -8.4%.
How do I use V1.0 | Beta Pauper | HinnomTX | Monthly Zero Beta Symphony | β=0.00 | 1/1/2015-10/10/2022?
Open V1.0 | Beta Pauper | HinnomTX | Monthly Zero Beta Symphony | β=0.00 | 1/1/2015-10/10/2022 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.