v1.1 Low Beta One Liner - no K-1 edition
Backtest results
Metrics
1Y · since Oct 2025v1.1 Low Beta One Liner - no K-1 edition | |
|---|---|
| Total Return | +26.44% |
| CAGR | +26.68% |
| Sharpe | 1.92 |
| Calmar | 2.56 |
| Max DD | -10.40% |
| Volatility | 12.82% |
| Win Rate | 58.6% |
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 dynamic, momentum-driven strategy keeps the four best-performing funds - such as the commodity-focused PDBC, the futures-managed KMLM, the gold-held GLD, and the long-term Treasury TLT - based on their 150-day cumulative returns. When a new asset climbs into the top four, the portfolio swaps in that ticker, while the others are dropped, ensuring the allocation always reflects the strongest recent performers.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is v1.1 Low Beta One Liner - no K-1 edition?
A dynamic, momentum-driven strategy keeps the four best-performing funds - such as the commodity-focused PDBC, the futures-managed KMLM, the gold-held GLD, and the long-term Treasury TLT - based on their 150-day cumulative returns. When a new asset climbs into the top four, the portfolio swaps in that ticker, while the others are dropped, ensuring the allocation always reflects the strongest recent performers.
What is v1.1 Low Beta One Liner - no K-1 edition holding today?
As of Oct 30, 2026, v1.1 Low Beta One Liner - no K-1 edition allocates to EXG 25%, PDBC 25%, XLE 25%, XLV 25%.
How has v1.1 Low Beta One Liner - no K-1 edition performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, v1.1 Low Beta One Liner - no K-1 edition returned +26.4% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of v1.1 Low Beta One Liner - no K-1 edition?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of v1.1 Low Beta One Liner - no K-1 edition in a hypothetical backtest was -10.4%.
How do I use v1.1 Low Beta One Liner - no K-1 edition?
Open v1.1 Low Beta One Liner - no K-1 edition 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.