V1.1 | Retirement Fund | Michael B | Aggressive (Higher Volume)
Backtest results
Metrics
1Y · since Oct 2025V1.1 | Retirement Fund | Michael B | Aggressive (Higher Volume) | |
|---|---|
| Total Return | +2.94% |
| CAGR | +2.96% |
| Sharpe | 0.27 |
| Calmar | 0.37 |
| Max DD | -8.09% |
| Volatility | 15.07% |
| Win Rate | 53.8% |
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, trend-driven, the strategy mainly holds energy (VDE) and clean-energy (QCLN) while the market is bullish, switching to a mix of short-term bonds (BSV) and utilities (XLU) when the S&P 500 falls below its 200-day average or the Nasdaq shows weak momentum. It protects itself by moving into gold (GLD), short-gold (GLL), or a 3× Treasury bull (TMF) when the Treasury curve turns negative or the VIX spikes, and into short-equity (SH) or short-oil (SCO) when the market turns bearish.
Current allocation
What the rules select as of Oct 30, 2026.
- TQQQ22.5%
ProShares UltraPro QQQ
- GLD18.8%
SPDR Gold Trust, SPDR Gold Shares
- BTAL11.3%
AGF U.S. Market Neutral Anti-Beta Fund
- TMF11.3%
Direxion Daily 20+ Year Treasury Bull 3X ETF
- XLP11.3%
State Street Consumer Staples Select Sector SPDR ETF
- DBA7.5%
Invesco DB Agriculture Fund
- DBC7.5%
Invesco DB Commodity Index Tracking Fund
- VDE6%
Vanguard Energy ETF
- XLU4%
State Street Utilities Select Sector SPDR ETF
Frequently asked questions
What is V1.1 | Retirement Fund | Michael B | Aggressive (Higher Volume)?
Aggressive, trend-driven, the strategy mainly holds energy (VDE) and clean-energy (QCLN) while the market is bullish, switching to a mix of short-term bonds (BSV) and utilities (XLU) when the S&P 500 falls below its 200-day average or the Nasdaq shows weak momentum. It protects itself by moving into gold (GLD), short-gold (GLL), or a 3× Treasury bull (TMF) when the Treasury curve turns negative or the VIX spikes, and into short-equity (SH) or short-oil (SCO) when the market turns bearish.
What is V1.1 | Retirement Fund | Michael B | Aggressive (Higher Volume) holding today?
As of Oct 30, 2026, V1.1 | Retirement Fund | Michael B | Aggressive (Higher Volume) allocates to TQQQ 22.5%, GLD 18.8%, BTAL 11.3%, TMF 11.3%, XLP 11.3%, DBA 7.5%, DBC 7.5%, VDE 6%, XLU 4%.
How has V1.1 | Retirement Fund | Michael B | Aggressive (Higher Volume) performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, V1.1 | Retirement Fund | Michael B | Aggressive (Higher Volume) returned +3.5% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of V1.1 | Retirement Fund | Michael B | Aggressive (Higher Volume)?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of V1.1 | Retirement Fund | Michael B | Aggressive (Higher Volume) in a hypothetical backtest was -8.1%.
How do I use V1.1 | Retirement Fund | Michael B | Aggressive (Higher Volume)?
Open V1.1 | Retirement Fund | Michael B | Aggressive (Higher Volume) 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.