V1.1a Zero Beta Sack of YOLO
Backtest results
Metrics
1Y · since Oct 2025V1.1a Zero Beta Sack of YOLO | |
|---|---|
| Total Return | -6.29% |
| CAGR | -6.34% |
| Sharpe | -0.12 |
| Calmar | -0.21 |
| Max DD | -30.90% |
| Volatility | 26.24% |
| Win Rate | 47.4% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
A sharp-tuned risk-on strategy that mainly holds the 2x long innovation fund (TARK) or the short-term Treasury (BIL) depending on short-term bond momentum versus a high-beta tech index. When bond momentum weakens and the innovation index is oversold, it switches to the short innovation fund (SARK) to hedge, and it pulls back to cash-equivalents if drawdowns exceed a set limit.
Current allocation
What the rules select as of Oct 30, 2026.
- SARK32%
Investment Managers Series Trust II Tradr 1X Short Innovation Daily ETF
- EPI15.6%
WisdomTree India Earnings Fund ETF
- SCHD12.1%
Schwab US Dividend Equity ETF
- BTAL10%
AGF U.S. Market Neutral Anti-Beta Fund
- CTA10%
Simplify Managed Futures Strategy ETF
- DBMF10%
iMGP DBi Managed Futures Strategy ETF
- TMF3.8%
Direxion Daily 20+ Year Treasury Bull 3X ETF
- TYD3.8%
Direxion Daily 7-10 Year Treasury Bull 3X ETF
- CURE0.8%
Direxion Daily Healthcare Bull 3X ETF
- UTSL0.8%
Direxion Daily Utilities Bull 3X ETF
- DGRO0.4%
iShares Core Dividend Growth ETF
- BIL0.3%
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
- SHY0.3%
iShares 1-3 Year Treasury Bond ETF
Frequently asked questions
What is V1.1a Zero Beta Sack of YOLO?
A sharp-tuned risk-on strategy that mainly holds the 2x long innovation fund (TARK) or the short-term Treasury (BIL) depending on short-term bond momentum versus a high-beta tech index. When bond momentum weakens and the innovation index is oversold, it switches to the short innovation fund (SARK) to hedge, and it pulls back to cash-equivalents if drawdowns exceed a set limit.
What is V1.1a Zero Beta Sack of YOLO holding today?
As of Oct 30, 2026, V1.1a Zero Beta Sack of YOLO allocates to SARK 32%, EPI 15.6%, SCHD 12.1%, BTAL 10%, CTA 10%, DBMF 10%, TMF 3.8%, TYD 3.8%, CURE 0.8%, UTSL 0.8%, DGRO 0.4%, BIL 0.3%, SHY 0.3%.
How has V1.1a Zero Beta Sack of YOLO performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, V1.1a Zero Beta Sack of YOLO returned -7.8% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of V1.1a Zero Beta Sack of YOLO?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of V1.1a Zero Beta Sack of YOLO in a hypothetical backtest was -30.9%.
How do I use V1.1a Zero Beta Sack of YOLO?
Open V1.1a Zero Beta Sack of YOLO 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.