v1.2 Adaptive All Weather Portfolio | Garen Crash Protection Mod
Backtest results
Metrics
1Y · since Oct 2025v1.2 Adaptive All Weather Portfolio | Garen Crash Protection Mod | |
|---|---|
| Total Return | -0.36% |
| CAGR | -0.36% |
| Sharpe | 0.04 |
| Calmar | -0.04 |
| Max DD | -8.68% |
| Volatility | 13.40% |
| Win Rate | 48.2% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Dynamic and defensive, the strategy mainly holds leveraged equity funds such as QLD and SPUU when the VIX is high and the Nasdaq is trending up, then shifts to a balanced mix of bonds, gold and commodities when volatility falls or bond returns outpace short-term bills. It protects itself by moving into short-swing ETFs like SDS or SQQQ and dollar-hedged funds such as USDU whenever the Treasury curve turns negative or the VIX drops below 54.
Current allocation
What the rules select as of Oct 30, 2026.
- TMF33%
Direxion Daily 20+ Year Treasury Bull 3X ETF
- TYD22%
Direxion Daily 7-10 Year Treasury Bull 3X ETF
- QLD15%
ProShares Ultra QQQ
- SSO15%
ProShares Ultra S&P500
- PDBC7.5%
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
- COMT2.5%
iShares U.S. ETF Trust iShares GSCI Commodity Dynamic Roll Strategy ETF
- GLD2.5%
SPDR Gold Trust, SPDR Gold Shares
- OILK2.5%
ProShares K-1 Free Crude Oil ETF
Frequently asked questions
What is v1.2 Adaptive All Weather Portfolio | Garen Crash Protection Mod?
Dynamic and defensive, the strategy mainly holds leveraged equity funds such as QLD and SPUU when the VIX is high and the Nasdaq is trending up, then shifts to a balanced mix of bonds, gold and commodities when volatility falls or bond returns outpace short-term bills. It protects itself by moving into short-swing ETFs like SDS or SQQQ and dollar-hedged funds such as USDU whenever the Treasury curve turns negative or the VIX drops below 54.
What is v1.2 Adaptive All Weather Portfolio | Garen Crash Protection Mod holding today?
As of Oct 30, 2026, v1.2 Adaptive All Weather Portfolio | Garen Crash Protection Mod allocates to TMF 33%, TYD 22%, QLD 15%, SSO 15%, PDBC 7.5%, COMT 2.5%, GLD 2.5%, OILK 2.5%.
How has v1.2 Adaptive All Weather Portfolio | Garen Crash Protection Mod performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, v1.2 Adaptive All Weather Portfolio | Garen Crash Protection Mod returned +0% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of v1.2 Adaptive All Weather Portfolio | Garen Crash Protection Mod?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of v1.2 Adaptive All Weather Portfolio | Garen Crash Protection Mod in a hypothetical backtest was -8.7%.
How do I use v1.2 Adaptive All Weather Portfolio | Garen Crash Protection Mod?
Open v1.2 Adaptive All Weather Portfolio | Garen Crash Protection Mod 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.