v1.4 | The Weekly Grind
Backtest results
Metrics
1Y · since Oct 2025v1.4 | The Weekly Grind | |
|---|---|
| Total Return | +24.23% |
| CAGR | +24.45% |
| Sharpe | 1.96 |
| Calmar | 2.75 |
| Max DD | -8.90% |
| Volatility | 11.54% |
| Win Rate | 59.0% |
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 sector-focused portfolio that keeps a core of the best-performing sectors, managed-futures, and low-volatility equity, then rebalances into inverse-volatility weighted risk-on or risk-off assets depending on the relative strength of the S&P, Treasury, oil and dollar trends. It protects itself by shifting to inverse-volatility weighted short-term bonds, leveraged treasury or dollar funds when the market shows a downturn or a weakening trend.
Current allocation
What the rules select as of Oct 30, 2026.
- USDU22.5%
WisdomTree Bloomberg U.S. Dollar Bullish Fund
- USMV16.7%
iShares MSCI USA Min Vol Factor ETF
- PDBC16.4%
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
- BTAL8.3%
AGF U.S. Market Neutral Anti-Beta Fund
- DBMF8.3%
iMGP DBi Managed Futures Strategy ETF
- OILK5.6%
ProShares K-1 Free Crude Oil ETF
- XLB5.6%
State Street Materials Select Sector SPDR ETF
- XLE5.6%
State Street Energy Select Sector SPDR ETF
- XLU5.6%
State Street Utilities Select Sector SPDR ETF
- XLV5.6%
State Street Health Care Select Sector SPDR ETF
Frequently asked questions
What is v1.4 | The Weekly Grind?
Dynamic sector-focused portfolio that keeps a core of the best-performing sectors, managed-futures, and low-volatility equity, then rebalances into inverse-volatility weighted risk-on or risk-off assets depending on the relative strength of the S&P, Treasury, oil and dollar trends. It protects itself by shifting to inverse-volatility weighted short-term bonds, leveraged treasury or dollar funds when the market shows a downturn or a weakening trend.
What is v1.4 | The Weekly Grind holding today?
As of Oct 30, 2026, v1.4 | The Weekly Grind allocates to USDU 22.5%, USMV 16.7%, PDBC 16.4%, BTAL 8.3%, DBMF 8.3%, OILK 5.6%, XLB 5.6%, XLE 5.6%, XLU 5.6%, XLV 5.6%.
How has v1.4 | The Weekly Grind performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, v1.4 | The Weekly Grind returned +24.9% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of v1.4 | The Weekly Grind?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of v1.4 | The Weekly Grind in a hypothetical backtest was -8.9%.
How do I use v1.4 | The Weekly Grind?
Open v1.4 | The Weekly Grind 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.