v1.5.0 | Dippy Qutie | Garen,Pietros,EricS - BrianE Mod (In.Vol) l Nov 20th 2011
Backtest results
Metrics
1Y · since Oct 2025v1.5.0 | Dippy Qutie | Garen,Pietros,EricS - BrianE Mod (In.Vol) l Nov 20th 2011 | |
|---|---|
| Total Return | +2.71% |
| CAGR | +2.74% |
| Sharpe | 0.26 |
| Calmar | 0.24 |
| Max DD | -11.20% |
| Volatility | 15.05% |
| Win Rate | 51.0% |
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 risk-on strategy that shifts between leveraged equity and bond funds based on the S&P 500's performance relative to commodities, and moves to cash when VIX volatility spikes. It switches to leveraged Nasdaq (TQQQ), healthcare (CURE), financials (FAS) or long-term Treasury (TMF) when the market outpaces commodities, and to short-term Treasury (BIL) or inverse funds (SQQQ, FAZ, SVXY, TMV) when volatility rises or the market lags.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is v1.5.0 | Dippy Qutie | Garen,Pietros,EricS - BrianE Mod (In.Vol) l Nov 20th 2011?
Dynamic risk-on strategy that shifts between leveraged equity and bond funds based on the S&P 500's performance relative to commodities, and moves to cash when VIX volatility spikes. It switches to leveraged Nasdaq (TQQQ), healthcare (CURE), financials (FAS) or long-term Treasury (TMF) when the market outpaces commodities, and to short-term Treasury (BIL) or inverse funds (SQQQ, FAZ, SVXY, TMV) when volatility rises or the market lags.
What is v1.5.0 | Dippy Qutie | Garen,Pietros,EricS - BrianE Mod (In.Vol) l Nov 20th 2011 holding today?
As of Oct 30, 2026, v1.5.0 | Dippy Qutie | Garen,Pietros,EricS - BrianE Mod (In.Vol) l Nov 20th 2011 allocates to SVXY 31.6%, TMV 29.9%, FAZ 24.7%, SQQQ 13.8%.
How has v1.5.0 | Dippy Qutie | Garen,Pietros,EricS - BrianE Mod (In.Vol) l Nov 20th 2011 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, v1.5.0 | Dippy Qutie | Garen,Pietros,EricS - BrianE Mod (In.Vol) l Nov 20th 2011 returned +2.5% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of v1.5.0 | Dippy Qutie | Garen,Pietros,EricS - BrianE Mod (In.Vol) l Nov 20th 2011?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of v1.5.0 | Dippy Qutie | Garen,Pietros,EricS - BrianE Mod (In.Vol) l Nov 20th 2011 in a hypothetical backtest was -11.2%.
How do I use v1.5.0 | Dippy Qutie | Garen,Pietros,EricS - BrianE Mod (In.Vol) l Nov 20th 2011?
Open v1.5.0 | Dippy Qutie | Garen,Pietros,EricS - BrianE Mod (In.Vol) l Nov 20th 2011 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.