v1.5 Adaptive All Weather Portfolio
Backtest results
Metrics
1Y · since Oct 2025v1.5 Adaptive All Weather Portfolio | |
|---|---|
| Total Return | -0.36% |
| CAGR | -0.36% |
| Sharpe | 0.04 |
| Calmar | -0.05 |
| Max DD | -7.31% |
| Volatility | 13.13% |
| Win Rate | 49.8% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
A dynamic all-weather portfolio that stays in risk-on leveraged tech and energy funds when markets trend up, but pivots to bonds, gold, the dollar or cash when volatility spikes or bond returns lag. It switches between these core buckets by monitoring VIX, bond performance and moving-average signals, protecting itself with short or inverse ETFs when drawdowns rise.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is v1.5 Adaptive All Weather Portfolio?
A dynamic all-weather portfolio that stays in risk-on leveraged tech and energy funds when markets trend up, but pivots to bonds, gold, the dollar or cash when volatility spikes or bond returns lag. It switches between these core buckets by monitoring VIX, bond performance and moving-average signals, protecting itself with short or inverse ETFs when drawdowns rise.
What is v1.5 Adaptive All Weather Portfolio holding today?
As of Oct 30, 2026, v1.5 Adaptive All Weather Portfolio allocates to TMF 33%, TYD 22%, PDBC 15%, QLD 15%, SSO 15%.
How has v1.5 Adaptive All Weather Portfolio performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, v1.5 Adaptive All Weather Portfolio returned -0% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of v1.5 Adaptive All Weather Portfolio?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of v1.5 Adaptive All Weather Portfolio in a hypothetical backtest was -7.3%.
How do I use v1.5 Adaptive All Weather Portfolio?
Open v1.5 Adaptive All Weather Portfolio 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.