v1.6 Adaptive All Weather Portfolio + Pure BS Catcher (Garen Phillips)
Backtest results
Metrics
1Y · since Oct 2025v1.6 Adaptive All Weather Portfolio + Pure BS Catcher (Garen Phillips) | |
|---|---|
| Total Return | +0.39% |
| CAGR | +0.39% |
| Sharpe | 0.09 |
| Calmar | 0.06 |
| Max DD | -6.83% |
| Volatility | 11.98% |
| Win Rate | 49.4% |
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 dynamic all-weather portfolio that mainly holds broad-market and bond funds, switching to leveraged tech or commodity plays when the market is trending up and to defensive assets like gold, the dollar or short-bond ETFs when risk rises. It protects itself by moving into inverse or volatility funds when drawdowns exceed five percent or when the S&P 500 falls below its 200-day average, keeping the core risk assets out of sharp downturns.
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
- PDBC15%
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
- SCHD15%
Schwab US Dividend Equity ETF
- XLP15%
State Street Consumer Staples Select Sector SPDR ETF
Frequently asked questions
What is v1.6 Adaptive All Weather Portfolio + Pure BS Catcher (Garen Phillips)?
A dynamic all-weather portfolio that mainly holds broad-market and bond funds, switching to leveraged tech or commodity plays when the market is trending up and to defensive assets like gold, the dollar or short-bond ETFs when risk rises. It protects itself by moving into inverse or volatility funds when drawdowns exceed five percent or when the S&P 500 falls below its 200-day average, keeping the core risk assets out of sharp downturns.
What is v1.6 Adaptive All Weather Portfolio + Pure BS Catcher (Garen Phillips) holding today?
As of Oct 30, 2026, v1.6 Adaptive All Weather Portfolio + Pure BS Catcher (Garen Phillips) allocates to TMF 33%, TYD 22%, PDBC 15%, SCHD 15%, XLP 15%.
How has v1.6 Adaptive All Weather Portfolio + Pure BS Catcher (Garen Phillips) performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, v1.6 Adaptive All Weather Portfolio + Pure BS Catcher (Garen Phillips) returned +0.7% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of v1.6 Adaptive All Weather Portfolio + Pure BS Catcher (Garen Phillips)?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of v1.6 Adaptive All Weather Portfolio + Pure BS Catcher (Garen Phillips) in a hypothetical backtest was -6.8%.
How do I use v1.6 Adaptive All Weather Portfolio + Pure BS Catcher (Garen Phillips)?
Open v1.6 Adaptive All Weather Portfolio + Pure BS Catcher (Garen Phillips) 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.