V1 | Frankensymphony | Michael B
Backtest results
Metrics
1Y · since Oct 2025V1 | Frankensymphony | Michael B | |
|---|---|
| Total Return | +5.23% |
| CAGR | +5.27% |
| Sharpe | 0.40 |
| Calmar | 0.42 |
| Max DD | -12.67% |
| Volatility | 16.36% |
| Win Rate | 53.4% |
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 risk-on strategy that mainly holds the broad market (SPY) when the S&P 500 is not in a deep drawdown, but switches to leveraged or inverse ETFs - UPRO, TQQQ, TMF, TMV - when the market shows sharp declines or high volatility. It also adds VIX exposure (UVXY, VIXY) when SPY's short-term RSI is over 70, and rotates into dollar, gold, or bond funds (UUP, GLD, SCHO, IEF) when the bond-to-t-bill performance gap widens, protecting the portfolio from large drawdowns.
Current allocation
What the rules select as of Oct 30, 2026.
- SPY21.4%
State Street SPDR S&P 500 ETF Trust
- DBC19.1%
Invesco DB Commodity Index Tracking Fund
- NDAQ10.7%
Nasdaq, Inc. Common Stock
- BRK.B7.1%
BERKSHIRE HATHAWAY Class B
- QQQ7.1%
Invesco QQQ Trust, Series 1
- TQQQ7.1%
ProShares UltraPro QQQ
- UPRO7.1%
ProShares UltraPro S&P 500
- UUP4.8%
Invesco DB US Dollar Index Bullish Fund
- XLU4.8%
State Street Utilities Select Sector SPDR ETF
- TMF3.6%
Direxion Daily 20+ Year Treasury Bull 3X ETF
- AAPL1.8%
Apple Inc. Common Stock
- ADBE1.8%
Adobe Inc. Common Stock
- MSFT1.8%
Microsoft Corporation Common Stock
- TSLA1.8%
Tesla, Inc. Common Stock
Frequently asked questions
What is V1 | Frankensymphony | Michael B?
A dynamic risk-on strategy that mainly holds the broad market (SPY) when the S&P 500 is not in a deep drawdown, but switches to leveraged or inverse ETFs - UPRO, TQQQ, TMF, TMV - when the market shows sharp declines or high volatility. It also adds VIX exposure (UVXY, VIXY) when SPY's short-term RSI is over 70, and rotates into dollar, gold, or bond funds (UUP, GLD, SCHO, IEF) when the bond-to-t-bill performance gap widens, protecting the portfolio from large drawdowns.
What is V1 | Frankensymphony | Michael B holding today?
As of Oct 30, 2026, V1 | Frankensymphony | Michael B allocates to SPY 21.4%, DBC 19.1%, NDAQ 10.7%, BRK.B 7.1%, QQQ 7.1%, TQQQ 7.1%, UPRO 7.1%, UUP 4.8%, XLU 4.8%, TMF 3.6%, AAPL 1.8%, ADBE 1.8%, MSFT 1.8%, TSLA 1.8%.
How has V1 | Frankensymphony | Michael B performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, V1 | Frankensymphony | Michael B returned +6.5% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of V1 | Frankensymphony | Michael B?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of V1 | Frankensymphony | Michael B in a hypothetical backtest was -12.7%.
How do I use V1 | Frankensymphony | Michael B?
Open V1 | Frankensymphony | Michael B 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.