V1 | Hedgefundie's Excellent Adventure - The Resurrection | DereckNielsen |
Backtest results
Metrics
1Y · since Oct 2025V1 | Hedgefundie's Excellent Adventure - The Resurrection | DereckNielsen | | |
|---|---|
| Total Return | -14.66% |
| CAGR | -14.77% |
| Sharpe | -0.53 |
| Calmar | -0.51 |
| Max DD | -28.71% |
| Volatility | 24.48% |
| 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 and disciplined, the strategy keeps a core of leveraged S&P 500 (UPRO) and switches between long-treasury (TMF) and short-treasury (TMV) based on the 200-day trend of the S&P 500 and the 400-day trend of 20-year Treasuries. When both indices are below their averages it adds the inverse treasury (TMV) to hedge, otherwise it adds the long treasury (TMF) to capture upside, protecting the portfolio by aligning risk-on and risk-off positions with market direction.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is V1 | Hedgefundie's Excellent Adventure - The Resurrection | DereckNielsen |?
Dynamic and disciplined, the strategy keeps a core of leveraged S&P 500 (UPRO) and switches between long-treasury (TMF) and short-treasury (TMV) based on the 200-day trend of the S&P 500 and the 400-day trend of 20-year Treasuries. When both indices are below their averages it adds the inverse treasury (TMV) to hedge, otherwise it adds the long treasury (TMF) to capture upside, protecting the portfolio by aligning risk-on and risk-off positions with market direction.
What is V1 | Hedgefundie's Excellent Adventure - The Resurrection | DereckNielsen | holding today?
As of Oct 30, 2026, V1 | Hedgefundie's Excellent Adventure - The Resurrection | DereckNielsen | allocates to UPRO 55%, TMV 45%.
How has V1 | Hedgefundie's Excellent Adventure - The Resurrection | DereckNielsen | performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, V1 | Hedgefundie's Excellent Adventure - The Resurrection | DereckNielsen | returned -14.7% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of V1 | Hedgefundie's Excellent Adventure - The Resurrection | DereckNielsen |?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of V1 | Hedgefundie's Excellent Adventure - The Resurrection | DereckNielsen | in a hypothetical backtest was -28.7%.
How do I use V1 | Hedgefundie's Excellent Adventure - The Resurrection | DereckNielsen |?
Open V1 | Hedgefundie's Excellent Adventure - The Resurrection | DereckNielsen | 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.