Backtest results
Metrics
1Y · since Oct 2025V1 WEAT🌾 | |
|---|---|
| Total Return | +16.21% |
| CAGR | +16.35% |
| Sharpe | 1.35 |
| Calmar | 3.03 |
| Max DD | -5.40% |
| Volatility | 11.81% |
| Win Rate | 56.6% |
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 defensive, the strategy mainly holds leveraged Nasdaq (QLD) when the S&P 500 is below its 200-day average and the Nasdaq is oversold, but switches to short-term bonds (SHY) or short S&P (SH) when the market turns bearish. It protects itself by moving into gold (GLD) or Treasury (TLT) when the wheat (WEAT) shows a sharp pullback, keeping risk low during downturns.
Current allocation
What the rules select as of Oct 30, 2026.
- QQQ33.3%
Invesco QQQ Trust, Series 1
- SPY33.3%
State Street SPDR S&P 500 ETF Trust
- PDBC8.3%
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
- XLE8.3%
State Street Energy Select Sector SPDR ETF
- XLV8.3%
State Street Health Care Select Sector SPDR ETF
- XLP5.6%
State Street Consumer Staples Select Sector SPDR ETF
- EXG2.8%
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
Frequently asked questions
What is V1 WEAT🌾?
Dynamic and defensive, the strategy mainly holds leveraged Nasdaq (QLD) when the S&P 500 is below its 200-day average and the Nasdaq is oversold, but switches to short-term bonds (SHY) or short S&P (SH) when the market turns bearish. It protects itself by moving into gold (GLD) or Treasury (TLT) when the wheat (WEAT) shows a sharp pullback, keeping risk low during downturns.
What is V1 WEAT🌾 holding today?
As of Oct 30, 2026, V1 WEAT🌾 allocates to QQQ 33.3%, SPY 33.3%, PDBC 8.3%, XLE 8.3%, XLV 8.3%, XLP 5.6%, EXG 2.8%.
How has V1 WEAT🌾 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, V1 WEAT🌾 returned +16.8% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of V1 WEAT🌾?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of V1 WEAT🌾 in a hypothetical backtest was -5.4%.
How do I use V1 WEAT🌾?
Open V1 WEAT🌾 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.