V1b Vol-ey Wolley Mashup Remix [No VIXM]
Backtest results
Metrics
1Y · since Oct 2025V1b Vol-ey Wolley Mashup Remix [No VIXM] | |
|---|---|
| Total Return | +2.96% |
| CAGR | +2.98% |
| Sharpe | 0.26 |
| Calmar | 0.25 |
| Max DD | -12.17% |
| Volatility | 17.06% |
| 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
Dynamic and defensive, the strategy mainly holds the top two of broad-market and bond funds - SPY, TLT, GLD, UUP, DBC, SHV - based on 120-day performance. When risk-on signals fade, it pivots to risk-off assets such as UUP, USDU, or short-beta funds, and it adds a volatility hedge (UVXY) when the Nasdaq (TQQQ) shows extreme overbought or sharp declines, protecting the portfolio from sudden drawdowns.
Current allocation
What the rules select as of Oct 30, 2026.
- TQQQ33.3%
ProShares UltraPro QQQ
- TMF18.3%
Direxion Daily 20+ Year Treasury Bull 3X ETF
- DBC16.7%
Invesco DB Commodity Index Tracking Fund
- UUP16.7%
Invesco DB US Dollar Index Bullish Fund
- BTAL5%
AGF U.S. Market Neutral Anti-Beta Fund
- GLD5%
SPDR Gold Trust, SPDR Gold Shares
- XLP5%
State Street Consumer Staples Select Sector SPDR ETF
Frequently asked questions
What is V1b Vol-ey Wolley Mashup Remix [No VIXM]?
Dynamic and defensive, the strategy mainly holds the top two of broad-market and bond funds - SPY, TLT, GLD, UUP, DBC, SHV - based on 120-day performance. When risk-on signals fade, it pivots to risk-off assets such as UUP, USDU, or short-beta funds, and it adds a volatility hedge (UVXY) when the Nasdaq (TQQQ) shows extreme overbought or sharp declines, protecting the portfolio from sudden drawdowns.
What is V1b Vol-ey Wolley Mashup Remix [No VIXM] holding today?
As of Oct 30, 2026, V1b Vol-ey Wolley Mashup Remix [No VIXM] allocates to TQQQ 33.3%, TMF 18.3%, DBC 16.7%, UUP 16.7%, BTAL 5%, GLD 5%, XLP 5%.
How has V1b Vol-ey Wolley Mashup Remix [No VIXM] performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, V1b Vol-ey Wolley Mashup Remix [No VIXM] returned +3.7% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of V1b Vol-ey Wolley Mashup Remix [No VIXM]?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of V1b Vol-ey Wolley Mashup Remix [No VIXM] in a hypothetical backtest was -12.2%.
How do I use V1b Vol-ey Wolley Mashup Remix [No VIXM]?
Open V1b Vol-ey Wolley Mashup Remix [No VIXM] 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.