V1b Zero Beta Sack of YOLO
Backtest results
Metrics
1Y · since Oct 2025V1b Zero Beta Sack of YOLO | |
|---|---|
| Total Return | -21.83% |
| CAGR | -21.99% |
| Sharpe | -0.75 |
| Calmar | -0.67 |
| Max DD | -32.72% |
| Volatility | 27.95% |
| Win Rate | 43.8% |
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 short-innovation ETF (SARK) and switches to the short-term Treasury (BIL) or the long-innovation (TARK) when market signals shift. It moves into BIL or TARK when risk-on conditions weaken or drawdowns rise, and re-enters SARK when risk-off cues fade, protecting capital by de-risking before losses grow.
Current allocation
What the rules select as of Oct 30, 2026.
- SARK33.3%
Investment Managers Series Trust II Tradr 1X Short Innovation Daily ETF
- EPI16.7%
WisdomTree India Earnings Fund ETF
- VIXY12.5%
ProShares VIX Short-Term Futures ETF
- KOLD6.3%
ProShares UltraShort Bloomberg Natural Gas
- SOXL6.3%
Direxion Daily Semiconductor Bull 3X ETF
- UUP5.6%
Invesco DB US Dollar Index Bullish Fund
- TMF3.9%
Direxion Daily 20+ Year Treasury Bull 3X ETF
- TYD3.9%
Direxion Daily 7-10 Year Treasury Bull 3X ETF
- SCHD2.1%
Schwab US Dividend Equity ETF
- PSQ1.9%
ProShares Short QQQ
- SH1.9%
ProShares Short S&P500
- UGL1.9%
ProShares Ultra Gold
- CURE1%
Direxion Daily Healthcare Bull 3X ETF
- UTSL1%
Direxion Daily Utilities Bull 3X ETF
- UNH1%
UNITEDHEALTH GROUP INCORPORATED (Delaware)
- BIL0.3%
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
- SHY0.3%
iShares 1-3 Year Treasury Bond ETF
- COST0.3%
Costco Wholesale Corporation Common Stock
Frequently asked questions
What is V1b Zero Beta Sack of YOLO?
Dynamic and defensive, the strategy mainly holds the short-innovation ETF (SARK) and switches to the short-term Treasury (BIL) or the long-innovation (TARK) when market signals shift. It moves into BIL or TARK when risk-on conditions weaken or drawdowns rise, and re-enters SARK when risk-off cues fade, protecting capital by de-risking before losses grow.
What is V1b Zero Beta Sack of YOLO holding today?
As of Oct 30, 2026, V1b Zero Beta Sack of YOLO allocates to SARK 33.3%, EPI 16.7%, VIXY 12.5%, KOLD 6.3%, SOXL 6.3%, UUP 5.6%, TMF 3.9%, TYD 3.9%, SCHD 2.1%, PSQ 1.9%, SH 1.9%, UGL 1.9%, CURE 1%, UTSL 1%, UNH 1%, BIL 0.3%, SHY 0.3%, COST 0.3%.
How has V1b Zero Beta Sack of YOLO performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, V1b Zero Beta Sack of YOLO returned -23.1% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of V1b Zero Beta Sack of YOLO?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of V1b Zero Beta Sack of YOLO in a hypothetical backtest was -32.7%.
How do I use V1b Zero Beta Sack of YOLO?
Open V1b Zero Beta Sack of YOLO 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.