V2.0 of Sandy's Boring Adaptive Dragon
Backtest results
Metrics
1Y · since Oct 2025V2.0 of Sandy's Boring Adaptive Dragon | |
|---|---|
| Total Return | -1.89% |
| CAGR | -1.91% |
| Sharpe | -0.14 |
| Calmar | -0.32 |
| Max DD | -5.90% |
| Volatility | 9.94% |
| Win Rate | 51.8% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
A risk-on strategy that keeps a core of broad-market and bond holdings while it switches to a VIX-hedged, dollar-and-gold defensive mix when the S&P 500's short-term drawdown exceeds 6% or 11%. When the market is calm it selects the weakest performers from a set of 2x/3x leveraged tech and energy funds, then rebalances to equal-weight commodity and alternative funds and a fixed-weight bond mix to keep volatility in check.
Current allocation
What the rules select as of Oct 30, 2026.
- TMF18.7%
Direxion Daily 20+ Year Treasury Bull 3X ETF
- GLD8.9%
SPDR Gold Trust, SPDR Gold Shares
- FAS7.6%
Direxion Daily Financial Bull 3x ETF
- TQQQ6.8%
ProShares UltraPro QQQ
- XLP6.3%
State Street Consumer Staples Select Sector SPDR ETF
- TYD5.5%
Direxion Daily 7-10 Year Treasury Bull 3X ETF
- SCHD5.4%
Schwab US Dividend Equity ETF
- DBMF4.8%
iMGP DBi Managed Futures Strategy ETF
- NTSX3.8%
WisdomTree U.S. Efficient Core Fund
- PDBC3.8%
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
- VDE3.1%
Vanguard Energy ETF
- VGT3.1%
Vanguard Information Technology ETF
- SHV2.9%
iShares Trust iShares 0-1 Year Treasury Bond ETF
- UUP2.9%
Invesco DB US Dollar Index Bullish Fund
- SHY2.1%
iShares 1-3 Year Treasury Bond ETF
- FNDX1.6%
Schwab Fundamental U.S. Large Company ETF
- RWL1.4%
Invesco S&P 500 Revenue ETF
- CCOR1.4%
Core Alternative Capital
- COM1.4%
Direxion Auspice Broad Commodity Strategy ETF
- FAAR1.4%
First Trust Exchange-Traded Fund VII First Trust Alternative Absolute Return Strategy ETF
- VTV1.3%
Vanguard Morningstar Value ETF
- BTAL0.9%
AGF U.S. Market Neutral Anti-Beta Fund
- FTLS0.8%
First Trust Long/Short Equity ETF
- VLUE0.7%
iShares MSCI USA Value Factor ETF
- DBE0.5%
Invesco DB Energy Fund
- DBO0.5%
Invesco DB Oil Fund
- VIXM0.2%
ProShares VIX Mid-Term Futures ETF
- EWA0.2%
iShares MSCI Australia ETF
- EWG0.2%
iShares MSCI Germany ETF
- EWI0.2%
iShares MSCI Italy ETF
- EWJ0.2%
iShares MSCI Japan ETF
- EWN0.2%
iShares MSCI Netherlands ETF
- EWP0.2%
iShares MSCI Spain ETF
- EWU0.2%
iShares MSCI United Kingdom ETF
- IEF0.2%
iShares 7-10 Year Treasury Bond ETF
- SPY0.2%
State Street SPDR S&P 500 ETF Trust
- GLL0.1%
ProShares UltraShort Gold
- KOLD0.1%
ProShares UltraShort Bloomberg Natural Gas
- SH0.1%
ProShares Short S&P500
- TMV0.1%
Direxion Daily 20+ Year Treasury Bear 3X ETF
- UCO0.1%
ProShares Ultra Bloomberg Crude Oil
- EUO0%
ProShares UltraShort Euro
- YCS0%
ProShares UltraShort Yen
- UVXY0%
ProShares Ultra VIX Short-Term Futures ETF
Frequently asked questions
What is V2.0 of Sandy's Boring Adaptive Dragon?
A risk-on strategy that keeps a core of broad-market and bond holdings while it switches to a VIX-hedged, dollar-and-gold defensive mix when the S&P 500's short-term drawdown exceeds 6% or 11%. When the market is calm it selects the weakest performers from a set of 2x/3x leveraged tech and energy funds, then rebalances to equal-weight commodity and alternative funds and a fixed-weight bond mix to keep volatility in check.
What is V2.0 of Sandy's Boring Adaptive Dragon holding today?
As of Oct 30, 2026, V2.0 of Sandy's Boring Adaptive Dragon allocates to TMF 18.7%, GLD 8.9%, FAS 7.6%, TQQQ 6.8%, XLP 6.3%, TYD 5.5%, SCHD 5.4%, DBMF 4.8%, NTSX 3.8%, PDBC 3.8%, VDE 3.1%, VGT 3.1%, SHV 2.9%, UUP 2.9%, SHY 2.1%, FNDX 1.6%, RWL 1.4%, CCOR 1.4%, COM 1.4%, FAAR 1.4%, VTV 1.3%, BTAL 0.9%, FTLS 0.8%, VLUE 0.7%, DBE 0.5%, DBO 0.5%, VIXM 0.2%, EWA 0.2%, EWG 0.2%, EWI 0.2%, EWJ 0.2%, EWN 0.2%, EWP 0.2%, EWU 0.2%, IEF 0.2%, SPY 0.2%, GLL 0.1%, KOLD 0.1%, SH 0.1%, TMV 0.1%, UCO 0.1%, EUO 0%, YCS 0%, UVXY 0%.
How has V2.0 of Sandy's Boring Adaptive Dragon performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, V2.0 of Sandy's Boring Adaptive Dragon returned -1.9% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of V2.0 of Sandy's Boring Adaptive Dragon?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of V2.0 of Sandy's Boring Adaptive Dragon in a hypothetical backtest was -5.9%.
How do I use V2.0 of Sandy's Boring Adaptive Dragon?
Open V2.0 of Sandy's Boring Adaptive Dragon 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.