V2.0u | Commander BND Unleveraged Monthly | HinnomTX | Trades 12 Times / Year | 38% AR | 19.1% DD | 12/2013-22
Backtest results
Metrics
1Y · since Oct 2025V2.0u | Commander BND Unleveraged Monthly | HinnomTX | Trades 12 Times / Year | 38% AR | 19.1% DD | 12/2013-22 | |
|---|---|
| Total Return | -8.88% |
| CAGR | -8.94% |
| Sharpe | -0.69 |
| Calmar | -0.40 |
| Max DD | -22.26% |
| Volatility | 12.56% |
| Win Rate | 45.0% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Aggressive and defensive, the strategy keeps a core of short-energy (DUG), short-20-yr (TMV), short-S&P (SH), ultra-gold (UGL), market-neutral (BTAL) and a high-beta S&P 500 (SPHB) while it switches into bonds, gold, the dollar or VIX when the market turns risk-off. It protects itself by moving into cash-equivalent T-Bills (BIL) or short-dollar (USDU) when the S&P 500 falls more than 7% in 11 days or when Treasury returns outpace the dollar, and it adds VIX exposure when volatility spikes.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is V2.0u | Commander BND Unleveraged Monthly | HinnomTX | Trades 12 Times / Year | 38% AR | 19.1% DD | 12/2013-22?
Aggressive and defensive, the strategy keeps a core of short-energy (DUG), short-20-yr (TMV), short-S&P (SH), ultra-gold (UGL), market-neutral (BTAL) and a high-beta S&P 500 (SPHB) while it switches into bonds, gold, the dollar or VIX when the market turns risk-off. It protects itself by moving into cash-equivalent T-Bills (BIL) or short-dollar (USDU) when the S&P 500 falls more than 7% in 11 days or when Treasury returns outpace the dollar, and it adds VIX exposure when volatility spikes.
What is V2.0u | Commander BND Unleveraged Monthly | HinnomTX | Trades 12 Times / Year | 38% AR | 19.1% DD | 12/2013-22 holding today?
As of Oct 30, 2026, V2.0u | Commander BND Unleveraged Monthly | HinnomTX | Trades 12 Times / Year | 38% AR | 19.1% DD | 12/2013-22 allocates to BIL 20%, TBX 20%, USDU 20%, VIXM 20%, VIXY 20%.
How has V2.0u | Commander BND Unleveraged Monthly | HinnomTX | Trades 12 Times / Year | 38% AR | 19.1% DD | 12/2013-22 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, V2.0u | Commander BND Unleveraged Monthly | HinnomTX | Trades 12 Times / Year | 38% AR | 19.1% DD | 12/2013-22 returned -8.8% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of V2.0u | Commander BND Unleveraged Monthly | HinnomTX | Trades 12 Times / Year | 38% AR | 19.1% DD | 12/2013-22?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of V2.0u | Commander BND Unleveraged Monthly | HinnomTX | Trades 12 Times / Year | 38% AR | 19.1% DD | 12/2013-22 in a hypothetical backtest was -22.3%.
How do I use V2.0u | Commander BND Unleveraged Monthly | HinnomTX | Trades 12 Times / Year | 38% AR | 19.1% DD | 12/2013-22?
Open V2.0u | Commander BND Unleveraged Monthly | HinnomTX | Trades 12 Times / Year | 38% AR | 19.1% DD | 12/2013-22 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.