v2.1 | Risk On/Risk Off Hedgefundie (No K-1)
Backtest results
Metrics
1Y · since Oct 2025v2.1 | Risk On/Risk Off Hedgefundie (No K-1) | |
|---|---|
| Total Return | -17.69% |
| CAGR | -17.81% |
| Sharpe | -0.84 |
| Calmar | -0.98 |
| Max DD | -18.09% |
| Volatility | 20.81% |
| Win Rate | 47.8% |
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, risk-off strategy that mainly holds leveraged equity funds such as UPRO and TECL when the market is trending up, but shifts to defensive assets like BIL, USDU, or a mix of IEI, GLD, TIP, and BSV when volatility rises or drawdowns exceed 5%. It protects itself by moving into inverse or bond funds - TYD, TMF, or SQQQ - when the S&P 500 shows a sharp decline or the 10-day drawdown stays below 5%, and it adds dollar-demand or gold when bond performance lags the short-term Treasury.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is v2.1 | Risk On/Risk Off Hedgefundie (No K-1)?
A risk-on, risk-off strategy that mainly holds leveraged equity funds such as UPRO and TECL when the market is trending up, but shifts to defensive assets like BIL, USDU, or a mix of IEI, GLD, TIP, and BSV when volatility rises or drawdowns exceed 5%. It protects itself by moving into inverse or bond funds - TYD, TMF, or SQQQ - when the S&P 500 shows a sharp decline or the 10-day drawdown stays below 5%, and it adds dollar-demand or gold when bond performance lags the short-term Treasury.
What is v2.1 | Risk On/Risk Off Hedgefundie (No K-1) holding today?
As of Oct 30, 2026, v2.1 | Risk On/Risk Off Hedgefundie (No K-1) allocates to TMF 45%, UPRO 38.2%, TECL 16.8%.
How has v2.1 | Risk On/Risk Off Hedgefundie (No K-1) performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, v2.1 | Risk On/Risk Off Hedgefundie (No K-1) returned -17.8% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of v2.1 | Risk On/Risk Off Hedgefundie (No K-1)?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of v2.1 | Risk On/Risk Off Hedgefundie (No K-1) in a hypothetical backtest was -18.2%.
How do I use v2.1 | Risk On/Risk Off Hedgefundie (No K-1)?
Open v2.1 | Risk On/Risk Off Hedgefundie (No K-1) 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.