v2.1a of Sandy's OG Boring Adaptive Dragon
Backtest results
Metrics
1Y · since Oct 2025v2.1a of Sandy's OG Boring Adaptive Dragon | |
|---|---|
| Total Return | -1.21% |
| CAGR | -1.22% |
| Sharpe | -0.09 |
| Calmar | -0.21 |
| Max DD | -5.85% |
| Volatility | 9.09% |
| Win Rate | 53.0% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
A dynamic risk-on strategy that keeps most of its capital in leveraged ETFs - such as UPRO, TECL, TQQQ, SOXL, and FAS - when the S&P 500 stays within a modest drawdown. When the index falls beyond 6% or 11%, it switches to a defensive mix of gold (GLD), short-term Treasury (SHY), the dollar (UUP), and a balanced commodity-and-alternative mix (COM, FAAR, FTLS, CCOR) to protect against further losses.
Current allocation
What the rules select as of Oct 30, 2026.
- TMF17.6%
Direxion Daily 20+ Year Treasury Bull 3X ETF
- GLD11.4%
SPDR Gold Trust, SPDR Gold Shares
- XLP9.1%
State Street Consumer Staples Select Sector SPDR ETF
- SCHD7.6%
Schwab US Dividend Equity ETF
- TYD7.1%
Direxion Daily 7-10 Year Treasury Bull 3X ETF
- PDBC4.9%
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
- TQQQ4.2%
ProShares UltraPro QQQ
- UUP3.8%
Invesco DB US Dollar Index Bullish Fund
- DBMF3.5%
iMGP DBi Managed Futures Strategy ETF
- FAS2.7%
Direxion Daily Financial Bull 3x ETF
- SHY2.5%
iShares 1-3 Year Treasury Bond ETF
- UPRO2.5%
ProShares UltraPro S&P 500
- NTSX2.3%
WisdomTree U.S. Efficient Core Fund
- SHV2%
iShares Trust iShares 0-1 Year Treasury Bond ETF
- VDE1.9%
Vanguard Energy ETF
- VGT1.9%
Vanguard Information Technology ETF
- COM1.8%
Direxion Auspice Broad Commodity Strategy ETF
- FAAR1.8%
First Trust Exchange-Traded Fund VII First Trust Alternative Absolute Return Strategy ETF
- CCOR1.6%
Core Alternative Capital
- BTAL1.5%
AGF U.S. Market Neutral Anti-Beta Fund
- FNDX0.9%
Schwab Fundamental U.S. Large Company ETF
- FTLS0.9%
First Trust Long/Short Equity ETF
- RWL0.8%
Invesco S&P 500 Revenue ETF
- VTV0.8%
Vanguard Morningstar Value ETF
- VLUE0.4%
iShares MSCI USA Value Factor ETF
- VIXM0.4%
ProShares VIX Mid-Term Futures ETF
- EWA0.3%
iShares MSCI Australia ETF
- EWG0.3%
iShares MSCI Germany ETF
- EWI0.3%
iShares MSCI Italy ETF
- EWJ0.3%
iShares MSCI Japan ETF
- EWN0.3%
iShares MSCI Netherlands ETF
- EWP0.3%
iShares MSCI Spain ETF
- EWU0.3%
iShares MSCI United Kingdom ETF
- IEF0.3%
iShares 7-10 Year Treasury Bond ETF
- SPY0.3%
State Street SPDR S&P 500 ETF Trust
- DBE0.3%
Invesco DB Energy Fund
- DBO0.3%
Invesco DB Oil Fund
- 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
- EUO0.1%
ProShares UltraShort Euro
- YCS0.1%
ProShares UltraShort Yen
- UVXY0%
ProShares Ultra VIX Short-Term Futures ETF
Frequently asked questions
What is v2.1a of Sandy's OG Boring Adaptive Dragon?
A dynamic risk-on strategy that keeps most of its capital in leveraged ETFs - such as UPRO, TECL, TQQQ, SOXL, and FAS - when the S&P 500 stays within a modest drawdown. When the index falls beyond 6% or 11%, it switches to a defensive mix of gold (GLD), short-term Treasury (SHY), the dollar (UUP), and a balanced commodity-and-alternative mix (COM, FAAR, FTLS, CCOR) to protect against further losses.
What is v2.1a of Sandy's OG Boring Adaptive Dragon holding today?
As of Oct 30, 2026, v2.1a of Sandy's OG Boring Adaptive Dragon allocates to TMF 17.6%, GLD 11.4%, XLP 9.1%, SCHD 7.6%, TYD 7.1%, PDBC 4.9%, TQQQ 4.2%, UUP 3.8%, DBMF 3.5%, FAS 2.7%, SHY 2.5%, UPRO 2.5%, NTSX 2.3%, SHV 2%, VDE 1.9%, VGT 1.9%, COM 1.8%, FAAR 1.8%, CCOR 1.6%, BTAL 1.5%, FNDX 0.9%, FTLS 0.9%, RWL 0.8%, VTV 0.8%, VLUE 0.4%, VIXM 0.4%, EWA 0.3%, EWG 0.3%, EWI 0.3%, EWJ 0.3%, EWN 0.3%, EWP 0.3%, EWU 0.3%, IEF 0.3%, SPY 0.3%, DBE 0.3%, DBO 0.3%, GLL 0.1%, KOLD 0.1%, SH 0.1%, TMV 0.1%, UCO 0.1%, EUO 0.1%, YCS 0.1%, UVXY 0%.
How has v2.1a of Sandy's OG Boring Adaptive Dragon performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, v2.1a of Sandy's OG Boring Adaptive Dragon returned -1.1% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of v2.1a of Sandy's OG Boring Adaptive Dragon?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of v2.1a of Sandy's OG Boring Adaptive Dragon in a hypothetical backtest was -5.8%.
How do I use v2.1a of Sandy's OG Boring Adaptive Dragon?
Open v2.1a of Sandy's OG 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.