V2.4 | Safety Mix | Michael B | USDU, GDX, XLP, & DBMF
Backtest results
Metrics
1Y · since Oct 2025V2.4 | Safety Mix | Michael B | USDU, GDX, XLP, & DBMF | |
|---|---|
| Total Return | +13.15% |
| CAGR | +13.26% |
| Sharpe | 2.30 |
| Calmar | 2.75 |
| Max DD | -4.83% |
| Volatility | 5.50% |
| Win Rate | 58.6% |
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 steady mix of four funds: the managed-futures ETF (DBMF), the consumer staples ETF (XLP), the gold miners ETF (GDX) and the U.S. dollar bullish fund (USDU). Each is weighted by inverse volatility so that all four contribute similar risk, while the dollar and gold provide a defensive hedge when markets tighten.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is V2.4 | Safety Mix | Michael B | USDU, GDX, XLP, & DBMF?
A steady mix of four funds: the managed-futures ETF (DBMF), the consumer staples ETF (XLP), the gold miners ETF (GDX) and the U.S. dollar bullish fund (USDU). Each is weighted by inverse volatility so that all four contribute similar risk, while the dollar and gold provide a defensive hedge when markets tighten.
What is V2.4 | Safety Mix | Michael B | USDU, GDX, XLP, & DBMF holding today?
As of Oct 30, 2026, V2.4 | Safety Mix | Michael B | USDU, GDX, XLP, & DBMF allocates to USDU 46.8%, DBMF 25%, XLP 25%, GDX 3.2%.
How has V2.4 | Safety Mix | Michael B | USDU, GDX, XLP, & DBMF performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, V2.4 | Safety Mix | Michael B | USDU, GDX, XLP, & DBMF returned +12.9% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of V2.4 | Safety Mix | Michael B | USDU, GDX, XLP, & DBMF?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of V2.4 | Safety Mix | Michael B | USDU, GDX, XLP, & DBMF in a hypothetical backtest was -4.8%.
How do I use V2.4 | Safety Mix | Michael B | USDU, GDX, XLP, & DBMF?
Open V2.4 | Safety Mix | Michael B | USDU, GDX, XLP, & DBMF 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.