V2 AAA w/ ERX
Backtest results
Metrics
1Y · since Oct 2025V2 AAA w/ ERX | |
|---|---|
| Total Return | +75.93% |
| CAGR | +76.73% |
| Sharpe | 2.25 |
| Calmar | 7.45 |
| Max DD | -10.30% |
| Volatility | 27.13% |
| Win Rate | 53.4% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Dynamic and disciplined, the strategy mainly holds leveraged risk assets such as leveraged Nasdaq (TQQQ), semiconductor (SOXL) and energy (ERX) when market trends favor growth. It switches to defensive holdings - bonds (TMF), gold (UGL) or the dollar (USDU) - or short-hedges (TMV) when broad-market signals turn negative, using inverse-volatility sizing to keep risk balanced.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is V2 AAA w/ ERX?
Dynamic and disciplined, the strategy mainly holds leveraged risk assets such as leveraged Nasdaq (TQQQ), semiconductor (SOXL) and energy (ERX) when market trends favor growth. It switches to defensive holdings - bonds (TMF), gold (UGL) or the dollar (USDU) - or short-hedges (TMV) when broad-market signals turn negative, using inverse-volatility sizing to keep risk balanced.
What is V2 AAA w/ ERX holding today?
As of Oct 30, 2026, V2 AAA w/ ERX allocates to USDU 65.9%, TMV 24.9%, ERX 9.2%.
How has V2 AAA w/ ERX performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, V2 AAA w/ ERX returned +78.7% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of V2 AAA w/ ERX?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of V2 AAA w/ ERX in a hypothetical backtest was -10.3%.
How do I use V2 AAA w/ ERX?
Open V2 AAA w/ ERX 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.