v2 JEPI-DBMF-TQQQ | Simple Monthly | Jefe
Backtest results
Metrics
1Y · since Oct 2025v2 JEPI-DBMF-TQQQ | Simple Monthly | Jefe | |
|---|---|
| Total Return | +25.64% |
| CAGR | +25.87% |
| Sharpe | 1.01 |
| Calmar | 1.78 |
| Max DD | -14.50% |
| Volatility | 26.20% |
| Win Rate | 55.4% |
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 keeps a steady core of income (JEPI) and managed-futures (DBMF) while allocating the rest to a volatility-weighted mix of Apple (AAPL), Vanguard Value (VTV) and Costco (COST). It switches between risk-on leveraged tech (TQQQ, SOXL) and risk-off short or bond (SQQQ, PSQ, BIL) based on the 20-day versus 150-day trend of the Nasdaq, protecting itself by rebalancing to the least overbought or lowest recent return asset when the trend turns down.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is v2 JEPI-DBMF-TQQQ | Simple Monthly | Jefe?
Dynamic and disciplined, the strategy keeps a steady core of income (JEPI) and managed-futures (DBMF) while allocating the rest to a volatility-weighted mix of Apple (AAPL), Vanguard Value (VTV) and Costco (COST). It switches between risk-on leveraged tech (TQQQ, SOXL) and risk-off short or bond (SQQQ, PSQ, BIL) based on the 20-day versus 150-day trend of the Nasdaq, protecting itself by rebalancing to the least overbought or lowest recent return asset when the trend turns down.
What is v2 JEPI-DBMF-TQQQ | Simple Monthly | Jefe holding today?
As of Oct 30, 2026, v2 JEPI-DBMF-TQQQ | Simple Monthly | Jefe allocates to DBMF 30%, JEPI 30%, TQQQ 25%, VTV 7.7%, AAPL 4%, COST 3.3%.
How has v2 JEPI-DBMF-TQQQ | Simple Monthly | Jefe performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, v2 JEPI-DBMF-TQQQ | Simple Monthly | Jefe returned +26.4% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of v2 JEPI-DBMF-TQQQ | Simple Monthly | Jefe?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of v2 JEPI-DBMF-TQQQ | Simple Monthly | Jefe in a hypothetical backtest was -14.5%.
How do I use v2 JEPI-DBMF-TQQQ | Simple Monthly | Jefe?
Open v2 JEPI-DBMF-TQQQ | Simple Monthly | Jefe 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.