V2 | Retirement Fund | Michael B | Mild (no leverage)
Backtest results
Metrics
1Y · since Oct 2025V2 | Retirement Fund | Michael B | Mild (no leverage) | |
|---|---|
| Total Return | +7.88% |
| CAGR | +7.95% |
| Sharpe | 1.21 |
| Calmar | 1.75 |
| Max DD | -4.54% |
| Volatility | 6.50% |
| Win Rate | 57.0% |
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 steady-risk portfolio that mainly holds short-term bonds (BSV), the U.S. dollar (UUP), gold (GLD) and consumer staples (XLP) in equal weight, while always keeping utilities (XLU) on hand. It switches into equities such as the S&P 500 (SPY), Nasdaq (QQQ) or energy (VDE) when the market shows a bullish trend or low volatility, and reverts to bonds or gold when the S&P 500 falls below its 200-day average or volatility rises above three percent.
Current allocation
What the rules select as of Oct 30, 2026.
- QQQ20%
Invesco QQQ Trust, Series 1
- XLP15.8%
State Street Consumer Staples Select Sector SPDR ETF
- BTAL13.3%
AGF U.S. Market Neutral Anti-Beta Fund
- TLT13.3%
iShares 20 Year Treasury Bond ETF
- GLD9.2%
SPDR Gold Trust, SPDR Gold Shares
- DBA6.7%
Invesco DB Agriculture Fund
- DBC6.7%
Invesco DB Commodity Index Tracking Fund
- VDE6%
Vanguard Energy ETF
- XLU4%
State Street Utilities Select Sector SPDR ETF
- BSV2.5%
Vanguard Short-Term Bond ETF
- UUP2.5%
Invesco DB US Dollar Index Bullish Fund
Frequently asked questions
What is V2 | Retirement Fund | Michael B | Mild (no leverage)?
A steady-risk portfolio that mainly holds short-term bonds (BSV), the U.S. dollar (UUP), gold (GLD) and consumer staples (XLP) in equal weight, while always keeping utilities (XLU) on hand. It switches into equities such as the S&P 500 (SPY), Nasdaq (QQQ) or energy (VDE) when the market shows a bullish trend or low volatility, and reverts to bonds or gold when the S&P 500 falls below its 200-day average or volatility rises above three percent.
What is V2 | Retirement Fund | Michael B | Mild (no leverage) holding today?
As of Oct 30, 2026, V2 | Retirement Fund | Michael B | Mild (no leverage) allocates to QQQ 20%, XLP 15.8%, BTAL 13.3%, TLT 13.3%, GLD 9.2%, DBA 6.7%, DBC 6.7%, VDE 6%, XLU 4%, BSV 2.5%, UUP 2.5%.
How has V2 | Retirement Fund | Michael B | Mild (no leverage) performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, V2 | Retirement Fund | Michael B | Mild (no leverage) returned +8.1% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of V2 | Retirement Fund | Michael B | Mild (no leverage)?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of V2 | Retirement Fund | Michael B | Mild (no leverage) in a hypothetical backtest was -4.5%.
How do I use V2 | Retirement Fund | Michael B | Mild (no leverage)?
Open V2 | Retirement Fund | Michael B | Mild (no leverage) 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.