V3.0.1 of Sandy's Boring Adaptive Dragon

By quantly
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Backtest results

Metrics

1Y · since Oct 2025
V3.0.1 of Sandy's Boring Adaptive Dragon
Total Return-0.47%
CAGR-0.47%
Sharpe-0.00
Calmar-0.08
Max DD-5.75%
Volatility9.65%
Win Rate53.0%

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 risk-on strategy that keeps a core of leveraged tech and energy funds while monitoring the S&P 500's drawdown. When the 4- or 15-month drawdown exceeds 6% or 11%, it switches to defensive assets - gold (GLD), short-term treasuries (SHY), the dollar (UUP) and a balanced mix of equal-weight commodity and alternative funds (COM, FAAR). If the drawdown stays below the thresholds, it stays in the risk-on core; otherwise it de-risks to protect capital.

Current allocation

What the rules select as of Oct 30, 2026.

  • TMF

    Direxion Daily 20+ Year Treasury Bull 3X ETF

    16.6%
  • GLD

    SPDR Gold Trust, SPDR Gold Shares

    11.1%
  • XLP

    State Street Consumer Staples Select Sector SPDR ETF

    8.9%
  • TQQQ

    ProShares UltraPro QQQ

    7.8%
  • SCHD

    Schwab US Dividend Equity ETF

    5.1%
  • TYD

    Direxion Daily 7-10 Year Treasury Bull 3X ETF

    5%
  • FAS

    Direxion Daily Financial Bull 3x ETF

    4.3%
  • BTAL

    AGF U.S. Market Neutral Anti-Beta Fund

    3.8%
  • DBMF

    iMGP DBi Managed Futures Strategy ETF

    3.5%
  • PDBC

    Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF

    3.4%
  • VDE

    Vanguard Energy ETF

    3.1%
  • UUP

    Invesco DB US Dollar Index Bullish Fund

    2.9%
  • NTSX

    WisdomTree U.S. Efficient Core Fund

    2.6%
  • VGT

    Vanguard Information Technology ETF

    2.2%
  • SHY

    iShares 1-3 Year Treasury Bond ETF

    2.1%
  • SHV

    iShares Trust iShares 0-1 Year Treasury Bond ETF

    2.1%
  • CCOR

    Core Alternative Capital

    1.4%
  • COM

    Direxion Auspice Broad Commodity Strategy ETF

    1.4%
  • FAAR

    First Trust Exchange-Traded Fund VII First Trust Alternative Absolute Return Strategy ETF

    1.4%
  • UGL

    ProShares Ultra Gold

    1.3%
  • DBA

    Invesco DB Agriculture Fund

    1.1%
  • DBC

    Invesco DB Commodity Index Tracking Fund

    1.1%
  • FNDX

    Schwab Fundamental U.S. Large Company ETF

    1.1%
  • RWL

    Invesco S&P 500 Revenue ETF

    1%
  • VTV

    Vanguard Morningstar Value ETF

    0.9%
  • FTLS

    First Trust Long/Short Equity ETF

    0.8%
  • XLU

    State Street Utilities Select Sector SPDR ETF

    0.6%
  • VLUE

    iShares MSCI USA Value Factor ETF

    0.5%
  • DBE

    Invesco DB Energy Fund

    0.4%
  • DBO

    Invesco DB Oil Fund

    0.4%
  • VIXM

    ProShares VIX Mid-Term Futures ETF

    0.2%
  • EWA

    iShares MSCI Australia ETF

    0.2%
  • EWG

    iShares MSCI Germany ETF

    0.2%
  • EWI

    iShares MSCI Italy ETF

    0.2%
  • EWJ

    iShares MSCI Japan ETF

    0.2%
  • EWN

    iShares MSCI Netherlands ETF

    0.2%
  • EWP

    iShares MSCI Spain ETF

    0.2%
  • EWU

    iShares MSCI United Kingdom ETF

    0.2%
  • IEF

    iShares 7-10 Year Treasury Bond ETF

    0.2%
  • SPY

    State Street SPDR S&P 500 ETF Trust

    0.2%
  • GLL

    ProShares UltraShort Gold

    0.1%
  • KOLD

    ProShares UltraShort Bloomberg Natural Gas

    0.1%
  • SH

    ProShares Short S&P500

    0.1%
  • TMV

    Direxion Daily 20+ Year Treasury Bear 3X ETF

    0.1%
  • UCO

    ProShares Ultra Bloomberg Crude Oil

    0.1%
  • EUO

    ProShares UltraShort Euro

    0%
  • YCS

    ProShares UltraShort Yen

    0%
  • UVXY

    ProShares Ultra VIX Short-Term Futures ETF

    0%

Frequently asked questions

What is V3.0.1 of Sandy's Boring Adaptive Dragon?

A risk-on strategy that keeps a core of leveraged tech and energy funds while monitoring the S&P 500's drawdown. When the 4- or 15-month drawdown exceeds 6% or 11%, it switches to defensive assets - gold (GLD), short-term treasuries (SHY), the dollar (UUP) and a balanced mix of equal-weight commodity and alternative funds (COM, FAAR). If the drawdown stays below the thresholds, it stays in the risk-on core; otherwise it de-risks to protect capital.

What is V3.0.1 of Sandy's Boring Adaptive Dragon holding today?

As of Oct 30, 2026, V3.0.1 of Sandy's Boring Adaptive Dragon allocates to TMF 16.6%, GLD 11.1%, XLP 8.9%, TQQQ 7.8%, SCHD 5.1%, TYD 5%, FAS 4.3%, BTAL 3.8%, DBMF 3.5%, PDBC 3.4%, VDE 3.1%, UUP 2.9%, NTSX 2.6%, VGT 2.2%, SHY 2.1%, SHV 2.1%, CCOR 1.4%, COM 1.4%, FAAR 1.4%, UGL 1.3%, DBA 1.1%, DBC 1.1%, FNDX 1.1%, RWL 1%, VTV 0.9%, FTLS 0.8%, XLU 0.6%, VLUE 0.5%, DBE 0.4%, DBO 0.4%, VIXM 0.2%, EWA 0.2%, EWG 0.2%, EWI 0.2%, EWJ 0.2%, EWN 0.2%, EWP 0.2%, EWU 0.2%, IEF 0.2%, SPY 0.2%, GLL 0.1%, KOLD 0.1%, SH 0.1%, TMV 0.1%, UCO 0.1%, EUO 0%, YCS 0%, UVXY 0%.

How has V3.0.1 of Sandy's Boring Adaptive Dragon performed over the past year?

From Oct 30, 2025 to Oct 30, 2026, V3.0.1 of Sandy's Boring Adaptive Dragon returned -0.4% in a hypothetical backtest. Past performance does not guarantee future results.

What is the maximum drawdown of V3.0.1 of Sandy's Boring Adaptive Dragon?

From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of V3.0.1 of Sandy's Boring Adaptive Dragon in a hypothetical backtest was -5.8%.

How do I use V3.0.1 of Sandy's Boring Adaptive Dragon?

Open V3.0.1 of Sandy's 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.

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