V3 / Gas - Commodity Rotation - Long/Short - Modified by WaywardSon
Backtest results
Metrics
1Y · since Oct 2025V3 / Gas - Commodity Rotation - Long/Short - Modified by WaywardSon | |
|---|---|
| Total Return | -11.03% |
| CAGR | -11.11% |
| Sharpe | 0.09 |
| Calmar | -0.20 |
| Max DD | -55.87% |
| Volatility | 58.52% |
| Win Rate | 49.4% |
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 commodity rotation that mainly holds leveraged gas (BOIL, OILU, GUSH, ERX) when energy prices trend up. It switches to short-energy or bond (KOLD, OILD, DRIP, ERY, BIL) when energy underperforms or drawdowns rise, protecting the portfolio from sharp declines. The strategy pivots on short-term moving-average signals and drawdown thresholds.
Current allocation
What the rules select as of Oct 30, 2026.
- BOIL100%
ProShares Ultra Bloomberg Natural Gas
Frequently asked questions
What is V3 / Gas - Commodity Rotation - Long/Short - Modified by WaywardSon?
Dynamic commodity rotation that mainly holds leveraged gas (BOIL, OILU, GUSH, ERX) when energy prices trend up. It switches to short-energy or bond (KOLD, OILD, DRIP, ERY, BIL) when energy underperforms or drawdowns rise, protecting the portfolio from sharp declines. The strategy pivots on short-term moving-average signals and drawdown thresholds.
What is V3 / Gas - Commodity Rotation - Long/Short - Modified by WaywardSon holding today?
As of Oct 30, 2026, V3 / Gas - Commodity Rotation - Long/Short - Modified by WaywardSon allocates to BOIL 100%.
How has V3 / Gas - Commodity Rotation - Long/Short - Modified by WaywardSon performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, V3 / Gas - Commodity Rotation - Long/Short - Modified by WaywardSon returned -8.6% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of V3 / Gas - Commodity Rotation - Long/Short - Modified by WaywardSon?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of V3 / Gas - Commodity Rotation - Long/Short - Modified by WaywardSon in a hypothetical backtest was -55.9%.
How do I use V3 / Gas - Commodity Rotation - Long/Short - Modified by WaywardSon?
Open V3 / Gas - Commodity Rotation - Long/Short - Modified by WaywardSon 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.