Zero Beta Sack of YOLO
Backtest results
Metrics
1Y · since Oct 2025Zero Beta Sack of YOLO | |
|---|---|
| Total Return | -3.08% |
| CAGR | -3.10% |
| Sharpe | 0.01 |
| Calmar | -0.12 |
| Max DD | -26.93% |
| Volatility | 26.00% |
| Win Rate | 49.0% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Dynamic and defensive, the strategy mainly holds risk-on assets such as leveraged tech (TQQQ) and energy (ERX) when market momentum is positive. It switches to defensive holdings - bonds (AGG), gold (GLD) or the dollar (UUP) - when trend signals turn negative or drawdowns exceed a threshold, keeping risk in check.
Current allocation
What the rules select as of Oct 30, 2026.
- SARK20%
Investment Managers Series Trust II Tradr 1X Short Innovation Daily ETF
- SOXL15.4%
Direxion Daily Semiconductor Bull 3X ETF
- UTSL10.4%
Direxion Daily Utilities Bull 3X ETF
- EPI10%
WisdomTree India Earnings Fund ETF
- VIXY10%
ProShares VIX Short-Term Futures ETF
- KOLD5%
ProShares UltraShort Bloomberg Natural Gas
- UUP4.5%
Invesco DB US Dollar Index Bullish Fund
- CURE3.9%
Direxion Daily Healthcare Bull 3X ETF
- USDU3.3%
WisdomTree Bloomberg U.S. Dollar Bullish Fund
- TMF3.1%
Direxion Daily 20+ Year Treasury Bull 3X ETF
- TYD3.1%
Direxion Daily 7-10 Year Treasury Bull 3X ETF
- TECL1.9%
Direxion Daily Technology Bull 3x ETF
- SCHD1.7%
Schwab US Dividend Equity ETF
- PSQ1.5%
ProShares Short QQQ
- SH1.5%
ProShares Short S&P500
- UGL1.5%
ProShares Ultra Gold
- TMV1.3%
Direxion Daily 20+ Year Treasury Bear 3X ETF
- UNH0.8%
UNITEDHEALTH GROUP INCORPORATED (Delaware)
- ERX0.5%
Direxion Daily Energy Bull 2X ETF
- BIL0.2%
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
- SHY0.2%
iShares 1-3 Year Treasury Bond ETF
- COST0.2%
Costco Wholesale Corporation Common Stock
Frequently asked questions
What is Zero Beta Sack of YOLO?
Dynamic and defensive, the strategy mainly holds risk-on assets such as leveraged tech (TQQQ) and energy (ERX) when market momentum is positive. It switches to defensive holdings - bonds (AGG), gold (GLD) or the dollar (UUP) - when trend signals turn negative or drawdowns exceed a threshold, keeping risk in check.
What is Zero Beta Sack of YOLO holding today?
As of Oct 30, 2026, Zero Beta Sack of YOLO allocates to SARK 20%, SOXL 15.4%, UTSL 10.4%, EPI 10%, VIXY 10%, KOLD 5%, UUP 4.5%, CURE 3.9%, USDU 3.3%, TMF 3.1%, TYD 3.1%, TECL 1.9%, SCHD 1.7%, PSQ 1.5%, SH 1.5%, UGL 1.5%, TMV 1.3%, UNH 0.8%, ERX 0.5%, BIL 0.2%, SHY 0.2%, COST 0.2%.
How has Zero Beta Sack of YOLO performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Zero Beta Sack of YOLO returned -4.5% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Zero Beta Sack of YOLO?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Zero Beta Sack of YOLO in a hypothetical backtest was -26.9%.
How do I use Zero Beta Sack of YOLO?
Open Zero Beta Sack of YOLO 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.