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GLD
TLT
VIX
+1

Macro Vol Capture

MVC-3Live87d oldBalanced· moderate ups and downs
by 0xa1b25678·1247 followerspreview·184 copies·$8.21M volume
If you copy with
$
Every metric below shows your $ outcome. Toggle to “show %” for percentages.
Hypothetical / backtested. Performance below is simulated against synthetic historical data assuming the current allocation existed since 87 days. Past simulated performance is not indicative of future results.
Since creationsimulated
+$40
+3.99%
24Hsimulated
+$2
+0.15%
7Dsimulated
-$30
-3.02%
30Dsimulated
-$26
-2.57%
Lifetimesimulated
+$40
+3.99%
Hypothetical equity curvebasket = 100 at start
vs
79.9789.9199.85109.80119.7489d74d59d44d30d15dnow
peak
113.60
trough
102.63
current
104.23
7d rolling vol
Exposurelong vs short, leveraged gross
LONG · 0.82x gross3 positions
GLD30%
TLT30%
VIX15%
SHORT · 0.25x gross1 positions
SPY25%
Gross split
NET +0.57x
Allocationsorted by effective weight
Asset
Side
Alloc
Lev
Weight × leverage
Effective
GLDGLD
L
30%
1.0x
30%
TLTTLT
L
30%
1.0x
30%
SPYSPY
S
25%
1.0x
25%
VIXVIX
L
15%
1.5x
22%
Totals
100%
108%
Risk profilefrom simulation
Max drawdown
-$97
-9.66%
Volatility (ann.)
16.7%
Sharpe
0.48
Net exposure
+57%
Gross exposure
108%
L/S ratio
3.30 : 1
Contribution attributionPnL contribution by position, cumulative dotted
+4.12%VIXLONG · 15%+0.51%GLDLONG · 30%+0.42%TLTLONG · 30%-0.73%SPYSHORT · 25%Σ +4.32%
Positions
Asset
Side
Alloc
Lev
Entry / Mark
PnL
Contribution
Sparkline
GLD
GLD
Gold
long
30%
1.0x
$195.40
$198.70
+1.69%
+$5
+0.51%
TLT
TLT
Treasuries 20Y
long
30%
1.0x
$92.10
$93.40
+1.41%
+$4
+0.42%
VIX
VIX
VIX
long
15%
1.5x
$14.20
$16.80
+18.31%
+$41
+4.12%
SPY
SPY
S&P 500
short
25%
1.0x
$542.30
$558.10
-2.91%
-$7
-0.73%
Performance metrics shown for baskets in Phase 1 are backtested simulations against synthetic historical data. Real basket execution lands in Phase 2 and will route through the Liquidiction builder code on Hyperliquid perps. Backtests assume frictionless execution and do not reflect slippage, funding rates, or fees beyond the basket fee. Basket strategies may use leverage and can result in losses exceeding deposits. Liquidiction does not custody funds. Past simulated performance is not indicative of future results.