Bonds strategies, backtested and ready to copy.

Rules-based stock and ETF strategies shared by the Quantly community, each with at least a year of backtest history. Open one to see its results and current holdings.

StrategyCategoriesOut-of-sample sinceCAGRMax drawdownSharpe
Balanced PortfolioquantlyBuy and hold, Broad market, BondsFeb 4, 20228.3%-28.5%0.85
Spread Across the MarketquantlyBuy and hold, Broad market, BondsFeb 12, 20227.6%-22.5%0.84
The Timeless 60/40quantlyBuy and hold, Broad market, BondsFeb 12, 20228.1%-35%0.71
Copy Ray DalioquantlyBuy and hold, Broad market, BondsFeb 12, 20226.7%-24%0.82
Copy David SwensenquantlyBuy and hold, Broad market, InternationalFeb 12, 20227.8%-26.1%0.71
Stoic Finance Presents: Inflation Spiral HedgequantlyBuy and hold, Commodities, BondsFeb 12, 20226.1%-25.6%0.66
Copy Warren BuffettquantlyBuy and hold, Broad market, BondsFeb 12, 202213.5%-30.8%0.91
Hedgefundies Refined: Leveraged Stocks and Bonds with a HedgequantlyMarket timing, Drawdown protection, BondsFeb 12, 202220.5%-57.2%0.88
Diversification at its BestquantlyTrend following, Market timing, BondsFeb 12, 20225.4%-19.4%0.70
rising rates HFEAquantlyBuy and hold, Risk parity, Leveraged ETFsFeb 18, 202215.8%-45.3%0.83
Enhanced 45-45-10quantlyMarket timing, Defensive rotation, BondsMar 22, 202214.4%-28.4%0.89
Classic 45-45-10quantlyBuy and hold, Broad market, BondsMar 22, 202210.1%-31.7%0.95
1NS15 Risk On or Risk Off Bitcoin | Garen | https://www.investorcollab.comquantlyMarket timing, Crypto, BondsMay 20, 202222.6%-28.2%0.73
Permanent Store of Wealth - 4 ETFs -quantlyBuy and hold, Broad market, BondsJul 1, 202211.9%-31%0.87
Buy the Dips: Nasdaq 100/S&P 500quantlyDip buying, Market timing, BondsJul 17, 202220%-28.1%0.84
Bear: #BUYDIPS, Bull: #HFEARquantlyMarket timing, Dip buying, BondsJul 17, 202232.5%-34.1%1.14
Black Swan 🦢 V5 5/28/22 by Garen PhillipsquantlyMarket timing, Risk parity, BondsSep 5, 202218.2%-24.4%0.71
Retirement: Momentum quantlyMomentum, Broad market, CommoditiesSep 22, 20229.9%-16.9%0.96
QLD/QIDquantlyMarket timing, Leveraged ETFs, BondsSep 22, 202214.7%-30%0.83
Simple Regime Switching V2.2quantlyMarket timing, Risk parity, BondsSep 25, 202233.1%-29%1.25
Cockroach PortfolioquantlyTrend following, Market timing, BondsSep 25, 202210.1%-21.6%0.83
Black Swan 🦢 V4 5/28/22quantlyMarket timing, Risk parity, BondsOct 3, 202212.7%-20.2%0.61
DN's Original Block (set dates April 1 2010 - Jan 3 2020)quantlyTrend following, Market timing, Short hedgeOct 3, 202246.9%-47.5%1.26
V1.1 | VIXY 5 Way Switch by Garen - with table codingquantlyMarket timing, Bonds, Defensive rotationOct 7, 20221.5%-7.7%0.81
V1 | VIXY 5 Way Switch by GarenquantlyMarket timing, Bonds, Defensive rotationOct 7, 20221.4%-14%0.48
[DEV] β correlation to SPY - $Deez quantlyBuy and hold, BondsOct 9, 20222.1%-15.7%0.50
Copy of Adaptive All Weather Portfolio v1quantlyMarket timing, Defensive rotation, Volatility hedgeOct 12, 202225.4%-21.2%1.68
Alternative to 10d RSI < 31quantlyMean reversion, Leveraged ETFs, BondsOct 12, 202218.5%-15%1.05
Adaptive All Weather Portfolio v1quantlyMarket timing, Defensive rotation, Risk parityOct 12, 202223.7%-20.7%1.48
SolomonquantlyMarket timing, Defensive rotation, Broad marketOct 14, 202213.2%-26.5%0.81
V1 | TMV/TMF Selector | Michael BquantlyMarket timing, Drawdown protection, BondsOct 15, 202228.2%-33.2%1.11
Portfolio # 35 - Paired Switching TQQQ and TTT| Peteraussi 2048quantlyMarket timing, Leveraged ETFs, Tech / Nasdaq focusOct 19, 202228.2%-59.9%0.76
V2 | Safer 20 Year Treasury Bonds | Michael B | with Leveraged Safety quantlyMarket timing, Defensive rotation, BondsOct 20, 20229.7%-35.9%0.64
All Weather (No Leverage, No Inverse) | 7.7% AR | 0.96 Sharpe | 15.5% DD | Dec 2004 BacktestquantlyMarket timing, Broad market, BondsOct 20, 20228.1%-20.1%0.98
OG 2x edition of v1.1 of Risk On/Risk Off Hedgefundie (No K-1)quantlyMarket timing, Leveraged ETFs, BondsOct 22, 202244.2%-41.8%1.40
V1 | Safer 20 Year Treasury Bonds | Michael BquantlyMarket timing, Defensive rotation, BondsOct 23, 20226%-22.8%0.59
v1.2 Adaptive All Weather Portfolio | Garen Crash Protection ModquantlyMarket timing, Defensive rotation, Risk parityOct 24, 202228%-20.8%1.63
V1 | Safety Mix | Michael BquantlyBuy and hold, Commodities, BondsOct 24, 20226%-7.1%1.10
Adaptive All Weather Portfolio v1.1quantlyMarket timing, Leveraged ETFs, CommoditiesOct 24, 202225.2%-20.5%1.55
V 1.0 | 📈 Actively Managed S&P 10 | DeezquantlyMean reversion, Market timing, BondsOct 26, 202231.8%-23.8%1.48
Exhibit 1 | ADAPTIVE ASSET ALLOCATIONquantlyBuy and hold, Broad market, BondsOct 27, 20226.5%-22.8%0.63
Exhibit 2 | ADAPTIVE ASSET ALLOCATIONquantlyRisk parity, Buy and hold, Broad marketOct 27, 20225.4%-21.6%0.65
BACKTEST v1.3a | Adaptive All Weather PortfolioquantlyMarket timing, Defensive rotation, BondsNov 2, 202230.5%-20.7%1.58
RSI Bug ?quantlyMarket timing, Mean reversion, BondsNov 4, 20226.7%-31.9%0.61
Relaxed Trader AlgoquantlyTrend following, Market timing, BondsNov 4, 20228.4%-22.2%0.79
i5 - QQQ Bonds BasketquantlyMarket timing, Risk parity, BondsNov 5, 202240.2%-28.2%1.62
MARA BETA HEDGEquantlyRisk parity, Buy and hold, BondsNov 5, 20223.2%-8.9%0.99
Pop Bot (SPY vs BND) l BrianE l May 30th 2007quantlyMarket timing, Leveraged ETFs, BondsNov 7, 202229.6%-25.9%1.30
Adaptive Asset Allocation l BrianE Mod l - TECH, GOLD, BONDS, DBC, USDUquantlyMarket timing, Risk parity, Leveraged ETFsNov 8, 202230.2%-37.2%1.16
BACKTEST | v1.5 Adaptive All Weather PortfolioquantlyMarket timing, Defensive rotation, BondsNov 9, 202225.5%-21.4%1.52

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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