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
HEDGED & LEVERAGED - BONDS & STOCKS - V4b Replace UPRO, SSO, & SPY with TQQQ, QLD, & QQQquantlyMarket timing, Leveraged ETFs, BondsNov 12, 202224.5%-18.5%1.29
HEDGED & LEVERAGED - BONDS & STOCKS - V4quantlyMarket timing, Trend following, Leveraged ETFsNov 13, 202232.3%-30.1%1.20
Copy of ☢️ NASDAQ-X DeETF | Deez | AR: 83% DD: 25.6% - 1JAN2019 | V 1.2quantlyMarket timing, Tech / Nasdaq focus, BondsNov 13, 202256.1%-32.9%1.49
NVDA/TSLA/AAPL of Pop Bots 2.0 l BrianE l Oct 28th 2011quantlyMean reversion, Market timing, Volatility hedgeNov 14, 202220%-12.2%1.29
Survivorship Bias AhoyquantlyMarket timing, Volatility hedge, BondsNov 15, 202215.2%-16.9%1.11
🍿 NFLX n' BILquantlyBuy and hold, Tech / Nasdaq focus, BondsNov 17, 202218.3%-30.7%0.99
Threshold bug demoquantlyBuy and hold, BondsNov 18, 20222%-4%1.28
Composer Top | 30NOV2022quantlyBuy and hold, Leveraged ETFs, Tech / Nasdaq focusNov 29, 202215.4%-38.4%0.92
FINVIZ Screened ☢️ NASDAQ-X DeETF | Deez | AR: 83% DD: 25.6% - 1JAN2019 | V 1.2quantlyMarket timing, Mean reversion, Tech / Nasdaq focusDec 1, 202256.1%-32.9%1.49
[Follow] Dumb MoneyquantlyBuy and hold, Broad market, Tech / Nasdaq focusDec 6, 202217.8%-27.1%1.13
ComposerQC SampleStrategyquantlyTrend following, Momentum, Market timingDec 6, 202220%-48.6%0.78
Bond Movement vs Stock Movement (Framework)quantlyTrend following, Market timing, BondsDec 8, 202228.8%-15.8%1.59
Protective 🦺 Asset AllocationquantlyTrend following, Leveraged ETFs, BondsDec 11, 202212.7%-33.3%0.78
HEDGED & LEVERAGED - BONDS & STOCKS - V2.1a Replace UPRO with SOXLquantlyTrend following, Market timing, Leveraged ETFsDec 14, 202238.6%-34.1%1.32
HEDGED & LEVERAGED - BONDS & STOCKS - V4c Replace UPRO with SOXLquantlyMarket timing, Leveraged ETFs, BondsDec 14, 202245.9%-45.6%1.36
HEDGED & LEVERAGED - BONDS & STOCKS - V2.1.1 - BT 12-6-2012 Replace UPRO with TECL, TQQQ, and SOXLquantlyTrend following, Market timing, Leveraged ETFsDec 16, 202246.1%-36.6%1.38
V1.6a Adaptive All Weather PortfolioquantlyMarket timing, Defensive rotation, Risk parityDec 16, 202227.6%-14.1%1.52
HEDGED & LEVERAGED - BONDS & STOCKS - V4.2 Replace UPRO with TECL, TQQQ, and SOXLquantlyMarket timing, Leveraged ETFs, BondsDec 17, 202253.8%-47.8%1.36
Recession TesterquantlyMarket timing, Broad market, BondsDec 19, 202211.1%-21.6%0.84
BrianE's Triple BondsquantlyMarket timing, Leveraged ETFs, BondsDec 24, 202213.2%-37.3%0.70
BrianE's Single Bonds BotquantlyMarket timing, Leveraged ETFs, BondsDec 24, 202213.7%-43%0.65
V2 Sideways Market Mod Below the SPY 200d SMA | FINAL | DereckN Replace TQQQ and SQQQ with SOXL and SOXSquantlyMarket timing, Short hedge, BondsDec 24, 202243.4%-53%1.04
XLK vs XLU l May 30 2007quantlyMarket timing, Short hedge, BondsDec 28, 202230.8%-26.5%1.04
XLK vs XLP/U l 30May2007quantlyMarket timing, Short hedge, BondsDec 29, 202230.8%-26.5%1.04
DJ Safety for Wash SalesquantlyBuy and hold, Bonds, Broad marketDec 29, 20226.2%-14.6%1.11
Tech vs Utilities l 22Sep2003 l (with SHY in place of TMV)quantlyMarket timing, Bonds, Risk parityDec 31, 202215.9%-23.1%0.96
Tech vs Utilities l 22Sep2003 l Cumulative Return SelectorquantlyMarket timing, Sector rotation, BondsDec 31, 202217.6%-26.7%1.01
Tech vs Utilities | Managed RiskquantlyMarket timing, Risk parity, Defensive rotationJan 3, 202329.1%-31%1.27
The Triple Dip | Remixed by Cashen SAVEquantlyMarket timing, Dip buying, BondsJan 10, 202318.6%-42.3%0.77
Cautious Fund Surfing | SPY vs. SHY | 1xquantlyMarket timing, Bonds, Broad marketJan 13, 20239.9%-13.3%1.17
Cautious Fund Surfing | SPY vs. SHY | 2xquantlyMarket timing, Bonds, Leveraged ETFsJan 13, 202317.8%-26.5%1.06
Cautious Fund Surfing | SPY vs. SHY | 3xquantlyMarket timing, Bonds, Leveraged ETFsJan 13, 202330.4%-36.6%1.21
V0.0.2 Managed MadnessquantlyMarket timing, Defensive rotation, BondsJan 14, 202331%-15.4%1.70
Cautious Fund Surfing | SPY vs. SHY | Backtest to 9/16/2002quantlyMarket timing, Broad market, BondsJan 17, 202312%-25.8%1.01
Benchmark Basic 60:40 Portfolio (60% SPY | 40% BND)quantlyBuy and hold, Broad market, BondsJan 20, 20238.1%-34.7%0.71
Copy of The Sandy DragonquantlyMarket timing, Risk parity, BondsJan 20, 202322.9%-12.1%1.92
V3.0.1 of Sandy's Boring Adaptive DragonquantlyMarket timing, Defensive rotation, Drawdown protectionJan 26, 202327.8%-13.2%2.16
Copy of The Adaptive Dragon V1.0.1bquantlyMarket timing, Leveraged ETFs, Defensive rotationJan 26, 202334.7%-13.5%2.16
v1.6 Adaptive All Weather PortfolioquantlyMarket timing, Defensive rotation, Risk parityJan 27, 202323.7%-14.1%1.53
v2.1a of Sandy's OG Boring Adaptive DragonquantlyMarket timing, Defensive rotation, Drawdown protectionJan 28, 202327.2%-13.2%2.08
1NS55 | Garen | Dynamic Allocator LongquantlyMean reversion, Leveraged ETFs, BondsFeb 1, 202329.5%-51.4%0.96
V1a Amoeba l DNs COW COiNSquantlyMarket timing, Defensive rotation, Volatility hedgeFeb 4, 202334.9%-38.6%1.14
Fund SurfingquantlyMarket timing, Leveraged ETFs, BondsFeb 6, 202339.9%-43.6%1.23
V1 ARKQ bot | QLD AI🤖 FTLTquantlyTrend following, Momentum, Market timingFeb 9, 202337.5%-31.7%1.37
Volatility and Kelly Symphony - Replace SSO w/TQQQ - quantlyMarket timing, Leveraged ETFs, BondsFeb 13, 202330.3%-42.9%0.93
Volatility and Kelly Symphony - Replace SHY w/ TLT & SSO w/ TECLquantlyMarket timing, Bonds, Leveraged ETFsFeb 13, 202330%-45.2%0.90
Secular Trinity Momentum - Stocks, Bonds, ComdsquantlyTrend following, Market timing, Risk parityFeb 18, 202316.6%-12.1%1.25
Copy of V2 | Cautious Fund Surfing | 3x with V1.1 | Bear BUYDIPS, Bull HFEAR quantlyMarket timing, Defensive rotation, Risk parityFeb 19, 202357.4%-48.9%1.41
V2 | Cautious Fund Surfing | 3x with V1.1 | Bear BUYDIPS, Bull HFEAR quantlyMarket timing, Defensive rotation, Risk parityFeb 19, 202357.4%-48.9%1.41
Fund Surfing - Replace TQQQ w/ TECLquantlyMarket timing, Leveraged ETFs, BondsFeb 20, 202336.2%-48.7%1.08

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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