Broad market 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
Dragon PortfolioquantlyLeveraged ETFs, Broad market, Volatility hedgeJan 27, 202212%-34.1%0.83
Balanced PortfolioquantlyBuy and hold, Broad market, BondsFeb 4, 20228.3%-28.5%0.85
Diversified PortfolioquantlyBuy and hold, Broad market, Risk parityFeb 4, 202210.3%-57%0.59
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
Copy Warren BuffettquantlyBuy and hold, Broad market, BondsFeb 12, 202213.5%-30.8%0.91
rising rates HFEAquantlyBuy and hold, Risk parity, Leveraged ETFsFeb 18, 202215.8%-45.3%0.83
Classic 45-45-10quantlyBuy and hold, Broad market, BondsMar 22, 202210.1%-31.7%0.95
Permanent Store of Wealth - 4 ETFs -quantlyBuy and hold, Broad market, BondsJul 1, 202211.9%-31%0.87
Stocks and GoldquantlyBuy and hold, Broad market, CommoditiesAug 5, 202211%-49.7%0.70
Simple Regime Switching and Dip Buying with S&P 500quantlyTrend following, Mean reversion, Market timingSep 18, 202210.9%-36.8%0.70
Retirement: Momentum quantlyMomentum, Broad market, CommoditiesSep 22, 20229.9%-16.9%0.96
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
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
v1.1 Low Beta One Liner - no K-1 editionquantlyMomentum, Market timing, Broad marketOct 24, 202210%-19.9%0.84
Exhibit 3 | ADAPTIVE ASSET ALLOCATIONquantlyMomentum, Market timing, Broad marketOct 27, 20226.8%-23.3%0.66
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
Copy of The boring IndexquantlyRisk parity, Buy and hold, Broad marketNov 16, 20229.4%-53.8%0.56
Composer Top | 30NOV2022quantlyBuy and hold, Leveraged ETFs, Tech / Nasdaq focusNov 29, 202215.4%-38.4%0.92
[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
Broke as a Joke (Recession Plays)quantlyTrend following, Market timing, Broad marketDec 16, 202224.7%-29.6%1.15
Recession TesterquantlyMarket timing, Broad market, BondsDec 19, 202211.1%-21.6%0.84
DJ Safety for Wash SalesquantlyBuy and hold, Bonds, Broad marketDec 29, 20226.2%-14.6%1.11
Simple Quarterly BalancerquantlyBuy and hold, Broad market, Single stocksJan 2, 202318.4%-27.9%1.14
The Plain Jane (Daily or Weekly) RSI(20)quantlyMarket timing, Drawdown protection, Leveraged ETFsJan 9, 202320.6%-30.3%1.01
Cautious Fund Surfing | SPY vs. SHY | 1xquantlyMarket timing, Bonds, Broad marketJan 13, 20239.9%-13.3%1.17
Cautious Fund Surfing | 1xquantlyMarket timing, Defensive rotation, Broad marketJan 13, 202311.6%-17.3%1.08
Cautious Fund Surfing | SPY vs. SHY | Backtest to 9/16/2002quantlyMarket timing, Broad market, BondsJan 17, 202312%-25.8%1.01
SafetyquantlyBuy and hold, Broad market, CommoditiesJan 19, 20233.1%-22.4%0.30
Benchmark Basic 60:40 Portfolio (60% SPY | 40% BND)quantlyBuy and hold, Broad market, BondsJan 20, 20238.1%-34.7%0.71
V1 BOTZ bot | QLD AI🤖 FTLTquantlyTrend following, Momentum, Short hedgeJan 27, 202342.6%-24.9%1.57
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
Joseph Passive IncomequantlyBuy and hold, Single stocks, Broad marketFeb 14, 202318.4%-34.4%0.98
I Miss the '90squantlyBuy and hold, Single stocks, Broad marketFeb 21, 202318.6%-43%1.05
Coca-Cola as a HedgequantlyMarket timing, Defensive rotation, Single stocksFeb 21, 202316%-38.3%1.00
V2 | Safety Mix | Michael B | UUP, GLD, & XLPquantlyBuy and hold, Broad market, CommoditiesMar 3, 20237.4%-9.6%1.02
Monthly Income Dividends + Managed FuturesquantlyBuy and hold, Broad marketMar 6, 202310.7%-10.2%1.25
Top Patent Approvals 2010-2017quantlyBuy and hold, Single stocks, Broad marketMar 23, 202316.8%-38.2%0.80
V2 All Weather Alpha 3x LeveragequantlyLeveraged ETFs, Trend following, Market timingMar 29, 202329.9%-39.9%1.21
Composer Discover Page SymphoniesquantlyBroad market, Bonds, Risk parityApr 6, 202318%-13.8%1.45
Sandy's Golden Dragon V4.7a (vol hedge? + beta hedge 2.0 + BAB 2)quantlyMarket timing, Volatility hedge, Defensive rotationApr 9, 202340.4%-13.3%2.49
The name's bond v2quantlyMomentum, Bonds, Broad marketApr 10, 20237.5%-13.3%0.82
Vol Tango 💃quantlyMarket timing, Volatility hedge, Broad marketApr 23, 20238.1%-36.8%0.60
experimentquantlyMarket timing, Broad market, BondsMay 6, 202330.2%-47.7%1.02

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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