Commodities 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
Spread Across the MarketquantlyBuy and hold, Broad market, BondsFeb 12, 20227.6%-22.5%0.84
Copy Ray DalioquantlyBuy and hold, Broad market, BondsFeb 12, 20226.7%-24%0.82
Stoic Finance Presents: Inflation Spiral HedgequantlyBuy and hold, Commodities, BondsFeb 12, 20226.1%-25.6%0.66
Hedgefundies Refined: Leveraged Stocks and Bonds with a HedgequantlyMarket timing, Drawdown protection, BondsFeb 12, 202220.5%-57.2%0.88
Diversify with Gold & the DollarquantlyRisk parity, Buy and hold, CommoditiesFeb 12, 20225.2%-12%0.90
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
Stocks and GoldquantlyBuy and hold, Broad market, CommoditiesAug 5, 202211%-49.7%0.70
50/50 S&P 500/Commodities by DereckNielsen | "Fund Surfing" ModquantlyMarket timing, Risk parity, Drawdown protectionSep 19, 202235.9%-37.5%1.21
Layer 4: Standard Volatility Hedge (UUP/GLD)quantlyRisk parity, Buy and hold, CommoditiesSep 21, 20225.2%-12%0.90
Retirement: Momentum quantlyMomentum, Broad market, CommoditiesSep 22, 20229.9%-16.9%0.96
Cockroach PortfolioquantlyTrend following, Market timing, BondsSep 25, 202210.1%-21.6%0.83
SolomonquantlyMarket timing, Defensive rotation, Broad marketOct 14, 202213.2%-26.5%0.81
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 | Safer 20 Year Treasury Bonds | Michael BquantlyMarket timing, Defensive rotation, BondsOct 23, 20226%-22.8%0.59
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
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
What stock market?quantlyMarket timing, Leveraged ETFs, Short hedgeNov 4, 20225.6%-16.5%0.63
MARA BETA HEDGEquantlyRisk parity, Buy and hold, BondsNov 5, 20223.2%-8.9%0.99
Cautious Fund Surfing | 1xquantlyMarket timing, Defensive rotation, Broad marketJan 13, 202311.6%-17.3%1.08
SafetyquantlyBuy and hold, Broad market, CommoditiesJan 19, 20233.1%-22.4%0.30
Secular Trinity Momentum - Stocks, Bonds, ComdsquantlyTrend following, Market timing, Risk parityFeb 18, 202316.6%-12.1%1.25
Super Simple Trend SSSquantlyMarket timing, Defensive rotation, CommoditiesFeb 25, 20236.4%-12.9%0.81
Basic Trend ModelquantlyMomentum, Market timing, Defensive rotationFeb 26, 20235.2%-11.6%0.68
V2 | Safety Mix | Michael B | UUP, GLD, & XLPquantlyBuy and hold, Broad market, CommoditiesMar 3, 20237.4%-9.6%1.02
V3 Dereck Nielsen All Weather PortfolioquantlyTrend following, Market timing, Defensive rotationMar 29, 202317.9%-11.6%1.77
Gold and Silver 1D Mean ReversionquantlyMarket timing, Mean reversion, Defensive rotationApr 5, 202312.2%-35.3%0.80
V2 Retirement Income Low Volatility | DereckNquantlyTrend following, Market timing, Defensive rotationApr 13, 202310.6%-8.4%1.61
Commodities StrategyquantlyTrend following, Market timing, BondsApr 13, 20239%-34.4%0.70

Backtest results are hypothetical and do not guarantee future returns. Strategies are shared by Quantly users for research only and are not investment advice.

Build your next strategy. Prove it on paper before you risk real money.

Backtest against decades of data in minutes. Connect your brokerage to paper trade, then go live when you are ready.

Get startedSee how it works