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
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
Gold and Silver 1D Mean ReversionquantlyMarket timing, Mean reversion, Defensive rotationApr 5, 202312.2%-35.3%0.80
V3 Dereck Nielsen All Weather PortfolioquantlyTrend following, Market timing, Defensive rotationMar 29, 202317.9%-11.6%1.77
V2 | Safety Mix | Michael B | UUP, GLD, & XLPquantlyBuy and hold, Broad market, CommoditiesMar 3, 20237.4%-9.6%1.02
Basic Trend ModelquantlyMomentum, Market timing, Defensive rotationFeb 26, 20235.2%-11.6%0.68
Super Simple Trend SSSquantlyMarket timing, Defensive rotation, CommoditiesFeb 25, 20236.4%-12.9%0.81
Secular Trinity Momentum - Stocks, Bonds, ComdsquantlyTrend following, Market timing, Risk parityFeb 18, 202316.6%-12.1%1.25
SafetyquantlyBuy and hold, Broad market, CommoditiesJan 19, 20233.1%-22.4%0.30
Cautious Fund Surfing | 1xquantlyMarket timing, Defensive rotation, Broad marketJan 13, 202311.6%-17.3%1.08
MARA BETA HEDGEquantlyRisk parity, Buy and hold, BondsNov 5, 20223.2%-8.9%0.99
What stock market?quantlyMarket timing, Leveraged ETFs, Short hedgeNov 4, 20225.6%-16.5%0.63
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
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
V1 | Safer 20 Year Treasury Bonds | Michael BquantlyMarket timing, Defensive rotation, BondsOct 23, 20226%-22.8%0.59
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
SolomonquantlyMarket timing, Defensive rotation, Broad marketOct 14, 202213.2%-26.5%0.81
Cockroach PortfolioquantlyTrend following, Market timing, BondsSep 25, 202210.1%-21.6%0.83
Retirement: Momentum quantlyMomentum, Broad market, CommoditiesSep 22, 20229.9%-16.9%0.96
Layer 4: Standard Volatility Hedge (UUP/GLD)quantlyRisk parity, Buy and hold, CommoditiesSep 21, 20225.2%-12%0.90
50/50 S&P 500/Commodities by DereckNielsen | "Fund Surfing" ModquantlyMarket timing, Risk parity, Drawdown protectionSep 19, 202235.9%-37.5%1.21
Stocks and GoldquantlyBuy and hold, Broad market, CommoditiesAug 5, 202211%-49.7%0.70
Permanent Store of Wealth - 4 ETFs -quantlyBuy and hold, Broad market, BondsJul 1, 202211.9%-31%0.87
1NS15 Risk On or Risk Off Bitcoin | Garen | https://www.investorcollab.comquantlyMarket timing, Crypto, BondsMay 20, 202222.6%-28.2%0.73
Classic 45-45-10quantlyBuy and hold, Broad market, BondsMar 22, 202210.1%-31.7%0.95
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

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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