Defensive rotation 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
Copy the Dragon PortfolioquantlyMarket timing, Risk parity, Volatility hedgeFeb 12, 202212.2%-36.3%0.92
Ride the Oil TrendquantlyMomentum, Market timing, Risk parityFeb 12, 20229%-49%0.52
The Not Boring: Rising Rates with Vol SwitchquantlyMarket timing, Risk parity, Defensive rotationFeb 12, 202221.6%-28.1%1.07
Enhanced 45-45-10quantlyMarket timing, Defensive rotation, BondsMar 22, 202214.4%-28.4%0.89
Global TrendquantlyTrend following, Market timing, Defensive rotationMay 15, 20226.2%-13.1%0.93
1NS15 Risk On or Risk Off Bitcoin | Garen | https://www.investorcollab.comquantlyMarket timing, Crypto, BondsMay 20, 202222.6%-28.2%0.73
Dippy Qutie V.1 🍒 5/29/22quantlyMarket timing, Mean reversion, Defensive rotationMay 29, 202235.7%-39.6%1.04
2008 All-Stars Defense 🦢quantlyMarket timing, Defensive rotation, Risk parityAug 16, 202226.1%-42.5%0.88
Mega Cap + Dippy Qutie V3 🍒quantlyMarket timing, Defensive rotation, Volatility hedgeAug 23, 202247.2%-46.3%1.18
Black Swan 🦢 V5 5/28/22 by Garen PhillipsquantlyMarket timing, Risk parity, BondsSep 5, 202218.2%-24.4%0.71
Simple Regime Switching and Dip Buying with S&P 500quantlyTrend following, Mean reversion, Market timingSep 18, 202210.9%-36.8%0.70
Simple Regime Switching and Dip Buying with 2X SPY V0.3 | 20.7% AR | 22.3% DD | 02/2007-09/2022quantlyTrend following, Market timing, Defensive rotationSep 18, 202222.1%-21.6%1.16
SPY - Bull or HedgequantlyMarket timing, Risk parity, Volatility hedgeSep 20, 202249.6%-28%1.36
Layer 2: Hedged Bear Market (v 1.1)quantlyMarket timing, Risk parity, Short hedgeSep 21, 202215.6%-43.3%0.72
Total Market Hedged (V 1.1)quantlyMarket timing, Risk parity, Volatility hedgeSep 23, 202259.3%-36%1.49
Layer 1: Black Swan (RSI)quantlyMarket timing, Risk parity, Volatility hedgeSep 23, 202227.7%-22.2%1.12
Hedged Regime Switching 2.2quantlyMarket timing, Defensive rotation, Volatility hedgeSep 25, 202259.6%-27.2%1.61
Cockroach PortfolioquantlyTrend following, Market timing, BondsSep 25, 202210.1%-21.6%0.83
Copy of Blend: Simple Regime Switching and Dip Buying with Leveraged Nasdaq (2x) DereckNielsen ModquantlyTrend following, Market timing, Leveraged ETFsSep 25, 202237.5%-25.3%1.38
Slow and Steady Growth 9.6%/20.2% DD (Backtest to Feb 2007) | UUP/TLT ModquantlyTrend following, Market timing, Defensive rotationSep 26, 202210.9%-20%1.06
Blend: Regime SwitchingquantlyMarket timing, Leveraged ETFs, Defensive rotationSep 26, 202248.4%-20.9%1.88
Sector Selector Ninja ModequantlyMarket timing, Volatility hedge, Defensive rotationSep 29, 202235%-26.7%1.33
Slow and Steady Growth 9.6%/19.1% DD (Backtest to Feb 2007)quantlyTrend following, Market timing, Defensive rotationSep 29, 202211.2%-18.8%1.09
Risk On/Risk Off Hedgefundie (No K-1)quantlyMarket timing, Defensive rotation, Drawdown protectionOct 2, 202255.3%-55.2%1.31
Black Swan 🦢 V4 5/28/22quantlyMarket timing, Risk parity, BondsOct 3, 202212.7%-20.2%0.61
Copy of Blend: Total Market Hedged (V 1.0) & Fund Surfing v2.0quantlyMarket timing, Risk parity, Defensive rotationOct 3, 202257.2%-56.6%1.22
Risk On/Risk Off Hedgefundie (No K-1) v1.1quantlyMarket timing, Leveraged ETFs, Defensive rotationOct 4, 202257.2%-56.7%1.29
Retirement Fund: Aggressive v1.01 see notesquantlyTrend following, Market timing, Defensive rotationOct 5, 202225.1%-15%1.80
Gold 1D MRquantlyMarket timing, Mean reversion, Defensive rotationOct 5, 202211.3%-34.5%0.72
Copy of Safer 20 Year Treasury Bonds with Leveraged Safety quantlyMarket timing, Risk parity, Defensive rotationOct 5, 202211.3%-46.9%0.69
A Better "LETF minimum drawdown" V2 | DJKeyholequantlyMarket timing, Risk parity, Defensive rotationOct 5, 202249.1%-46.3%1.93
A Better "LETF minimum drawdown" V1 | DJKeyholequantlyMarket timing, Risk parity, Volatility hedgeOct 5, 202248.1%-41.7%1.92
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
Retirement Fund: Aggressive 1.03 see notesquantlyTrend following, Momentum, Short hedgeOct 9, 202225.9%-16.1%1.76
simplified Fickle MACD BullquantlyTrend following, Momentum, Market timingOct 9, 202246%-39.6%1.24
Copy of Adaptive All Weather Portfolio v1quantlyMarket timing, Defensive rotation, Volatility hedgeOct 12, 202225.4%-21.2%1.68
Deez Theory 3.1quantlyTrend following, Market timing, Defensive rotationOct 12, 202249.3%-39%1.40
Adaptive All Weather Portfolio v1quantlyMarket timing, Defensive rotation, Risk parityOct 12, 202223.7%-20.7%1.48
V1 Beta Ballers | Garen ModquantlyTrend following, Market timing, Leveraged ETFsOct 12, 202248.3%-54.1%1.17
QLD to May 2007 + UUP/XLU Mod 43%/19% DDquantlyTrend following, Market timing, Leveraged ETFsOct 13, 202237.8%-22.8%1.56
SolomonquantlyMarket timing, Defensive rotation, Broad marketOct 14, 202213.2%-26.5%0.81
V2 | Retirement Fund | Michael B | Mild (no leverage)quantlyTrend following, Market timing, Defensive rotationOct 15, 20229.7%-6.1%1.44
V1 | Momentum Strength Builder | Michael B | 60/40 Top10/SafetyquantlyMomentum, Market timing, Defensive rotationOct 20, 202221.7%-28.6%1.29
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
OG Retirement Fund: Aggressive 1.1 (no K-1 edition) see notesquantlyMarket timing, Leveraged ETFs, Volatility hedgeOct 22, 202226.7%-17.6%1.67
OG v1.2 of Risk On/Risk Off Hedgefundie (No K-1) | okhi2u more TMF modquantlyMarket timing, Leveraged ETFs, Defensive rotationOct 22, 202244.7%-47.7%1.31
V0.1 | Retirement Fund | Michael BquantlyTrend following, Market timing, Defensive rotationOct 23, 202216.8%-17.6%1.36

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