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
Simple Path Framework QQQ _ Rev 1.0. May 8, 2023 (Shared)quantlyTrend following, Market timing, Defensive rotationMay 7, 202320.6%-20.8%1.18
Simple Path Framework VTI _ Rev 1.0. May 8, 2023 (Shared)quantlyMarket timing, Defensive rotation, Trend followingMay 7, 202317.8%-21.6%1.17
Cocktail Rev 1.0 _ Updated May 8 (Shared)quantlyMarket timing, Leveraged ETFs, Volatility hedgeMay 7, 202331%-13.1%1.76
V1b Vol-ey Wolley Mashup Remix [No VIXM]quantlyMarket timing, Defensive rotation, Volatility hedgeMay 2, 202352.5%-15.3%2.32
SPY S&P500 Avoid All Market CrashesquantlyMarket timing, Defensive rotation, Trend followingMay 2, 202322.3%-16.6%1.42
SPY Avoid All Market CrashesquantlyMarket timing, Defensive rotation, BondsMay 2, 202322.3%-16.6%1.42
V1a Vol-ey Wolley Mashup Remix [No VIXM] V2.0quantlyMarket timing, Defensive rotation, Risk parityMay 2, 202350.7%-12.1%2.20
Bond Vol Switch FrameworkquantlyMarket timing, Bonds, Defensive rotationMay 1, 20233.8%-15%0.64
Vol-ey Wolley Mashup RemixquantlyVolatility hedge, Short hedge, Defensive rotationApr 29, 202349.8%-15.6%2.20
Vol-ey Wolley Mashup Remix [No VIXM]quantlyMarket timing, Volatility hedge, Short hedgeApr 29, 202350.9%-16.5%2.21
The vol-y wolly 2 checkquantlyMarket timing, Volatility hedge, Defensive rotationApr 29, 202328.6%-32.6%1.26
V1a Vol-ey Wolley Mashup Remix [No VIXM]quantlyMarket timing, Defensive rotation, BondsApr 29, 202350.7%-12.1%2.20
SFV by SBF - Stop Financial Violence - Insolvency Edition | Deez | 29APR2023quantlyMarket timing, Risk parity, Defensive rotationApr 28, 202336.2%-18.9%1.20
V1 BOTZ bot | QLD AI🤖 FTLT + Pure BS Catcher (Garen Phillips)quantlyTrend following, Momentum, Market timingApr 27, 202348.3%-12.3%1.78
BLM - Bond Lives MatterquantlyMarket timing, Bonds, Defensive rotationApr 27, 20234.5%-12.9%0.58
🌭 Operation: Meat Shield + Pure BS Catcher (Garen Phillips)quantlyMarket timing, Defensive rotation, Drawdown protectionApr 26, 202328.9%-29.3%1.39
All Weather Tango 💃quantlyMarket timing, Volatility hedge, Defensive rotationApr 23, 202313.3%-12.9%1.68
Safety Towns (Master List)quantlyMarket timing, Defensive rotation, Volatility hedgeApr 22, 202335.2%-10.7%2.13
Zero Beta Dividends - 8 Feb 2018quantlyMarket timing, Volatility hedge, Short hedgeApr 21, 202330.8%-32.8%1.44
Single Pops (Medium Leverage - No K1 - No Black Swan Catcher) l 2 Nov 2011quantlyMean reversion, Market timing, Defensive rotationApr 21, 202317%-15.2%1.14
[1][1] Long TermquantlyMarket timing, Defensive rotation, BondsApr 20, 202318.7%-20.6%1.31
v1.6 Adaptive All Weather Portfolio + Pure BS Catcher (Garen Phillips)quantlyMarket timing, Defensive rotation, Drawdown protectionApr 15, 202339.3%-14.4%1.30
V2 Retirement Income Low Volatility | DereckNquantlyTrend following, Market timing, Defensive rotationApr 13, 202310.6%-8.4%1.61
BB Signal (Final) + Simple long term FTLTquantlyMarket timing, Leveraged ETFs, Defensive rotationApr 11, 202356.1%-34.3%1.89
V1a 🦴 Sandy's Golden Dragon Skeleton 🦴quantlyMarket timing, Risk parity, Defensive rotationApr 10, 202330%-14.4%1.94
Sandy's Golden Dragon V4.6a (vol hedge? + beta hedge 2.0)quantlyMarket timing, Volatility hedge, Defensive rotationApr 9, 202341.4%-13.8%2.49
Bet Against BetaquantlyMarket timing, Defensive rotation, Drawdown protectionApr 9, 202324.3%-25.2%0.98
Stripped Bet Against BetaquantlyMarket timing, Defensive rotation, Drawdown protectionApr 9, 20233.7%-25.7%0.40
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
Sandy's Golden Dragon V4.5 (vol hedge? + beta hedge)quantlyMarket timing, Volatility hedge, Defensive rotationApr 8, 202339.1%-13.7%2.45
[No LETF] Sandy's Golden Dragon V4.4a (vol hedge?)quantlyMarket timing, Risk parity, Defensive rotationApr 8, 202321%-6.9%2.58
Sandy's Golden Dragon V4.5a (vol hedge? + beta hedge)quantlyMarket timing, Risk parity, Defensive rotationApr 8, 202341.4%-14.3%2.47
Beta Hedge 2.0quantlyMarket timing, Volatility hedge, Defensive rotationApr 8, 202324.2%-23.7%0.97
🦴 Sandy's Golden Dragon Skeleton 🦴quantlyMarket timing, Risk parity, Defensive rotationApr 8, 202328.5%-13.8%1.94
Vol Hedge ? 2.0 - Replace TQQQ w/ TECLquantlyMarket timing, Volatility hedge, Defensive rotationApr 7, 202357%-26.8%1.51
[No LETF] Sandy's Golden Dragon V4.4 (vol hedge?)quantlyMarket timing, Risk parity, Defensive rotationApr 7, 202320.4%-7.3%2.54
Composer Discover Page SymphoniesquantlyBroad market, Bonds, Risk parityApr 6, 202318%-13.8%1.45
Vol Hedge ?quantlyMarket timing, Volatility hedge, Defensive rotationApr 6, 202353.3%-26.7%1.46
Sandy's Golden Dragon V4.1quantlyMarket timing, Risk parity, Defensive rotationApr 6, 202334.1%-12.8%2.36
Vol Hedge ? 2.0quantlyMarket timing, Defensive rotation, Volatility hedgeApr 6, 202352.5%-26.9%1.48
Sandy's Golden Dragon V4.0quantlyMarket timing, Risk parity, Defensive rotationApr 5, 202332.4%-13%2.27
Gold and Silver 1D Mean ReversionquantlyMarket timing, Mean reversion, Defensive rotationApr 5, 202312.2%-35.3%0.80
Copy of Sandy's Golden Dragon 3.0quantlyMarket timing, Risk parity, Defensive rotationApr 4, 202328.5%-13.3%2.15
Cautious Fund Surfing | SPY vs. TLT | 2xquantlyMarket timing, Bonds, Leveraged ETFsApr 2, 202323.7%-28%1.19
Cautious Fund Surfing | SPY vs. SHY & TLT | 2xquantlyMarket timing, Leveraged ETFs, BondsApr 2, 202318.2%-27.6%1.04
Dereck's Secular Market FrameworkquantlyTrend following, Market timing, Defensive rotationApr 2, 202319.4%-16.4%1.27
OG Boring TQQQ TrendzquantlyTrend following, Market timing, Risk parityApr 2, 202348.5%-24.5%1.89
V1d Fund SurfingquantlyMarket timing, Risk parity, BondsApr 1, 202341.5%-44.9%1.22
V1a Fund SurfingquantlyMarket timing, Leveraged ETFs, BondsApr 1, 202331.9%-39.7%1.11
V1d Fund Surfing + V2 | Bear BUYDIPS, Bull HFEAR | Michael B | No K-1quantlyMarket timing, Risk parity, BondsApr 1, 202339.1%-38.1%1.42

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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