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
V1c Fund SurfingquantlyMarket timing, Leveraged ETFs, Tech / Nasdaq focusApr 1, 202335.3%-42.5%1.10
Copy of Boring TQQQ TrendzquantlyTrend following, Market timing, Risk parityMar 31, 202344.6%-16.1%1.97
V2 All Weather Alpha 3x LeveragequantlyLeveraged ETFs, Trend following, Market timingMar 29, 202329.9%-39.9%1.21
V3 Dereck Nielsen All Weather PortfolioquantlyTrend following, Market timing, Defensive rotationMar 29, 202317.9%-11.6%1.77
10d BIL vs. 10d IEFquantlyMarket timing, Bonds, Defensive rotationMar 29, 20230.5%-18.3%0.15
V1a Umbrella TrendquantlyMarket timing, Risk parity, Defensive rotationMar 27, 202317.6%-10.5%1.45
Umbrella TrendquantlyMarket timing, Risk parity, Defensive rotationMar 26, 202314.8%-10.6%1.51
V1a Dereck Nielsen All Weather PortfolioquantlyTrend following, Momentum, Defensive rotationMar 25, 202325.3%-18.4%1.71
V2 | Rising Rates with Vol SwitchquantlyMarket timing, Risk parity, Defensive rotationMar 20, 202321.1%-37.6%0.86
V1a HAA CANARY + DUAL MOMENTUM + BLACK SWAN CATCHERquantlyMarket timing, Volatility hedge, MomentumMar 5, 202347.4%-40.4%1.25
v1.6a Adaptive All Weather Portfolio + Pure BS Catcher (Garen Phillips)quantlyMarket timing, Defensive rotation, Drawdown protectionMar 2, 202339.3%-14.4%1.30
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
Fund Surfing - Replace TQQQ w/ TECL + V1.1 Bear BUYDIPS, Bull HFEARquantlyMarket timing, Defensive rotation, Drawdown protectionFeb 24, 202351.1%-52.9%1.23
Coca-Cola as a HedgequantlyMarket timing, Defensive rotation, Single stocksFeb 21, 202316%-38.3%1.00
Buy the Dips Else Not Boring v1.2quantlyMarket timing, Risk parity, Defensive rotationFeb 19, 202338.8%-31.1%1.23
Copy of V2 | Cautious Fund Surfing | 3x with V1.1 | Bear BUYDIPS, Bull HFEAR quantlyMarket timing, Defensive rotation, Risk parityFeb 19, 202357.4%-48.9%1.41
V2 | Cautious Fund Surfing | 3x with V1.1 | Bear BUYDIPS, Bull HFEAR quantlyMarket timing, Defensive rotation, Risk parityFeb 19, 202357.4%-48.9%1.41
Fund Surfing + V1.1 Bear BUYDIPS, Bull HFEARquantlyMarket timing, Defensive rotation, Drawdown protectionFeb 19, 202355.3%-50.3%1.36
Copy of V.1.Z Dereck's Secular Market FrameworkquantlyTrend following, Market timing, Defensive rotationFeb 17, 202320.8%-10.8%1.34
V.1.Z Dereck's Secular Market FrameworkquantlyMarket timing, Defensive rotation, Trend followingFeb 11, 202320.8%-10.8%1.34
V1a Super Simple Symphony - Less Derivatives -quantlyMarket timing, Leveraged ETFs, Defensive rotationFeb 10, 202332.6%-56.4%0.93
NO LETF V of Sandy's Golden Dragon V2.0quantlyMarket timing, Defensive rotation, Drawdown protectionFeb 8, 202320.6%-9.4%2.12
v2.1 | Risk On/Risk Off Hedgefundie (No K-1)quantlyMarket timing, Risk parity, Defensive rotationFeb 6, 202330.5%-39.8%1.30
v2.0 | Risk On/Risk Off Hedgefundie (No K-1)quantlyMarket timing, Defensive rotation, Drawdown protectionFeb 5, 202325.2%-34.4%1.19
V1a Amoeba - AAW - SCHDquantlyMarket timing, Short hedge, Volatility hedgeFeb 4, 202355.5%-20%2.03
V1a Amoeba l DNs COW COiNSquantlyMarket timing, Defensive rotation, Volatility hedgeFeb 4, 202334.9%-38.6%1.14
Copy of Rising Rates with Vol Switch | KYLE MODquantlyMarket timing, Risk parity, Defensive rotationFeb 3, 202334.2%-45.2%1.22
V1 Simple SPY Reddit RebalancerquantlyMarket timing, Momentum, Defensive rotationJan 30, 202315.9%-26.5%0.92
Convertible ArbquantlyMarket timing, Risk parity, Defensive rotationJan 29, 20236.8%-15.4%0.88
v2.1a of Sandy's OG Boring Adaptive DragonquantlyMarket timing, Defensive rotation, Drawdown protectionJan 28, 202327.2%-13.2%2.08
VIXn' BEmod - Nov 2nd 2011quantlyMarket timing, Risk parity, Defensive rotationJan 27, 202341.6%-35.4%1.34
Master Adaptive Boring Golden DragonquantlyMarket timing, Defensive rotation, Drawdown protectionJan 27, 202326.6%-11.9%2.07
v1.6 Adaptive All Weather PortfolioquantlyMarket timing, Defensive rotation, Risk parityJan 27, 202323.7%-14.1%1.53
The Adaptive Dragon V1.0.1aquantlyMarket timing, Defensive rotation, Drawdown protectionJan 26, 202334.8%-15.5%2.09
V3.0.1 of Sandy's Boring Adaptive DragonquantlyMarket timing, Defensive rotation, Drawdown protectionJan 26, 202327.8%-13.2%2.16
Copy of The Adaptive Dragon V1.0.1bquantlyMarket timing, Leveraged ETFs, Defensive rotationJan 26, 202334.7%-13.5%2.16
The Adaptive Dragon V1.0.1quantlyMarket timing, Leveraged ETFs, Defensive rotationJan 26, 202329.6%-11.3%2.08
V2.0 of Sandy's Boring Adaptive DragonquantlyMarket timing, Defensive rotation, Drawdown protectionJan 26, 202323.7%-13%1.90
V1a Magic Internet Money (+ Gain Train)quantlyMarket timing, Defensive rotation, Risk parityJan 22, 202347.2%-53%1.12
V1a Deez the mad lad (Golden Ark Ballers)quantlyMarket timing, Defensive rotation, Drawdown protectionJan 22, 202359.4%-28.9%1.41
The Sandy DragonquantlyMarket timing, Defensive rotation, Volatility hedgeJan 20, 202350.4%-13.7%2.15
V1b 15/15 BB + MIM CONSquantlyMarket timing, Defensive rotation, Drawdown protectionJan 19, 202360%-58.2%1.04
Blend: Cautious Fund Surfing | 3x & V1.1 | Bear BUYDIPS, Bull HFEARquantlyMarket timing, Defensive rotation, Leveraged ETFsJan 18, 202335.5%-33.2%1.43
V1b Zero Beta Sack of YOLOquantlyMarket timing, Defensive rotation, Drawdown protectionJan 18, 202339.2%-37%1.27
Michael B Meet DalioquantlySector rotation, Risk parity, Defensive rotationJan 15, 202325.7%-11.4%2.10
[!] Michael B Meet Dalio infused with Simple Drawdown (Shared)quantlyMarket timing, Risk parity, Defensive rotationJan 15, 202324%-11.3%2.03
Chowmeini's Simple TECL with SafetyquantlyMarket timing, Leveraged ETFs, Defensive rotationJan 14, 202338.2%-27.6%1.24
V0.0.2 Managed MadnessquantlyMarket timing, Defensive rotation, BondsJan 14, 202331%-15.4%1.70
Cautious Fund Surfing | 1xquantlyMarket timing, Defensive rotation, Broad marketJan 13, 202311.6%-17.3%1.08

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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