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
Cautious Fund Surfing | 2xquantlyMarket timing, Risk parity, Leveraged ETFsJan 13, 202319.3%-30.4%1.05
Master RunnerquantlyMarket timing, Leveraged ETFs, Defensive rotationJan 13, 202326.6%-11%2.27
Cautious Fund Surfing | 3xquantlyMarket timing, Risk parity, Defensive rotationJan 13, 202332.9%-37.7%1.25
Cautious Fund Surfing | SPY vs. SHY | 3xquantlyMarket timing, Bonds, Leveraged ETFsJan 13, 202330.4%-36.6%1.21
AAA w/ ERXquantlyMarket timing, Risk parity, Defensive rotationJan 11, 202333.2%-31.2%1.24
V1.1 | Bear BUYDIPS, Bull HFEAR | Michael B | Safety Mix UpdatequantlyMarket timing, Risk parity, Defensive rotationJan 11, 202336.5%-34.7%1.21
Copy of V1d Melkor's FollyquantlyMarket timing, Defensive rotation, Short hedgeJan 10, 202355.1%-32.6%1.64
My Perfect Vol Hedge: CombinedquantlyMarket timing, Volatility hedge, Drawdown protectionJan 10, 202319.6%-35.5%0.68
V1a Melkor's FollyquantlyMarket timing, Defensive rotation, Drawdown protectionJan 10, 202356.8%-43.4%1.34
V1e Melkor's FollyquantlyMarket timing, Defensive rotation, Drawdown protectionJan 10, 202357.6%-35.1%1.60
V1.1a Zero Beta Sack of YOLOquantlyMarket timing, Defensive rotation, Drawdown protectionJan 8, 202333.5%-44.4%1.28
Zero Beta Sack of YOLOquantlyMarket timing, Risk parity, Defensive rotationJan 8, 202342%-26.9%1.44
V1 | Bear BUYDIPS, Bull HFEAR | Michael BquantlyMarket timing, Defensive rotation, Risk parityJan 7, 202335.5%-34.9%1.19
V1.6a Adaptive All Weather Portfolio+Battleship IIIquantlyMarket timing, Defensive rotation, Volatility hedgeJan 7, 202351.4%-32.6%1.95
V1.6b Adaptive All Weather Portfolio+Agressive Battleship IIIquantlyMarket timing, Risk parity, Defensive rotationJan 7, 202348.5%-32.6%1.89
V1.6 Adaptive All Weather Portfolio+Battleship III quantlyMarket timing, Risk parity, Defensive rotationJan 6, 202345.8%-32.6%1.96
V 1.4.1C | Proteus Slime + Dividends l 100-0quantlyMarket timing, Defensive rotation, Drawdown protectionJan 6, 202334.9%-54%0.99
Monthly JNK canaryquantlyMarket timing, Defensive rotation, Volatility hedgeJan 5, 202327.9%-32.4%1.23
Tech vs Utilities | Managed RiskquantlyMarket timing, Risk parity, Defensive rotationJan 3, 202329.1%-31%1.27
Copy of [Invest] Maybe... Maybe... Maybe...quantlyMarket timing, Risk parity, Defensive rotationJan 2, 202315.5%-18.6%0.91
V1a Monthly JNK canary Replace UPRO with TQQQquantlyMarket timing, Leveraged ETFs, Defensive rotationJan 2, 202325.6%-48.7%0.98
Chowmeini's version of Proteus's draft of ☢ V2.12 The Manhattan Project (slimed)quantlyRisk parity, Market timing, Defensive rotationJan 1, 202333.4%-19.9%1.57
Tech vs Utilities l 22Sep2003 l Cumulative Return SelectorquantlyMarket timing, Sector rotation, BondsDec 31, 202217.6%-26.7%1.01
AAA BondsquantlyMarket timing, Leveraged ETFs, Volatility hedgeDec 26, 202234%-29.4%1.52
AAA BDFquantlyMarket timing, Risk parity, Defensive rotationDec 26, 202252.4%-25%1.98
V2 AAA w/ ERXquantlyMarket timing, Risk parity, Leveraged ETFsDec 24, 202238.9%-51%1.23
🤖 V1.0 | [PUB] BTFD DCA Bot [FW] | Deez | W/TrinityquantlyMarket timing, Risk parity, Defensive rotationDec 19, 202226%-42.8%0.92
V1.0.0 EASY SLIMEquantlyMarket timing, Defensive rotation, Drawdown protectionDec 17, 202251%-44.6%1.49
Broke as a Joke (Recession Plays)quantlyTrend following, Market timing, Broad marketDec 16, 202224.7%-29.6%1.15
V1.6b Adaptive All Weather PortfolioquantlyMarket timing, Defensive rotation, Drawdown protectionDec 16, 202225.2%-14.1%1.46
V1.6a Adaptive All Weather PortfolioquantlyMarket timing, Defensive rotation, Risk parityDec 16, 202227.6%-14.1%1.52
BACKTEST | v1.6 Adaptive All Weather PortfolioquantlyMarket timing, Defensive rotation, Drawdown protectionDec 15, 202224%-13.9%1.56
AAA Healthcare Edition (3 Assets at a time instead of 2)quantlyMarket timing, Risk parity, Defensive rotationDec 13, 202228.7%-28.4%1.38
V 1.1.0 | 🦠 Dividend Slime -- low MD/SD mutant | 🧪 Proteus 🧬 | Daily | BT June 27 2022 | 367.4% AR, 2.5% MD, 19.0% std. dev, 8.28 Sharpe (Dec13-2022)quantlyMarket timing, Volatility hedge, Short hedgeDec 13, 202239.2%-18.5%1.94
$ v1.1 okhi2u QLD safety townquantlyMarket timing, Risk parity, Defensive rotationDec 13, 202220%-26.4%1.31
Protective 🦺 Asset AllocationquantlyTrend following, Leveraged ETFs, BondsDec 11, 202212.7%-33.3%0.78
Deez the mad lad (Golden Ark Ballers)quantlyMarket timing, Defensive rotation, Drawdown protectionDec 7, 202259.7%-28.9%1.42
Golden Ark BallersquantlyMarket timing, Risk parity, Defensive rotationDec 4, 202257%-28.9%1.38
Magic Internet Money (+ Gain Train)quantlyTrend following, Momentum, Market timingNov 30, 202245.4%-50%1.11
Copy of 5 - Deez the mad lad quantlyMarket timing, Defensive rotation, Volatility hedgeNov 30, 202238.4%-23.9%1.35
Pop Bot Q|0/68 - S|368quantlyTrend following, Market timing, Risk parityNov 29, 202255%-20.9%1.73
Book based portfolio example l OCT 12 2011quantlyMarket timing, Leveraged ETFs, Defensive rotationNov 27, 202224.1%-39.3%1.06
🤖 1. V1.0 | [PROD] BTFD DCA Bot [FW] | Deez | quantlyMarket timing, Leveraged ETFs, Tech / Nasdaq focusNov 22, 202255.2%-24.6%1.64
V 1.1 | â‚¿ Magic Internet Money (MIM) | Deez | AR: 13,713.9% DD: 19.4% BT: 29JUN2022quantlyMarket timing, Risk parity, Defensive rotationNov 22, 20229.3%-58.9%0.44
Buy the Dips Nasdaq W/Opus 8,12,14quantlyMarket timing, Risk parity, Defensive rotationNov 21, 202233.9%-29%1.13
V1 WEAT🌾quantlyTrend following, Market timing, Defensive rotationNov 21, 202217.4%-16.7%1.14
🚂 V2 Gain Train DGAF | Deez | (A: 0.30, B: 0.01, R^2: 0, R: 0.02) BT - 1JAN2015quantlyMarket timing, Defensive rotation, Drawdown protectionNov 21, 202259.6%-22.5%1.83
Total Market Hedged - RSI trendsquantlyMarket timing, Volatility hedge, Defensive rotationNov 21, 202231%-23.4%1.21
V2.0 TQQQ RSI 7-30 Machine | Deez | 19NOV2022quantlyMarket timing, Short hedge, Defensive rotationNov 20, 202224%-23.5%1.03
$ OG v1.1 Buy The Dips 150d MA Basket | with bond selector | - less k-1 edition quantlyTrend following, Momentum, Market timingNov 19, 202248%-31.9%1.37

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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