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
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
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
V2 | Retirement Fund | Michael B | Mild (no leverage)quantlyTrend following, Market timing, Defensive rotationOct 15, 20229.7%-6.1%1.44
SolomonquantlyMarket timing, Defensive rotation, Broad marketOct 14, 202213.2%-26.5%0.81
QLD to May 2007 + UUP/XLU Mod 43%/19% DDquantlyTrend following, Market timing, Leveraged ETFsOct 13, 202237.8%-22.8%1.56
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
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
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 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
Risk On/Risk Off Hedgefundie (No K-1) v1.1quantlyMarket timing, Leveraged ETFs, Defensive rotationOct 4, 202257.2%-56.7%1.29
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)quantlyMarket timing, Defensive rotation, Drawdown protectionOct 2, 202255.3%-55.2%1.31
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
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
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
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
Layer 2: Hedged Bear Market (v 1.1)quantlyMarket timing, Risk parity, Short hedgeSep 21, 202215.6%-43.3%0.72
SPY - Bull or HedgequantlyMarket timing, Risk parity, Volatility hedgeSep 20, 202249.6%-28%1.36
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
Black Swan 🦢 V5 5/28/22 by Garen PhillipsquantlyMarket timing, Risk parity, BondsSep 5, 202218.2%-24.4%0.71
Mega Cap + Dippy Qutie V3 🍒quantlyMarket timing, Defensive rotation, Volatility hedgeAug 23, 202247.2%-46.3%1.18
2008 All-Stars Defense 🦢quantlyMarket timing, Defensive rotation, Risk parityAug 16, 202226.1%-42.5%0.88
Dippy Qutie V.1 🍒 5/29/22quantlyMarket timing, Mean reversion, Defensive rotationMay 29, 202235.7%-39.6%1.04
1NS15 Risk On or Risk Off Bitcoin | Garen | https://www.investorcollab.comquantlyMarket timing, Crypto, BondsMay 20, 202222.6%-28.2%0.73
Global TrendquantlyTrend following, Market timing, Defensive rotationMay 15, 20226.2%-13.1%0.93
Enhanced 45-45-10quantlyMarket timing, Defensive rotation, BondsMar 22, 202214.4%-28.4%0.89
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

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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