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.
| Strategy | Categories | Out-of-sample since | CAGR | Max drawdown | Sharpe |
|---|---|---|---|---|---|
| V1 | Safer 20 Year Treasury Bonds | Michael Bquantly | Market timing, Defensive rotation, Bonds | Oct 23, 2022 | 6% | -22.8% | 0.59 |
| Vixen Basketquantly | Market timing, Risk parity, Volatility hedge | Oct 24, 2022 | 29.3% | -44.8% | 0.92 |
| v1.2 Adaptive All Weather Portfolio | Garen Crash Protection Modquantly | Market timing, Defensive rotation, Risk parity | Oct 24, 2022 | 28% | -20.8% | 1.63 |
| Adaptive All Weather Portfolio v1.1quantly | Market timing, Leveraged ETFs, Commodities | Oct 24, 2022 | 25.2% | -20.5% | 1.55 |
| V 1.0 | 📈 Actively Managed S&P 10 | Deezquantly | Mean reversion, Market timing, Bonds | Oct 26, 2022 | 31.8% | -23.8% | 1.48 |
| Exhibit 3 | ADAPTIVE ASSET ALLOCATIONquantly | Momentum, Market timing, Broad market | Oct 27, 2022 | 6.8% | -23.3% | 0.66 |
| Exhibit 3 | ADAPTIVE ASSET ALLOCATION | 5C2quantly | Momentum, Market timing, Defensive rotation | Oct 28, 2022 | 11.9% | -17.3% | 0.97 |
| V1.2a Adaptive All Weather Portfolio | Garen Crash Protection Modquantly | Market timing, Defensive rotation, Drawdown protection | Oct 28, 2022 | 31.9% | -20.8% | 1.61 |
| BACKTEST v1.3 | Adaptive All Weather Portfolioquantly | Market timing, Leveraged ETFs, Defensive rotation | Oct 30, 2022 | 26.6% | -20.7% | 1.60 |
| V2 | Emerging Markets | Otterly Foolish | Dereck Nielsen Modquantly | Trend following, Momentum, Market timing | Oct 30, 2022 | 47.7% | -38% | 1.12 |
| v1.3 | Adaptive All Weather Portfolioquantly | Market timing, Defensive rotation, Risk parity | Oct 30, 2022 | 27.5% | -20.8% | 1.62 |
| V1 | Frankensymphony | Michael Bquantly | Market timing, Defensive rotation, Volatility hedge | Oct 31, 2022 | 43.3% | -26.3% | 1.81 |
| BACKTEST v1.3a | Adaptive All Weather Portfolioquantly | Market timing, Defensive rotation, Bonds | Nov 2, 2022 | 30.5% | -20.7% | 1.58 |
| Exhibit 4 | Adaptive Asset Allocation | 4 choose 2quantly | Momentum, Risk parity, Defensive rotation | Nov 3, 2022 | 9.5% | -15.5% | 0.95 |
| Stop the Drop and Diversify a modified Opus-12 by Perfektquantly | Market timing, Defensive rotation, Risk parity | Nov 4, 2022 | 15.3% | -13.5% | 1.32 |
| What stock market?quantly | Market timing, Leveraged ETFs, Short hedge | Nov 4, 2022 | 5.6% | -16.5% | 0.63 |
| Submission to the Zero Beta Contest No. 4 - GiantStepsquantly | Momentum, Risk parity, Market timing | Nov 4, 2022 | 10.8% | -20% | 0.90 |
| V1.0 | Beta Pauper | HinnomTX | Monthly Zero Beta Symphony | β=0.00 | 1/1/2015-10/10/2022quantly | Leveraged ETFs, Short hedge, Defensive rotation | Nov 5, 2022 | 1.6% | -38.3% | 0.19 |
| i5 - QQQ Bonds Basketquantly | Market timing, Risk parity, Bonds | Nov 5, 2022 | 40.2% | -28.2% | 1.62 |
| V2 | Commander BND Monthly | HinnomTX | Trades 12 Times / Year | 109% AR | 25.1% DD | 12/2013-22quantly | Market timing, Defensive rotation, Leveraged ETFs | Nov 5, 2022 | 40.3% | -56.5% | 1.04 |
| V2.0u | Commander BND Unleveraged Monthly | HinnomTX | Trades 12 Times / Year | 38% AR | 19.1% DD | 12/2013-22quantly | Market timing, Short hedge, Defensive rotation | Nov 5, 2022 | 14.2% | -27% | 0.83 |
| $ Retirement Fund: Aggressive 1.1 (no K-1 edition) see notesquantly | Trend following, Market timing, Defensive rotation | Nov 6, 2022 | 26.2% | -15% | 1.75 |
| Copy of DOT COM Bust (Apr 26 1999) | Newbie Guidequantly | Trend following, Market timing, Defensive rotation | Nov 6, 2022 | 14.5% | -27% | 0.84 |
| V2 | Commander BND Monthly | HinnomTX | NON-US 1446(f)-free version by Pskonejottquantly | Market timing, Short hedge, Defensive rotation | Nov 7, 2022 | 39.7% | -56.5% | 0.98 |
| OG V 1bb | 🚂 Gain Train DGAF | Deez | (A: 0.30, B: 0.01, R^2: 0, R: 0.02) BT - 1JAN2015 | no bb okhi2u modquantly | Trend following, Market timing, Defensive rotation | Nov 7, 2022 | 26.8% | -20.8% | 1.25 |
| Adaptive Asset Allocation l BrianE Mod l - TECH, GOLD, BONDS, DBC, USDUquantly | Market timing, Risk parity, Leveraged ETFs | Nov 8, 2022 | 30.2% | -37.2% | 1.16 |
| Adaptive Asset Allocation l BrianE Mod l SH, USDU, XLU, TLTquantly | Market timing, Risk parity, Defensive rotation | Nov 8, 2022 | 6.5% | -16.1% | 0.74 |
| OG V1.1 QQQ 1DMR - 2X LETF editionquantly | Trend following, Momentum, Market timing | Nov 9, 2022 | 39.5% | -26.6% | 1.38 |
| BACKTEST | v1.5 Adaptive All Weather Portfolioquantly | Market timing, Defensive rotation, Bonds | Nov 9, 2022 | 25.5% | -21.4% | 1.52 |
| OG v1.4 | Adaptive All Weather Portfolio | Beta Baller removedquantly | Market timing, Risk parity, Defensive rotation | Nov 9, 2022 | 27% | -20.8% | 1.59 |
| v1.5 Adaptive All Weather Portfolioquantly | Market timing, Defensive rotation, Drawdown protection | Nov 9, 2022 | 24.7% | -21.2% | 1.48 |
| Unleveraged If Statements | Adaptive Asset Allocation - UPRO, TMF, UUP, and DBC | SMA Strategy | GiantStepsquantly | Market timing, Risk parity, Defensive rotation | Nov 12, 2022 | 17.1% | -28.9% | 1.04 |
| Adaptive Asset Allocation - SPY, TLT, UUP, GLD | GiantStepsquantly | Risk parity, Market timing, Defensive rotation | Nov 12, 2022 | 9.5% | -15.5% | 0.95 |
| Adaptive Asset Allocation | SMA trend strategy | GiantSteps | Leveraged Replace UPRO with SOXLquantly | Market timing, Risk parity, Leveraged ETFs | Nov 12, 2022 | 16.7% | -45.9% | 0.85 |
| Frankenrisky Rebalancer | Backtest 2022-06-22quantly | Market timing, Leveraged ETFs, Defensive rotation | Nov 13, 2022 | 31.8% | -32.9% | 1.17 |
| V1.01|Anti-chop QLD For The Long Termquantly | Trend following, Market timing, Leveraged ETFs | Nov 13, 2022 | 27.8% | -25.6% | 1.30 |
| (B) Structures (Frameworks and Hedges) (46/14% MDD) since 2019quantly | Market timing, Risk parity, Volatility hedge | Nov 15, 2022 | 42.5% | -14.5% | 2.13 |
| [TMBPE]quantly | Market timing, Volatility hedge, Defensive rotation | Nov 15, 2022 | 38% | -39.8% | 1.14 |
| The Weekly Grind [Experimental] - what drawdowns okih2u mod?quantly | Risk parity, Market timing, Defensive rotation | Nov 15, 2022 | 21.8% | -18.6% | 1.48 |
| Aggressive Bots 2: AAAquantly | Market timing, Risk parity, Leveraged ETFs | Nov 15, 2022 | 58.8% | -23.4% | 1.90 |
| Structures (Frameworks and Hedges)quantly | Market timing, Defensive rotation, Volatility hedge | Nov 15, 2022 | 42.5% | -14.5% | 2.13 |
| BE's 6th Opus l Pop + Hedges l Jun 2nd 2017quantly | Market timing, Defensive rotation, Risk parity | Nov 15, 2022 | 42.3% | -22.3% | 2.08 |
| Survivorship Bias Ahoyquantly | Market timing, Volatility hedge, Bonds | Nov 15, 2022 | 15.2% | -16.9% | 1.11 |
| BE's 11th Opus l Dippy AAA + HnL l Jun 5th 2017quantly | Market timing, Risk parity, Defensive rotation | Nov 15, 2022 | 39% | -21.7% | 2.15 |
| BE's 2nd Opus l HnL + Commodities l Jun 2nd 2017quantly | Market timing, Risk parity, Defensive rotation | Nov 15, 2022 | 45.4% | -10% | 2.25 |
| The Weekly Grind [Experimental]quantly | Momentum, Market timing, Sector rotation | Nov 15, 2022 | 23% | -25.1% | 1.17 |
| The Weekly Grind [Experimental] | Rotatorquantly | Market timing, Risk parity, Defensive rotation | Nov 16, 2022 | 23.4% | -17.8% | 1.50 |
| $ OG v1.1 Buy The Dips 150d MA Basket | with bond selector | - less k-1 edition quantly | Trend following, Momentum, Market timing | Nov 19, 2022 | 48% | -31.9% | 1.37 |
| OG v1.1 Buy The Dips 150d MA Basket | with bond selector | - less k-1 edition | SHAREDquantly | Trend following, Momentum, Market timing | Nov 19, 2022 | 48% | -31.9% | 1.37 |
| V2.0 TQQQ RSI 7-30 Machine | Deez | 19NOV2022quantly | Market timing, Short hedge, Defensive rotation | Nov 20, 2022 | 24% | -23.5% | 1.03 |
Backtest results are hypothetical and do not guarantee future returns. Strategies are shared by Quantly users for research only and are not investment advice.