Drawdown protection 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
Hedgefundies Refined: Leveraged Stocks and Bonds with a HedgequantlyMarket timing, Drawdown protection, BondsFeb 12, 202220.5%-57.2%0.88
The Not Boring: Rising Rates with Vol SwitchquantlyMarket timing, Risk parity, Defensive rotationFeb 12, 202221.6%-28.1%1.07
TQQQ Daily 60d Bond Trend, 2d Bond Trend, Drawdown, VixquantlyMarket timing, Risk parity, Drawdown protectionApr 4, 202252.7%-59.6%1.21
Symphony Nesting: YINN-YANG / BUYDIPS / HFEARquantlyMarket timing, Dip buying, Drawdown protectionAug 29, 202245.6%-37.4%1.15
50/50 S&P 500/Commodities by DereckNielsen | "Fund Surfing" ModquantlyMarket timing, Risk parity, Drawdown protectionSep 19, 202235.9%-37.5%1.21
Layer 2: Hedged Bull (v 1.1)quantlyTrend following, Market timing, Risk paritySep 21, 202229.6%-33.9%1.30
W/ Garen modquantlyMarket timing, Risk parity, Drawdown protectionSep 25, 202250.4%-31%1.39
Risk On/Risk Off Hedgefundie (No K-1)quantlyMarket timing, Defensive rotation, Drawdown protectionOct 2, 202255.3%-55.2%1.31
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
QLD to May 2007 + UUP/XLU Mod 43%/19% DDquantlyTrend following, Market timing, Leveraged ETFsOct 13, 202237.8%-22.8%1.56
V1 | TMV/TMF Selector | Michael BquantlyMarket timing, Drawdown protection, BondsOct 15, 202228.2%-33.2%1.11
V3.1 | A Better "LETF minimum drawdown" | DJKeyhole 🧙‍♂️ | No UGEquantlyMarket timing, Leveraged ETFs, Short hedgeOct 18, 202253.6%-46.3%1.98
OG 2x edition of v1.1 of Risk On/Risk Off Hedgefundie (No K-1)quantlyMarket timing, Leveraged ETFs, BondsOct 22, 202244.2%-41.8%1.40
V1.2a Adaptive All Weather Portfolio | Garen Crash Protection ModquantlyMarket timing, Defensive rotation, Drawdown protectionOct 28, 202231.9%-20.8%1.61
V1 | Frankensymphony | Michael BquantlyMarket timing, Defensive rotation, Volatility hedgeOct 31, 202243.3%-26.3%1.81
Relaxed Trader AlgoquantlyTrend following, Market timing, BondsNov 4, 20228.4%-22.2%0.79
Drawdown/Skim Bots (USDU, no UUP)quantlyMarket timing, Risk parity, Volatility hedgeNov 5, 202230.3%-13.9%1.73
OG V1.1 QQQ 1DMR - 2X LETF editionquantlyTrend following, Momentum, Market timingNov 9, 202239.5%-26.6%1.38
v1.5 Adaptive All Weather PortfolioquantlyMarket timing, Defensive rotation, Drawdown protectionNov 9, 202224.7%-21.2%1.48
Frankenrisky Rebalancer | Backtest 2022-06-22quantlyMarket timing, Leveraged ETFs, Defensive rotationNov 13, 202231.8%-32.9%1.17
Max Drawdown Black Swan CatcherquantlyMarket timing, Mean reversion, Volatility hedgeNov 21, 202227.7%-14.7%1.47
🚂 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
Magic Internet Money (+ Golden Baller)quantlyMarket timing, Short hedge, Drawdown protectionNov 30, 202233.5%-44.8%0.81
Deez the mad lad (Golden Ark Ballers)quantlyMarket timing, Defensive rotation, Drawdown protectionDec 7, 202259.7%-28.9%1.42
BACKTEST | v1.6 Adaptive All Weather PortfolioquantlyMarket timing, Defensive rotation, Drawdown protectionDec 15, 202224%-13.9%1.56
V1.6b Adaptive All Weather PortfolioquantlyMarket timing, Defensive rotation, Drawdown protectionDec 16, 202225.2%-14.1%1.46
V1.0.0 EASY SLIMEquantlyMarket timing, Defensive rotation, Drawdown protectionDec 17, 202251%-44.6%1.49
Beat The Market V2quantlyTrend following, Momentum, Mean reversionDec 18, 202222.3%-22.6%1.23
Stupid Bot l 17Jul2006quantlyMomentum, Sector rotation, Drawdown protectionDec 19, 20228.1%-17.1%0.89
V3 / Gas - Commodity Rotation - Long/Short - Modified by WaywardSonquantlySector rotation, Market timing, Drawdown protectionDec 20, 202240.4%-55.9%0.89
Simple LQQQquantlyMarket timing, Risk parity, Leveraged ETFsDec 25, 202234%-43%1.02
V 1.4.1C | Proteus Slime + Dividends l 100-0quantlyMarket timing, Defensive rotation, Drawdown protectionJan 6, 202334.9%-54%0.99
V1.6b Adaptive All Weather Portfolio+Agressive Battleship IIIquantlyMarket timing, Risk parity, Defensive rotationJan 7, 202348.5%-32.6%1.89
V1.1a Zero Beta Sack of YOLOquantlyMarket timing, Defensive rotation, Drawdown protectionJan 8, 202333.5%-44.4%1.28
The Plain Jane (Daily or Weekly) RSI(20)quantlyMarket timing, Drawdown protection, Leveraged ETFsJan 9, 202320.6%-30.3%1.01
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
V0.0.1 Managed MadnessquantlyMarket timing, Short hedge, Drawdown protectionJan 11, 202330%-22.4%1.64
Copy of My Perfect Vol Hedge: Combined V2.0quantlyMarket timing, Volatility hedge, Drawdown protectionJan 14, 202316.9%-44.9%0.59
V1b Zero Beta Sack of YOLOquantlyMarket timing, Defensive rotation, Drawdown protectionJan 18, 202339.2%-37%1.27
V1b 15/15 BB + MIM CONSquantlyMarket timing, Defensive rotation, Drawdown protectionJan 19, 202360%-58.2%1.04
V1a Deez the mad lad (Golden Ark Ballers)quantlyMarket timing, Defensive rotation, Drawdown protectionJan 22, 202359.4%-28.9%1.41
V1b Magic Internet Money (+ Golden Baller)quantlyMarket timing, Short hedge, Drawdown protectionJan 22, 202335.2%-46.9%0.83
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
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
Master Adaptive Boring Golden DragonquantlyMarket timing, Defensive rotation, Drawdown protectionJan 27, 202326.6%-11.9%2.07

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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