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
Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + Pure BS Catcher (Garen Phillips)quantlyMarket timing, Risk parity, BondsApr 27, 202355.4%-36.1%1.80
V1a Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + Pure BS Catcher (Garen Phillips)quantlyMarket timing, Risk parity, Drawdown protectionApr 27, 202351.4%-28%1.85
[DEPRECATED] V1.1 | Fund Surfing | Michael B | 2xquantlyMarket timing, Risk parity, Drawdown protectionApr 27, 202336.6%-44%1.23
🌭 Operation: Meat Shield + Pure BS Catcher (Garen Phillips)quantlyMarket timing, Defensive rotation, Drawdown protectionApr 26, 202328.9%-29.3%1.39
v1.6 Adaptive All Weather Portfolio + Pure BS Catcher (Garen Phillips)quantlyMarket timing, Defensive rotation, Drawdown protectionApr 15, 202339.3%-14.4%1.30
V1a 🦴 Sandy's Golden Dragon Skeleton 🦴quantlyMarket timing, Risk parity, Defensive rotationApr 10, 202330%-14.4%1.94
Bet Against BetaquantlyMarket timing, Defensive rotation, Drawdown protectionApr 9, 202324.3%-25.2%0.98
Stripped Bet Against BetaquantlyMarket timing, Defensive rotation, Drawdown protectionApr 9, 20233.7%-25.7%0.40
[No LETF] Sandy's Golden Dragon V4.4a (vol hedge?)quantlyMarket timing, Risk parity, Defensive rotationApr 8, 202321%-6.9%2.58
Sandy's Golden Dragon V4.5a (vol hedge? + beta hedge)quantlyMarket timing, Risk parity, Defensive rotationApr 8, 202341.4%-14.3%2.47
Beta Hedge 2.0quantlyMarket timing, Volatility hedge, Defensive rotationApr 8, 202324.2%-23.7%0.97
🦴 Sandy's Golden Dragon Skeleton 🦴quantlyMarket timing, Risk parity, Defensive rotationApr 8, 202328.5%-13.8%1.94
[No LETF] Sandy's Golden Dragon V4.4 (vol hedge?)quantlyMarket timing, Risk parity, Defensive rotationApr 7, 202320.4%-7.3%2.54
Composer Discover Page SymphoniesquantlyBroad market, Bonds, Risk parityApr 6, 202318%-13.8%1.45
Sandy's Golden Dragon V4.1quantlyMarket timing, Risk parity, Defensive rotationApr 6, 202334.1%-12.8%2.36
OG Boring TQQQ TrendzquantlyTrend following, Market timing, Risk parityApr 2, 202348.5%-24.5%1.89
🧪 BlackSwan Portfolio | Cashen ModquantlyMarket timing, Leveraged ETFs, BondsApr 2, 202349.2%-54.9%1.11
V1e Fund Surfing + V2 | Bear BUYDIPS, Bull HFEAR | Michael B | No K-1quantlyMarket timing, Risk parity, BondsApr 1, 202338.7%-38.1%1.40
Boring TQQQ TrendzquantlyTrend following, Market timing, Risk parityMar 31, 202348.5%-21.6%1.85
Copy of Boring TQQQ TrendzquantlyTrend following, Market timing, Risk parityMar 31, 202344.6%-16.1%1.97
Better UPRO - QuarterlyquantlyMarket timing, Risk parity, Drawdown protectionMar 23, 202322.8%-53.5%0.76
2x Better UPRO - DailyquantlyTrend following, Momentum, Risk parityMar 23, 202351.1%-40.4%1.21
V2 | Rising Rates with Vol SwitchquantlyMarket timing, Risk parity, Defensive rotationMar 20, 202321.1%-37.6%0.86
HAA CANARY + DUAL MOMENTUM + BLACK SWAN CATCHERquantlyTrend following, Momentum, Market timingMar 4, 202344.6%-40.7%1.21
v1.6a Adaptive All Weather Portfolio + Pure BS Catcher (Garen Phillips)quantlyMarket timing, Defensive rotation, Drawdown protectionMar 2, 202339.3%-14.4%1.30
V1 QLD bot | QLD FTLTquantlyTrend following, Momentum, Market timingMar 1, 202354.9%-42.1%1.38
Fund Surfing - Replace TQQQ w/ TECL + V1.1 Bear BUYDIPS, Bull HFEARquantlyMarket timing, Defensive rotation, Drawdown protectionFeb 24, 202351.1%-52.9%1.23
Fund Surfing + V1.1 Bear BUYDIPS, Bull HFEARquantlyMarket timing, Defensive rotation, Drawdown protectionFeb 19, 202355.3%-50.3%1.36
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
v2.1a of Sandy's OG Boring Adaptive DragonquantlyMarket timing, Defensive rotation, Drawdown protectionJan 28, 202327.2%-13.2%2.08
Master Adaptive Boring Golden DragonquantlyMarket timing, Defensive rotation, Drawdown protectionJan 27, 202326.6%-11.9%2.07
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
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
V1b 15/15 BB + MIM CONSquantlyMarket timing, Defensive rotation, Drawdown protectionJan 19, 202360%-58.2%1.04
V1b Zero Beta Sack of YOLOquantlyMarket timing, Defensive rotation, Drawdown protectionJan 18, 202339.2%-37%1.27
Copy of My Perfect Vol Hedge: Combined V2.0quantlyMarket timing, Volatility hedge, Drawdown protectionJan 14, 202316.9%-44.9%0.59
V0.0.1 Managed MadnessquantlyMarket timing, Short hedge, Drawdown protectionJan 11, 202330%-22.4%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
The Plain Jane (Daily or Weekly) RSI(20)quantlyMarket timing, Drawdown protection, Leveraged ETFsJan 9, 202320.6%-30.3%1.01
V1.1a Zero Beta Sack of YOLOquantlyMarket timing, Defensive rotation, Drawdown protectionJan 8, 202333.5%-44.4%1.28
V1.6b Adaptive All Weather Portfolio+Agressive Battleship IIIquantlyMarket timing, Risk parity, Defensive rotationJan 7, 202348.5%-32.6%1.89
V 1.4.1C | Proteus Slime + Dividends l 100-0quantlyMarket timing, Defensive rotation, Drawdown protectionJan 6, 202334.9%-54%0.99

Backtest results are hypothetical and do not guarantee future returns. Strategies are shared by Quantly users for research only and are not investment advice.

Build your next strategy. Prove it on paper before you risk real money.

Backtest against decades of data in minutes. Connect your brokerage to paper trade, then go live when you are ready.

Get startedSee how it works