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
Simple LQQQquantlyMarket timing, Risk parity, Leveraged ETFsDec 25, 202234%-43%1.02
V3 / Gas - Commodity Rotation - Long/Short - Modified by WaywardSonquantlySector rotation, Market timing, Drawdown protectionDec 20, 202240.4%-55.9%0.89
Stupid Bot l 17Jul2006quantlyMomentum, Sector rotation, Drawdown protectionDec 19, 20228.1%-17.1%0.89
Beat The Market V2quantlyTrend following, Momentum, Mean reversionDec 18, 202222.3%-22.6%1.23
V1.0.0 EASY SLIMEquantlyMarket timing, Defensive rotation, Drawdown protectionDec 17, 202251%-44.6%1.49
V1.6b Adaptive All Weather PortfolioquantlyMarket timing, Defensive rotation, Drawdown protectionDec 16, 202225.2%-14.1%1.46
BACKTEST | v1.6 Adaptive All Weather PortfolioquantlyMarket timing, Defensive rotation, Drawdown protectionDec 15, 202224%-13.9%1.56
Deez the mad lad (Golden Ark Ballers)quantlyMarket timing, Defensive rotation, Drawdown protectionDec 7, 202259.7%-28.9%1.42
Magic Internet Money (+ Golden Baller)quantlyMarket timing, Short hedge, Drawdown protectionNov 30, 202233.5%-44.8%0.81
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
Frankenrisky Rebalancer | Backtest 2022-06-22quantlyMarket timing, Leveraged ETFs, Defensive rotationNov 13, 202231.8%-32.9%1.17
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
Drawdown/Skim Bots (USDU, no UUP)quantlyMarket timing, Risk parity, Volatility hedgeNov 5, 202230.3%-13.9%1.73
Relaxed Trader AlgoquantlyTrend following, Market timing, BondsNov 4, 20228.4%-22.2%0.79
V1 | Frankensymphony | Michael BquantlyMarket timing, Defensive rotation, Volatility hedgeOct 31, 202243.3%-26.3%1.81
V1.2a Adaptive All Weather Portfolio | Garen Crash Protection ModquantlyMarket timing, Defensive rotation, Drawdown protectionOct 28, 202231.9%-20.8%1.61
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
V3.1 | A Better "LETF minimum drawdown" | DJKeyhole 🧙‍♂️ | No UGEquantlyMarket timing, Leveraged ETFs, Short hedgeOct 18, 202253.6%-46.3%1.98
V1 | TMV/TMF Selector | Michael BquantlyMarket timing, Drawdown protection, BondsOct 15, 202228.2%-33.2%1.11
QLD to May 2007 + UUP/XLU Mod 43%/19% DDquantlyTrend following, Market timing, Leveraged ETFsOct 13, 202237.8%-22.8%1.56
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)quantlyMarket timing, Defensive rotation, Drawdown protectionOct 2, 202255.3%-55.2%1.31
W/ Garen modquantlyMarket timing, Risk parity, Drawdown protectionSep 25, 202250.4%-31%1.39
Layer 2: Hedged Bull (v 1.1)quantlyTrend following, Market timing, Risk paritySep 21, 202229.6%-33.9%1.30
50/50 S&P 500/Commodities by DereckNielsen | "Fund Surfing" ModquantlyMarket timing, Risk parity, Drawdown protectionSep 19, 202235.9%-37.5%1.21
Symphony Nesting: YINN-YANG / BUYDIPS / HFEARquantlyMarket timing, Dip buying, Drawdown protectionAug 29, 202245.6%-37.4%1.15
TQQQ Daily 60d Bond Trend, 2d Bond Trend, Drawdown, VixquantlyMarket timing, Risk parity, Drawdown protectionApr 4, 202252.7%-59.6%1.21
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

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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