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.
| Strategy | Categories | Out-of-sample since | CAGR | Max drawdown | Sharpe |
|---|---|---|---|---|---|
| v2.1a of Sandy's OG Boring Adaptive Dragonquantly | Market timing, Defensive rotation, Drawdown protection | Jan 28, 2023 | 27.2% | -13.2% | 2.08 |
| v2.0 | Risk On/Risk Off Hedgefundie (No K-1)quantly | Market timing, Defensive rotation, Drawdown protection | Feb 5, 2023 | 25.2% | -34.4% | 1.19 |
| v2.1 | Risk On/Risk Off Hedgefundie (No K-1)quantly | Market timing, Risk parity, Defensive rotation | Feb 6, 2023 | 30.5% | -39.8% | 1.30 |
| NO LETF V of Sandy's Golden Dragon V2.0quantly | Market timing, Defensive rotation, Drawdown protection | Feb 8, 2023 | 20.6% | -9.4% | 2.12 |
| Fund Surfing + V1.1 Bear BUYDIPS, Bull HFEARquantly | Market timing, Defensive rotation, Drawdown protection | Feb 19, 2023 | 55.3% | -50.3% | 1.36 |
| Fund Surfing - Replace TQQQ w/ TECL + V1.1 Bear BUYDIPS, Bull HFEARquantly | Market timing, Defensive rotation, Drawdown protection | Feb 24, 2023 | 51.1% | -52.9% | 1.23 |
| V1 QLD bot | QLD FTLTquantly | Trend following, Momentum, Market timing | Mar 1, 2023 | 54.9% | -42.1% | 1.38 |
| v1.6a Adaptive All Weather Portfolio + Pure BS Catcher (Garen Phillips)quantly | Market timing, Defensive rotation, Drawdown protection | Mar 2, 2023 | 39.3% | -14.4% | 1.30 |
| HAA CANARY + DUAL MOMENTUM + BLACK SWAN CATCHERquantly | Trend following, Momentum, Market timing | Mar 4, 2023 | 44.6% | -40.7% | 1.21 |
| V2 | Rising Rates with Vol Switchquantly | Market timing, Risk parity, Defensive rotation | Mar 20, 2023 | 21.1% | -37.6% | 0.86 |
| Better UPRO - Quarterlyquantly | Market timing, Risk parity, Drawdown protection | Mar 23, 2023 | 22.8% | -53.5% | 0.76 |
| 2x Better UPRO - Dailyquantly | Trend following, Momentum, Risk parity | Mar 23, 2023 | 51.1% | -40.4% | 1.21 |
| Boring TQQQ Trendzquantly | Trend following, Market timing, Risk parity | Mar 31, 2023 | 48.5% | -21.6% | 1.85 |
| Copy of Boring TQQQ Trendzquantly | Trend following, Market timing, Risk parity | Mar 31, 2023 | 44.6% | -16.1% | 1.97 |
| V1e Fund Surfing + V2 | Bear BUYDIPS, Bull HFEAR | Michael B | No K-1quantly | Market timing, Risk parity, Bonds | Apr 1, 2023 | 38.7% | -38.1% | 1.40 |
| OG Boring TQQQ Trendzquantly | Trend following, Market timing, Risk parity | Apr 2, 2023 | 48.5% | -24.5% | 1.89 |
| 🧪 BlackSwan Portfolio | Cashen Modquantly | Market timing, Leveraged ETFs, Bonds | Apr 2, 2023 | 49.2% | -54.9% | 1.11 |
| Composer Discover Page Symphoniesquantly | Broad market, Bonds, Risk parity | Apr 6, 2023 | 18% | -13.8% | 1.45 |
| Sandy's Golden Dragon V4.1quantly | Market timing, Risk parity, Defensive rotation | Apr 6, 2023 | 34.1% | -12.8% | 2.36 |
| [No LETF] Sandy's Golden Dragon V4.4 (vol hedge?)quantly | Market timing, Risk parity, Defensive rotation | Apr 7, 2023 | 20.4% | -7.3% | 2.54 |
| [No LETF] Sandy's Golden Dragon V4.4a (vol hedge?)quantly | Market timing, Risk parity, Defensive rotation | Apr 8, 2023 | 21% | -6.9% | 2.58 |
| Sandy's Golden Dragon V4.5a (vol hedge? + beta hedge)quantly | Market timing, Risk parity, Defensive rotation | Apr 8, 2023 | 41.4% | -14.3% | 2.47 |
| Beta Hedge 2.0quantly | Market timing, Volatility hedge, Defensive rotation | Apr 8, 2023 | 24.2% | -23.7% | 0.97 |
| 🦴 Sandy's Golden Dragon Skeleton 🦴quantly | Market timing, Risk parity, Defensive rotation | Apr 8, 2023 | 28.5% | -13.8% | 1.94 |
| Bet Against Betaquantly | Market timing, Defensive rotation, Drawdown protection | Apr 9, 2023 | 24.3% | -25.2% | 0.98 |
| Stripped Bet Against Betaquantly | Market timing, Defensive rotation, Drawdown protection | Apr 9, 2023 | 3.7% | -25.7% | 0.40 |
| V1a 🦴 Sandy's Golden Dragon Skeleton 🦴quantly | Market timing, Risk parity, Defensive rotation | Apr 10, 2023 | 30% | -14.4% | 1.94 |
| v1.6 Adaptive All Weather Portfolio + Pure BS Catcher (Garen Phillips)quantly | Market timing, Defensive rotation, Drawdown protection | Apr 15, 2023 | 39.3% | -14.4% | 1.30 |
| 🌠Operation: Meat Shield + Pure BS Catcher (Garen Phillips)quantly | Market timing, Defensive rotation, Drawdown protection | Apr 26, 2023 | 28.9% | -29.3% | 1.39 |
| Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + Pure BS Catcher (Garen Phillips)quantly | Market timing, Risk parity, Bonds | Apr 27, 2023 | 55.4% | -36.1% | 1.80 |
| V1a Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + Pure BS Catcher (Garen Phillips)quantly | Market timing, Risk parity, Drawdown protection | Apr 27, 2023 | 51.4% | -28% | 1.85 |
| [DEPRECATED] V1.1 | Fund Surfing | Michael B | 2xquantly | Market timing, Risk parity, Drawdown protection | Apr 27, 2023 | 36.6% | -44% | 1.23 |
Backtest results are hypothetical and do not guarantee future returns. Strategies are shared by Quantly users for research only and are not investment advice.