International 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 |
|---|---|---|---|---|---|
| Copy of The Sandy Dragonquantly | Market timing, Risk parity, Bonds | Jan 20, 2023 | 22.9% | -12.1% | 1.92 |
| The Sandy Dragonquantly | Market timing, Defensive rotation, Volatility hedge | Jan 20, 2023 | 50.4% | -13.7% | 2.15 |
| Exhibit 3 | ADAPTIVE ASSET ALLOCATIONquantly | Momentum, Market timing, Broad market | Oct 27, 2022 | 6.8% | -23.3% | 0.66 |
| Exhibit 1 | ADAPTIVE ASSET ALLOCATIONquantly | Buy and hold, Broad market, Bonds | Oct 27, 2022 | 6.5% | -22.8% | 0.63 |
| V1 | Safety Mix | Michael Bquantly | Buy and hold, Commodities, Bonds | Oct 24, 2022 | 6% | -7.1% | 1.10 |
| Copy the Dragon Portfolioquantly | Market timing, Risk parity, Volatility hedge | Feb 12, 2022 | 12.2% | -36.3% | 0.92 |
| Copy David Swensenquantly | Buy and hold, Broad market, International | Feb 12, 2022 | 7.8% | -26.1% | 0.71 |
Backtest results are hypothetical and do not guarantee future returns. Strategies are shared by Quantly users for research only and are not investment advice.