Leveraged ETFs 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
Cocktail Rev 1.0 _ Updated May 8 (Shared)quantlyMarket timing, Leveraged ETFs, Volatility hedgeMay 7, 202331%-13.1%1.76
V1a Vol-ey Wolley Mashup Remix [No VIXM] V2.0quantlyMarket timing, Defensive rotation, Risk parityMay 2, 202350.7%-12.1%2.20
Vol-ey Wolley Mashup Remix [No VIXM]quantlyMarket timing, Volatility hedge, Short hedgeApr 29, 202350.9%-16.5%2.21
SOXXroids Trend FollowingquantlyTrend following, Market timing, Leveraged ETFsApr 27, 202325.5%-36%0.94
Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + Pure BS Catcher (Garen Phillips)quantlyMarket timing, Risk parity, BondsApr 27, 202355.4%-36.1%1.80
NavonodquantlyMarket timing, Short hedge, BondsApr 26, 202324%-57.1%0.73
Single Pops (Medium Leverage - No K1 - No Black Swan Catcher) l 2 Nov 2011quantlyMean reversion, Market timing, Defensive rotationApr 21, 202317%-15.2%1.14
Simple DividendsquantlyMarket timing, Leveraged ETFs, BondsApr 16, 202327.7%-27.5%1.03
BB Signal (Final) + Simple long term FTLTquantlyMarket timing, Leveraged ETFs, Defensive rotationApr 11, 202356.1%-34.3%1.89
Sandy's Golden Dragon V4.6a (vol hedge? + beta hedge 2.0)quantlyMarket timing, Volatility hedge, Defensive rotationApr 9, 202341.4%-13.8%2.49
Sandy's Golden Dragon V4.7a (vol hedge? + beta hedge 2.0 + BAB 2)quantlyMarket timing, Volatility hedge, Defensive rotationApr 9, 202340.4%-13.3%2.49
Simple long term FTLT l 12 Jun 2014quantlyMarket timing, Leveraged ETFs, Volatility hedgeApr 8, 202345.2%-29.5%1.29
Vol Hedge ? 2.0 - Replace TQQQ w/ TECLquantlyMarket timing, Volatility hedge, Defensive rotationApr 7, 202357%-26.8%1.51
Vol Hedge ?quantlyMarket timing, Volatility hedge, Defensive rotationApr 6, 202353.3%-26.7%1.46
Hedged TQQQ FTLT (Long Backtest)quantlyMarket timing, Leveraged ETFs, Short hedgeApr 6, 202339.6%-19.1%1.98
Cautious Fund Surfing | SPY vs. TLT | 2xquantlyMarket timing, Bonds, Leveraged ETFsApr 2, 202323.7%-28%1.19
Cautious Fund Surfing | SPY vs. SHY & TLT | 3xquantlyMarket timing, Bonds, Leveraged ETFsApr 2, 202331.1%-38.2%1.23
Cautious Fund Surfing | SPY vs. SHY & TLT | 2xquantlyMarket timing, Leveraged ETFs, BondsApr 2, 202318.2%-27.6%1.04
Cautious Fund Surfing | SPY vs. TLT | 3xquantlyMarket timing, Bonds, Leveraged ETFsApr 2, 202333.6%-38.2%1.24
🧪 BlackSwan Portfolio | Cashen ModquantlyMarket timing, Leveraged ETFs, BondsApr 2, 202349.2%-54.9%1.11
V1d Fund SurfingquantlyMarket timing, Risk parity, BondsApr 1, 202341.5%-44.9%1.22
V1e Fund SurfingquantlyMarket timing, Leveraged ETFs, BondsApr 1, 202341%-44.9%1.21
V1b Fund SurfingquantlyMarket timing, Leveraged ETFs, BondsApr 1, 202332.7%-43.3%1.04
V1a Fund SurfingquantlyMarket timing, Leveraged ETFs, BondsApr 1, 202331.9%-39.7%1.11
V1d Fund Surfing + V2 | Bear BUYDIPS, Bull HFEAR | Michael B | No K-1quantlyMarket timing, Risk parity, BondsApr 1, 202339.1%-38.1%1.42
V1e Fund Surfing + V2 | Bear BUYDIPS, Bull HFEAR | Michael B | No K-1quantlyMarket timing, Risk parity, BondsApr 1, 202338.7%-38.1%1.40
V1c Fund SurfingquantlyMarket timing, Leveraged ETFs, Tech / Nasdaq focusApr 1, 202335.3%-42.5%1.10
HFEA 3.0quantlyTrend following, Market timing, Leveraged ETFsMar 30, 202352.4%-30.4%1.38
V2 All Weather Alpha 3x LeveragequantlyLeveraged ETFs, Trend following, Market timingMar 29, 202329.9%-39.9%1.21
Better UPRO - QuarterlyquantlyMarket timing, Risk parity, Drawdown protectionMar 23, 202322.8%-53.5%0.76
JEPI-DBMF-TQQQ | Simple Monthly | JefequantlyTrend following, Leveraged ETFs, Market timingMar 11, 202318%-16.3%1.19
v2 JEPI-DBMF-TQQQ | Simple Monthly | JefequantlyTrend following, Market timing, Risk parityMar 11, 202326%-26.5%1.14
Fund Surfing - Replace TQQQ w/ TECLquantlyMarket timing, Leveraged ETFs, BondsFeb 20, 202336.2%-48.7%1.08
Copy of V2 | Cautious Fund Surfing | 3x with V1.1 | Bear BUYDIPS, Bull HFEAR quantlyMarket timing, Defensive rotation, Risk parityFeb 19, 202357.4%-48.9%1.41
V2 | Cautious Fund Surfing | 3x with V1.1 | Bear BUYDIPS, Bull HFEAR quantlyMarket timing, Defensive rotation, Risk parityFeb 19, 202357.4%-48.9%1.41
Volatility and Kelly Symphony - Replace SSO w/TQQQ - quantlyMarket timing, Leveraged ETFs, BondsFeb 13, 202330.3%-42.9%0.93
Volatility and Kelly Symphony - Replace SHY w/ TLT & SSO w/ TECLquantlyMarket timing, Bonds, Leveraged ETFsFeb 13, 202330%-45.2%0.90
V1a Super Simple Symphony - Less Derivatives -quantlyMarket timing, Leveraged ETFs, Defensive rotationFeb 10, 202332.6%-56.4%0.93
v2.1 | Risk On/Risk Off Hedgefundie (No K-1)quantlyMarket timing, Risk parity, Defensive rotationFeb 6, 202330.5%-39.8%1.30
Fund SurfingquantlyMarket timing, Leveraged ETFs, BondsFeb 6, 202339.9%-43.6%1.23
Copy of Rising Rates with Vol Switch | KYLE MODquantlyMarket timing, Risk parity, Defensive rotationFeb 3, 202334.2%-45.2%1.22
1NS55 | Garen | Dynamic Allocator LongquantlyMean reversion, Leveraged ETFs, BondsFeb 1, 202329.5%-51.4%0.96
2x-3x Leveraged Adaptive Asset Allocation | GiantStepsquantlyMarket timing, Risk parity, Leveraged ETFsJan 31, 202314.2%-36%0.78
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
v1.6 Adaptive All Weather PortfolioquantlyMarket timing, Defensive rotation, Risk parityJan 27, 202323.7%-14.1%1.53
V1 | Retirement Fund | Michael B | AggressivequantlyTrend following, Market timing, Leveraged ETFsJan 26, 202324.1%-18%1.70
Copy of The Adaptive Dragon V1.0.1bquantlyMarket timing, Leveraged ETFs, Defensive rotationJan 26, 202334.7%-13.5%2.16
The Adaptive Dragon V1.0.1quantlyMarket timing, Leveraged ETFs, Defensive rotationJan 26, 202329.6%-11.3%2.08
3x Leveraged | Dereck's Secular Market FrameworkquantlyLeveraged ETFs, Trend following, Market timingJan 24, 202346.1%-41.8%1.17

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