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
2x Leveraged | Dereck's Secular Market FrameworkquantlyTrend following, Market timing, Leveraged ETFsJan 24, 202332.5%-35.3%1.13
Copy of DBMF ReplicationquantlyMarket timing, Leveraged ETFs, Risk parityJan 20, 20238.7%-25.1%0.65
Blend: Cautious Fund Surfing | 3x & V1.1 | Bear BUYDIPS, Bull HFEARquantlyMarket timing, Defensive rotation, Leveraged ETFsJan 18, 202335.5%-33.2%1.43
Chowmeini's Simple TECL with SafetyquantlyMarket timing, Leveraged ETFs, Defensive rotationJan 14, 202338.2%-27.6%1.24
Cautious Fund Surfing | 2xquantlyMarket timing, Risk parity, Leveraged ETFsJan 13, 202319.3%-30.4%1.05
Cautious Fund Surfing | SPY vs. SHY | 2xquantlyMarket timing, Bonds, Leveraged ETFsJan 13, 202317.8%-26.5%1.06
Master RunnerquantlyMarket timing, Leveraged ETFs, Defensive rotationJan 13, 202326.6%-11%2.27
Cautious Fund Surfing | 3xquantlyMarket timing, Risk parity, Defensive rotationJan 13, 202332.9%-37.7%1.25
Cautious Fund Surfing | SPY vs. SHY | 3xquantlyMarket timing, Bonds, Leveraged ETFsJan 13, 202330.4%-36.6%1.21
The Plain Jane (Daily or Weekly) RSI(20)quantlyMarket timing, Drawdown protection, Leveraged ETFsJan 9, 202320.6%-30.3%1.01
V1.6b Adaptive All Weather Portfolio+Agressive Battleship IIIquantlyMarket timing, Risk parity, Defensive rotationJan 7, 202348.5%-32.6%1.89
V1.6 Adaptive All Weather Portfolio+Battleship III quantlyMarket timing, Risk parity, Defensive rotationJan 6, 202345.8%-32.6%1.96
Tech vs Utilities | Managed RiskquantlyMarket timing, Risk parity, Defensive rotationJan 3, 202329.1%-31%1.27
V1a Monthly JNK canary Replace UPRO with TQQQquantlyMarket timing, Leveraged ETFs, Defensive rotationJan 2, 202325.6%-48.7%0.98
(draft v0.0.1) ☢ V2.12 The Manhattan Project (slimed)quantlyRisk parity, Leveraged ETFs, Market timingDec 31, 202236.9%-23.7%1.43
XLK vs XLP/U l 30May2007quantlyMarket timing, Short hedge, BondsDec 29, 202230.8%-26.5%1.04
AAA BondsquantlyMarket timing, Leveraged ETFs, Volatility hedgeDec 26, 202234%-29.4%1.52
AAA BDFquantlyMarket timing, Risk parity, Defensive rotationDec 26, 202252.4%-25%1.98
Dippy BondsquantlyLeveraged ETFs, Tech / Nasdaq focus, Market timingDec 26, 202252.9%-25.9%1.85
Simple LQQQquantlyMarket timing, Risk parity, Leveraged ETFsDec 25, 202234%-43%1.02
BrianE's Triple BondsquantlyMarket timing, Leveraged ETFs, BondsDec 24, 202213.2%-37.3%0.70
BrianE's Single Bonds BotquantlyMarket timing, Leveraged ETFs, BondsDec 24, 202213.7%-43%0.65
V2 AAA w/ ERXquantlyMarket timing, Risk parity, Leveraged ETFsDec 24, 202238.9%-51%1.23
HEDGED & LEVERAGED - BONDS & STOCKS - V4.2 Replace UPRO with TECL, TQQQ, and SOXLquantlyMarket timing, Leveraged ETFs, BondsDec 17, 202253.8%-47.8%1.36
HEDGED & LEVERAGED - BONDS & STOCKS - V4.1.1 Replace UPRO with TECL, TQQQ, and SOXLquantlyTrend following, Market timing, Leveraged ETFsDec 17, 202248.9%-36.6%1.38
HEDGED & LEVERAGED - BONDS & STOCKS - V2.1.1 - BT 12-6-2012 Replace UPRO with TECL, TQQQ, and SOXLquantlyTrend following, Market timing, Leveraged ETFsDec 16, 202246.1%-36.6%1.38
V1.6a Adaptive All Weather PortfolioquantlyMarket timing, Defensive rotation, Risk parityDec 16, 202227.6%-14.1%1.52
HEDGED & LEVERAGED - BONDS & STOCKS - V2.1a Replace UPRO with SOXLquantlyTrend following, Market timing, Leveraged ETFsDec 14, 202238.6%-34.1%1.32
HEDGED & LEVERAGED - BONDS & STOCKS - V4c Replace UPRO with SOXLquantlyMarket timing, Leveraged ETFs, BondsDec 14, 202245.9%-45.6%1.36
Protective 🦺 Asset AllocationquantlyTrend following, Leveraged ETFs, BondsDec 11, 202212.7%-33.3%0.78
70% SOXL 30% SOXSquantlyBuy and hold, Leveraged ETFs, Tech / Nasdaq focusNov 30, 202222.8%-54.9%0.74
Composer Top | 30NOV2022quantlyBuy and hold, Leveraged ETFs, Tech / Nasdaq focusNov 29, 202215.4%-38.4%0.92
Book based portfolio example l OCT 12 2011quantlyMarket timing, Leveraged ETFs, Defensive rotationNov 27, 202224.1%-39.3%1.06
OG Pop Bots 2.1 l BrianE l Oct 28th 2011 | okhi2u less BIL modquantlyMarket timing, Volatility hedge, Leveraged ETFsNov 26, 202254.5%-29%1.36
🤖 1. V1.0 | [PROD] BTFD DCA Bot [FW] | Deez | quantlyMarket timing, Leveraged ETFs, Tech / Nasdaq focusNov 22, 202255.2%-24.6%1.64
V 1.1 | ₿ Magic Internet Money (MIM) | Deez | AR: 13,713.9% DD: 19.4% BT: 29JUN2022quantlyMarket timing, Risk parity, Defensive rotationNov 22, 20229.3%-58.9%0.44
Max Drawdown Black Swan CatcherquantlyMarket timing, Mean reversion, Volatility hedgeNov 21, 202227.7%-14.7%1.47
Wooden ARKK Machine 2.1quantlyMarket timing, Leveraged ETFs, Short hedgeNov 20, 202253.2%-53.5%1.00
Pop Bots 2.1.0 l Oct 28th 2011quantlyMarket timing, Mean reversion, Volatility hedgeNov 19, 202233.9%-24.2%1.37
🤖 V1.0 | [PUB] BTFD DCA Bot [FW] | Deez | quantlyTrend following, Market timing, Dip buyingNov 19, 202210.6%-57.9%0.48
Monthly Dividends w/ Black Swan catcherquantlyMarket timing, Volatility hedge, Leveraged ETFsNov 19, 202255.4%-46.9%1.56
Dividends 30/70, w Black Swan quantlyMarket timing, Volatility hedge, Leveraged ETFsNov 19, 202256.1%-27.9%1.69
🍿 NFLX n' BILquantlyBuy and hold, Tech / Nasdaq focus, BondsNov 17, 202218.3%-30.7%0.99
(B) Structures (Frameworks and Hedges) (46/14% MDD) since 2019quantlyMarket timing, Risk parity, Volatility hedgeNov 15, 202242.5%-14.5%2.13
Aggressive Bots 2: AAAquantlyMarket timing, Risk parity, Leveraged ETFsNov 15, 202258.8%-23.4%1.90
BE's 9th Opus l Dippy TMH + HnL l Jun 2th 2017quantlyMarket timing, Risk parity, Leveraged ETFsNov 15, 202244.6%-21%2.12
Frankenrisky Rebalancer | Backtest 2022-06-22quantlyMarket timing, Leveraged ETFs, Defensive rotationNov 13, 202231.8%-32.9%1.17
V1.01|Anti-chop QLD For The Long TermquantlyTrend following, Market timing, Leveraged ETFsNov 13, 202227.8%-25.6%1.30
HEDGED & LEVERAGED - BONDS & STOCKS - V4quantlyMarket timing, Trend following, Leveraged ETFsNov 13, 202232.3%-30.1%1.20
HEDGED & LEVERAGED - BONDS & STOCKS - V4b Replace UPRO, SSO, & SPY with TQQQ, QLD, & QQQquantlyMarket timing, Leveraged ETFs, BondsNov 12, 202224.5%-18.5%1.29

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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