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.
| Strategy | Categories | Out-of-sample since | CAGR | Max drawdown | Sharpe |
|---|---|---|---|---|---|
| Unleveraged If Statements | Adaptive Asset Allocation - UPRO, TMF, UUP, and DBC | SMA Strategy | GiantStepsquantly | Market timing, Risk parity, Defensive rotation | Nov 12, 2022 | 17.1% | -28.9% | 1.04 |
| Adaptive Asset Allocation | SMA trend strategy | GiantSteps | Leveraged Replace UPRO with SOXLquantly | Market timing, Risk parity, Leveraged ETFs | Nov 12, 2022 | 16.7% | -45.9% | 0.85 |
| HEDGED & LEVERAGED - BONDS & STOCKS - V4b Replace UPRO with TQQQquantly | Market timing, Leveraged ETFs, Short hedge | Nov 12, 2022 | 37.6% | -28.1% | 1.31 |
| Leveraged Adaptive Asset Allocation | GiantStepsquantly | Market timing, Risk parity, Leveraged ETFs | Nov 12, 2022 | 12.7% | -27.8% | 0.84 |
| Leveraged Adaptive Asset Allocation | GiantSteps Repace UPRO with SOXL quantly | Market timing, Risk parity, Leveraged ETFs | Nov 11, 2022 | 15.3% | -45.4% | 0.80 |
| Adaptive Asset Allocation | SMA trend strategy | GiantSteps | Leveragedquantly | Momentum, Risk parity, Leveraged ETFs | Nov 11, 2022 | 14.4% | -26.7% | 0.92 |
| Scaled In Dip Buys 2xquantly | Leveraged ETFs, Trend following, Market timing | Nov 11, 2022 | 16.5% | -18% | 1.06 |
| Adaptive Asset Allocation l BrianE Mod l - TECH, GOLD, BONDS, DBC, USDUquantly | Market timing, Risk parity, Leveraged ETFs | Nov 8, 2022 | 30.2% | -37.2% | 1.16 |
| V2 | Commander BND Monthly | HinnomTX | NON-US 1446(f)-free version by Pskonejottquantly | Market timing, Short hedge, Defensive rotation | Nov 7, 2022 | 39.7% | -56.5% | 0.98 |
| Pop Bot (SPY vs BND) l BrianE l May 30th 2007quantly | Market timing, Leveraged ETFs, Bonds | Nov 7, 2022 | 29.6% | -25.9% | 1.30 |
| 20% 3.0.4a + 80% SHY 10Y AR 59.7% DD 11.7% Beta 0.17 | 4NOV12-4NOV22| Tribute to Paretoquantly | Market timing, Leveraged ETFs, Volatility hedge | Nov 6, 2022 | 42.5% | -24.9% | 2.32 |
| Drawdown/Skim Bots (USDU, no UUP)quantly | Market timing, Risk parity, Volatility hedge | Nov 5, 2022 | 30.3% | -13.9% | 1.73 |
| Submission to Zero Beta Contest No. 2 - GiantStepsquantly | Market timing, Risk parity, Leveraged ETFs | Nov 5, 2022 | 15.2% | -21.1% | 1.63 |
| V1.0 | Beta Pauper | HinnomTX | Monthly Zero Beta Symphony | β=0.00 | 1/1/2015-10/10/2022quantly | Leveraged ETFs, Short hedge, Defensive rotation | Nov 5, 2022 | 1.6% | -38.3% | 0.19 |
| Submission to the Zero Beta Contest No. 3 - GiantStepsquantly | Market timing, Risk parity, Leveraged ETFs | Nov 5, 2022 | 24.7% | -31.5% | 1.59 |
| V2 | Commander BND Monthly | HinnomTX | Trades 12 Times / Year | 109% AR | 25.1% DD | 12/2013-22quantly | Market timing, Defensive rotation, Leveraged ETFs | Nov 5, 2022 | 40.3% | -56.5% | 1.04 |
| Submission to Zero Beta Contest No. 1 - GiantStepsquantly | Market timing, Risk parity, Leveraged ETFs | Nov 5, 2022 | 14.6% | -20.9% | 1.64 |
| v1.5.0 | Dippy Qutie | Garen,Pietros,EricS - BrianE Mod (In.Vol) l Nov 20th 2011quantly | Market timing, Risk parity, Leveraged ETFs | Nov 4, 2022 | 40.4% | -27.5% | 1.52 |
| What stock market?quantly | Market timing, Leveraged ETFs, Short hedge | Nov 4, 2022 | 5.6% | -16.5% | 0.63 |
| V1 | Frankensymphony | Michael Bquantly | Market timing, Defensive rotation, Volatility hedge | Oct 31, 2022 | 43.3% | -26.3% | 1.81 |
| BACKTEST v1.3 | Adaptive All Weather Portfolioquantly | Market timing, Leveraged ETFs, Defensive rotation | Oct 30, 2022 | 26.6% | -20.7% | 1.60 |
| V 1.1 | 📈 Levered S&P 10 Actively Traded | Deez | PRODquantly | Mean reversion, Market timing, Short hedge | Oct 30, 2022 | 28.8% | -17.2% | 1.46 |
| v1.2 Adaptive All Weather Portfolio | Garen Crash Protection Modquantly | Market timing, Defensive rotation, Risk parity | Oct 24, 2022 | 28% | -20.8% | 1.63 |
| Adaptive All Weather Portfolio v1.1quantly | Market timing, Leveraged ETFs, Commodities | Oct 24, 2022 | 25.2% | -20.5% | 1.55 |
| OG 2x edition of v1.1 of Risk On/Risk Off Hedgefundie (No K-1)quantly | Market timing, Leveraged ETFs, Bonds | Oct 22, 2022 | 44.2% | -41.8% | 1.40 |
| OG Retirement Fund: Aggressive 1.1 (no K-1 edition) see notesquantly | Market timing, Leveraged ETFs, Volatility hedge | Oct 22, 2022 | 26.7% | -17.6% | 1.67 |
| OG v1.2 of Risk On/Risk Off Hedgefundie (No K-1) | okhi2u more TMF modquantly | Market timing, Leveraged ETFs, Defensive rotation | Oct 22, 2022 | 44.7% | -47.7% | 1.31 |
| Portfolio # 35 - Paired Switching TQQQ and TTT| Peteraussi 2048quantly | Market timing, Leveraged ETFs, Tech / Nasdaq focus | Oct 19, 2022 | 28.2% | -59.9% | 0.76 |
| V3.1 | A Better "LETF minimum drawdown" | DJKeyhole 🧙♂️ | No UGEquantly | Market timing, Leveraged ETFs, Short hedge | Oct 18, 2022 | 53.6% | -46.3% | 1.98 |
| A Better QQQquantly | Buy and hold, Tech / Nasdaq focus, Leveraged ETFs | Oct 17, 2022 | 39.6% | -53.6% | 1.21 |
| V3 | A Better "LETF minimum drawdown" | DJKeyhole | Use V1.1 A Better LETF Basketquantly | Market timing, Leveraged ETFs, Short hedge | Oct 16, 2022 | 54.4% | -46.3% | 2.01 |
| V1 | Hedgefundie's Excellent Adventure - The Resurrection | DereckNielsen |quantly | Market timing, Leveraged ETFs, Short hedge | Oct 14, 2022 | 18.4% | -43.9% | 0.72 |
| QLD to May 2007 + UUP/XLU Mod 43%/19% DDquantly | Trend following, Market timing, Leveraged ETFs | Oct 13, 2022 | 37.8% | -22.8% | 1.56 |
| Copy of Adaptive All Weather Portfolio v1quantly | Market timing, Defensive rotation, Volatility hedge | Oct 12, 2022 | 25.4% | -21.2% | 1.68 |
| Alternative to 10d RSI < 31quantly | Mean reversion, Leveraged ETFs, Bonds | Oct 12, 2022 | 18.5% | -15% | 1.05 |
| Adaptive All Weather Portfolio v1quantly | Market timing, Defensive rotation, Risk parity | Oct 12, 2022 | 23.7% | -20.7% | 1.48 |
| V1 Beta Ballers | Garen Modquantly | Trend following, Market timing, Leveraged ETFs | Oct 12, 2022 | 48.3% | -54.1% | 1.17 |
| Ludwig's Moonshot Sonataquantly | Momentum, Leveraged ETFs, Tech / Nasdaq focus | Oct 11, 2022 | 17.3% | -49.4% | 0.70 |
| Retirement Fund: Aggressive 1.03 see notesquantly | Trend following, Momentum, Short hedge | Oct 9, 2022 | 25.9% | -16.1% | 1.76 |
| Risk On/Risk Off Hedgefundie (No K-1) v1.1quantly | Market timing, Leveraged ETFs, Defensive rotation | Oct 4, 2022 | 57.2% | -56.7% | 1.29 |
| DN's Original Block (set dates April 1 2010 - Jan 3 2020)quantly | Trend following, Market timing, Short hedge | Oct 3, 2022 | 46.9% | -47.5% | 1.26 |
| Sector Selector Ninja Modequantly | Market timing, Volatility hedge, Defensive rotation | Sep 29, 2022 | 35% | -26.7% | 1.33 |
| Blend: Regime Switchingquantly | Market timing, Leveraged ETFs, Defensive rotation | Sep 26, 2022 | 48.4% | -20.9% | 1.88 |
| Copy of Blend: Simple Regime Switching and Dip Buying with Leveraged Nasdaq (2x) DereckNielsen Modquantly | Trend following, Market timing, Leveraged ETFs | Sep 25, 2022 | 37.5% | -25.3% | 1.38 |
| Simple Regime Switching and Dip Buying and Shorting with Leveraged Nasdaq (2x)quantly | Trend following, Market timing, Leveraged ETFs | Sep 24, 2022 | 32.6% | -27.8% | 1.11 |
| QLD/QIDquantly | Market timing, Leveraged ETFs, Bonds | Sep 22, 2022 | 14.7% | -30% | 0.83 |
| 50/50 S&P 500/Commodities by DereckNielsen | "Fund Surfing" Modquantly | Market timing, Risk parity, Drawdown protection | Sep 19, 2022 | 35.9% | -37.5% | 1.21 |
| Buy the Dips: Nasdaq 100/S&P 500quantly | Dip buying, Market timing, Bonds | Jul 17, 2022 | 20% | -28.1% | 0.84 |
| Dippy Qutie V.1 🍒 5/29/22quantly | Market timing, Mean reversion, Defensive rotation | May 29, 2022 | 35.7% | -39.6% | 1.04 |
| rising rates HFEAquantly | Buy and hold, Risk parity, Leveraged ETFs | Feb 18, 2022 | 15.8% | -45.3% | 0.83 |
Backtest results are hypothetical and do not guarantee future returns. Strategies are shared by Quantly users for research only and are not investment advice.