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
Copy of DBMF ReplicationquantlyMarket timing, Leveraged ETFs, Risk parityJan 20, 20238.7%-25.1%0.65
3x Leveraged | Dereck's Secular Market FrameworkquantlyLeveraged ETFs, Trend following, Market timingJan 24, 202346.1%-41.8%1.17
2x Leveraged | Dereck's Secular Market FrameworkquantlyTrend following, Market timing, Leveraged ETFsJan 24, 202332.5%-35.3%1.13
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
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
v2.1a of Sandy's OG Boring Adaptive DragonquantlyMarket timing, Defensive rotation, Drawdown protectionJan 28, 202327.2%-13.2%2.08
2x-3x Leveraged Adaptive Asset Allocation | GiantStepsquantlyMarket timing, Risk parity, Leveraged ETFsJan 31, 202314.2%-36%0.78
1NS55 | Garen | Dynamic Allocator LongquantlyMean reversion, Leveraged ETFs, BondsFeb 1, 202329.5%-51.4%0.96
Copy of Rising Rates with Vol Switch | KYLE MODquantlyMarket timing, Risk parity, Defensive rotationFeb 3, 202334.2%-45.2%1.22
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
V1a Super Simple Symphony - Less Derivatives -quantlyMarket timing, Leveraged ETFs, Defensive rotationFeb 10, 202332.6%-56.4%0.93
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
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
Fund Surfing - Replace TQQQ w/ TECLquantlyMarket timing, Leveraged ETFs, BondsFeb 20, 202336.2%-48.7%1.08
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
Better UPRO - QuarterlyquantlyMarket timing, Risk parity, Drawdown protectionMar 23, 202322.8%-53.5%0.76
V2 All Weather Alpha 3x LeveragequantlyLeveraged ETFs, Trend following, Market timingMar 29, 202329.9%-39.9%1.21
HFEA 3.0quantlyTrend following, Market timing, Leveraged ETFsMar 30, 202352.4%-30.4%1.38
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
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
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
Vol Hedge ? 2.0 - Replace TQQQ w/ TECLquantlyMarket timing, Volatility hedge, Defensive rotationApr 7, 202357%-26.8%1.51
Simple long term FTLT l 12 Jun 2014quantlyMarket timing, Leveraged ETFs, Volatility hedgeApr 8, 202345.2%-29.5%1.29
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
BB Signal (Final) + Simple long term FTLTquantlyMarket timing, Leveraged ETFs, Defensive rotationApr 11, 202356.1%-34.3%1.89
Simple DividendsquantlyMarket timing, Leveraged ETFs, BondsApr 16, 202327.7%-27.5%1.03
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
NavonodquantlyMarket timing, Short hedge, BondsApr 26, 202324%-57.1%0.73
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
Vol-ey Wolley Mashup Remix [No VIXM]quantlyMarket timing, Volatility hedge, Short hedgeApr 29, 202350.9%-16.5%2.21

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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