Market timing 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
The Anti-ESG PortfolioquantlyMarket timing, Sector rotationFeb 12, 202221%-35.9%1.07
Copy the Dragon PortfolioquantlyMarket timing, Risk parity, Volatility hedgeFeb 12, 202212.2%-36.3%0.92
Ride the Oil TrendquantlyMomentum, Market timing, Risk parityFeb 12, 20229%-49%0.52
Hedgefundies Refined: Leveraged Stocks and Bonds with a HedgequantlyMarket timing, Drawdown protection, BondsFeb 12, 202220.5%-57.2%0.88
The Not Boring: Rising Rates with Vol SwitchquantlyMarket timing, Risk parity, Defensive rotationFeb 12, 202221.6%-28.1%1.07
Diversification at its BestquantlyTrend following, Market timing, BondsFeb 12, 20225.4%-19.4%0.70
Enhanced 45-45-10quantlyMarket timing, Defensive rotation, BondsMar 22, 202214.4%-28.4%0.89
TQQQ Daily 60d Bond Trend, 2d Bond Trend, Drawdown, VixquantlyMarket timing, Risk parity, Drawdown protectionApr 4, 202252.7%-59.6%1.21
Global TrendquantlyTrend following, Market timing, Defensive rotationMay 15, 20226.2%-13.1%0.93
1NS15 Risk On or Risk Off Bitcoin | Garen | https://www.investorcollab.comquantlyMarket timing, Crypto, BondsMay 20, 202222.6%-28.2%0.73
Dippy Qutie V.1 🍒 5/29/22quantlyMarket timing, Mean reversion, Defensive rotationMay 29, 202235.7%-39.6%1.04
Buy the Dips: Nasdaq 100/S&P 500quantlyDip buying, Market timing, BondsJul 17, 202220%-28.1%0.84
Bear: #BUYDIPS, Bull: #HFEARquantlyMarket timing, Dip buying, BondsJul 17, 202232.5%-34.1%1.14
2008 All-Stars Defense 🦢quantlyMarket timing, Defensive rotation, Risk parityAug 16, 202226.1%-42.5%0.88
Mega Cap + Dippy Qutie V3 🍒quantlyMarket timing, Defensive rotation, Volatility hedgeAug 23, 202247.2%-46.3%1.18
Symphony Nesting: YINN-YANG / BUYDIPS / HFEARquantlyMarket timing, Dip buying, Drawdown protectionAug 29, 202245.6%-37.4%1.15
Black Swan 🦢 V5 5/28/22 by Garen PhillipsquantlyMarket timing, Risk parity, BondsSep 5, 202218.2%-24.4%0.71
5-50D RSI Mean ReversionquantlyMean reversion, Trend following, Market timingSep 17, 202234.4%-46.2%0.96
Simple Regime Switching and Dip Buying with S&P 500quantlyTrend following, Mean reversion, Market timingSep 18, 202210.9%-36.8%0.70
Simple Regime Switching and Dip Buying with 2X SPY V0.3 | 20.7% AR | 22.3% DD | 02/2007-09/2022quantlyTrend following, Market timing, Defensive rotationSep 18, 202222.1%-21.6%1.16
50/50 S&P 500/Commodities by DereckNielsen | "Fund Surfing" ModquantlyMarket timing, Risk parity, Drawdown protectionSep 19, 202235.9%-37.5%1.21
SPY - Bull or HedgequantlyMarket timing, Risk parity, Volatility hedgeSep 20, 202249.6%-28%1.36
Layer 2: Hedged Bear Market (v 1.1)quantlyMarket timing, Risk parity, Short hedgeSep 21, 202215.6%-43.3%0.72
Layer 2: Hedged Bull (v 1.1)quantlyTrend following, Market timing, Risk paritySep 21, 202229.6%-33.9%1.30
QLD/QIDquantlyMarket timing, Leveraged ETFs, BondsSep 22, 202214.7%-30%0.83
Total Market Hedged (V 1.1)quantlyMarket timing, Risk parity, Volatility hedgeSep 23, 202259.3%-36%1.49
Layer 1: Black Swan (RSI)quantlyMarket timing, Risk parity, Volatility hedgeSep 23, 202227.7%-22.2%1.12
Simple Regime Switching and Dip Buying and Shorting with Leveraged Nasdaq (2x)quantlyTrend following, Market timing, Leveraged ETFsSep 24, 202232.6%-27.8%1.11
Blend: Simple Regime Switching and Dip Buying with Leveraged Nasdaq (2x)quantlyTrend following, Market timing, Short hedgeSep 24, 202229.3%-26.1%1.16
W/ Garen modquantlyMarket timing, Risk parity, Drawdown protectionSep 25, 202250.4%-31%1.39
Copy of Franklin Simple Regime Switching, Dip Buying, Shorting with Leveraged Nasdaq (2x), and MACDquantlyTrend following, Market timing, Short hedgeSep 25, 202229.5%-40.6%1.10
Hedged Regime Switching 2.2quantlyMarket timing, Defensive rotation, Volatility hedgeSep 25, 202259.6%-27.2%1.61
Fund Surf (1x) - RSI HedgequantlyMarket timing, Mean reversion, Volatility hedgeSep 25, 202243.5%-22.6%1.48
Simple Regime Switching V2.2quantlyMarket timing, Risk parity, BondsSep 25, 202233.1%-29%1.25
Cockroach PortfolioquantlyTrend following, Market timing, BondsSep 25, 202210.1%-21.6%0.83
Copy of Blend: Simple Regime Switching and Dip Buying with Leveraged Nasdaq (2x) DereckNielsen ModquantlyTrend following, Market timing, Leveraged ETFsSep 25, 202237.5%-25.3%1.38
Slow and Steady Growth 9.6%/20.2% DD (Backtest to Feb 2007) | UUP/TLT ModquantlyTrend following, Market timing, Defensive rotationSep 26, 202210.9%-20%1.06
Blend: Regime SwitchingquantlyMarket timing, Leveraged ETFs, Defensive rotationSep 26, 202248.4%-20.9%1.88
Sector Selector Ninja ModequantlyMarket timing, Volatility hedge, Defensive rotationSep 29, 202235%-26.7%1.33
Slow and Steady Growth 9.6%/19.1% DD (Backtest to Feb 2007)quantlyTrend following, Market timing, Defensive rotationSep 29, 202211.2%-18.8%1.09
Stock Market Basic StrategyquantlyTrend following, Market timing, Short hedgeSep 29, 202226.2%-19.7%1.34
Low DD Moderate GainquantlyMarket timing, Momentum, Volatility hedgeOct 1, 202248.7%-49.2%1.22
Risk On/Risk Off Hedgefundie (No K-1)quantlyMarket timing, Defensive rotation, Drawdown protectionOct 2, 202255.3%-55.2%1.31
Black Swan 🦢 V4 5/28/22quantlyMarket timing, Risk parity, BondsOct 3, 202212.7%-20.2%0.61
Copy of Blend: Total Market Hedged (V 1.0) & Fund Surfing v2.0quantlyMarket timing, Risk parity, Defensive rotationOct 3, 202257.2%-56.6%1.22
DN's Original Block (set dates April 1 2010 - Jan 3 2020)quantlyTrend following, Market timing, Short hedgeOct 3, 202246.9%-47.5%1.26
Risk On/Risk Off Hedgefundie (No K-1) v1.1quantlyMarket timing, Leveraged ETFs, Defensive rotationOct 4, 202257.2%-56.7%1.29
Retirement Fund: Aggressive v1.01 see notesquantlyTrend following, Market timing, Defensive rotationOct 5, 202225.1%-15%1.80
Gold 1D MRquantlyMarket timing, Mean reversion, Defensive rotationOct 5, 202211.3%-34.5%0.72
Brian's Tweak (set dates April 1 2010 - Jan 3 2020)quantlyTrend following, Market timing, Risk parityOct 5, 202238.8%-56.6%1.09

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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