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
Copy of RSRCH Simple FTLT l 12 Jun'14 AR56 DD27 l BE WeeklyquantlyMarket timing, Momentum, Risk parityApr 8, 202333.1%-38.2%1.07
🦴 Sandy's Golden Dragon Skeleton 🦴quantlyMarket timing, Risk parity, Defensive rotationApr 8, 202328.5%-13.8%1.94
Vol Hedge ? 2.0 - Replace TQQQ w/ TECLquantlyMarket timing, Volatility hedge, Defensive rotationApr 7, 202357%-26.8%1.51
[No LETF] Sandy's Golden Dragon V4.4 (vol hedge?)quantlyMarket timing, Risk parity, Defensive rotationApr 7, 202320.4%-7.3%2.54
Sandy's Golden Dragon V4.3a (vol hedge?)quantlyMarket timing, Risk parity, Volatility hedgeApr 7, 202342.5%-15.7%2.44
Vol Hedge ?quantlyMarket timing, Volatility hedge, Defensive rotationApr 6, 202353.3%-26.7%1.46
Sandy's Golden Dragon V4.1quantlyMarket timing, Risk parity, Defensive rotationApr 6, 202334.1%-12.8%2.36
Sandy's Golden Dragon V4.3 (vol hedge?)quantlyMarket timing, Risk parity, Volatility hedgeApr 6, 202339.7%-15.4%2.42
Vol Hedge ? 2.0quantlyMarket timing, Defensive rotation, Volatility hedgeApr 6, 202352.5%-26.9%1.48
Hedged TQQQ FTLT (Long Backtest)quantlyMarket timing, Leveraged ETFs, Short hedgeApr 6, 202339.6%-19.1%1.98
Pure BS Catcher + V1d Fund SurfingquantlyMarket timing, Risk parity, Volatility hedgeApr 5, 202344.5%-31.9%1.62
Sandy's Golden Dragon V4.0quantlyMarket timing, Risk parity, Defensive rotationApr 5, 202332.4%-13%2.27
Gold and Silver 1D Mean ReversionquantlyMarket timing, Mean reversion, Defensive rotationApr 5, 202312.2%-35.3%0.80
Pure BS Catcher + V1e Fund SurfingquantlyMarket timing, Volatility hedge, BondsApr 5, 202344.4%-31.9%1.63
Copy of Sandy's Golden Dragon 3.0quantlyMarket timing, Risk parity, Defensive rotationApr 4, 202328.5%-13.3%2.15
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
Dereck's Secular Market FrameworkquantlyTrend following, Market timing, Defensive rotationApr 2, 202319.4%-16.4%1.27
QLD FTLT + Bonds = 30% APY 17% DDquantlyMarket timing, Bonds, Risk parityApr 2, 202331.5%-16.4%1.61
OG Boring TQQQ TrendzquantlyTrend following, Market timing, Risk parityApr 2, 202348.5%-24.5%1.89
✨Black Swan 🦢 V4 5/28/22 quantlyMarket timing, Risk parity, BondsApr 2, 202316.9%-18.9%0.70
50/50 S&P 500/Commodities by DereckNielsenquantlyMarket timing, Short hedge, Volatility hedgeApr 2, 202323%-18.5%1.48
Cautious Fund Surfing | SPY vs. TLT | 3xquantlyMarket timing, Bonds, Leveraged ETFsApr 2, 202333.6%-38.2%1.24
SPY For The Long TermquantlyMarket timing, Volatility hedge, BondsApr 2, 202340.5%-28.2%1.42
🧪 BlackSwan Portfolio | Cashen ModquantlyMarket timing, Leveraged ETFs, BondsApr 2, 202349.2%-54.9%1.11
Copy of ✨Black Swan 🦢 V4 5/28/22 quantlyMarket timing, Risk parity, Volatility hedgeApr 2, 202316.9%-18.9%0.70
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
Boring TQQQ TrendzquantlyTrend following, Market timing, Risk parityMar 31, 202348.5%-21.6%1.85
Copy of Boring TQQQ TrendzquantlyTrend following, Market timing, Risk parityMar 31, 202344.6%-16.1%1.97
HFEA 3.0quantlyTrend following, Market timing, Leveraged ETFsMar 30, 202352.4%-30.4%1.38
V2 | Bear BUYDIPS, Bull HFEAR | Michael B | No K-1quantlyMarket timing, Risk parity, BondsMar 30, 202332.6%-35.5%1.12
V2 All Weather Alpha 3x LeveragequantlyLeveraged ETFs, Trend following, Market timingMar 29, 202329.9%-39.9%1.21
V3 Dereck Nielsen All Weather PortfolioquantlyTrend following, Market timing, Defensive rotationMar 29, 202317.9%-11.6%1.77
10d BIL vs. 10d IEFquantlyMarket timing, Bonds, Defensive rotationMar 29, 20230.5%-18.3%0.15
V1a Umbrella TrendquantlyMarket timing, Risk parity, Defensive rotationMar 27, 202317.6%-10.5%1.45
Umbrella TrendquantlyMarket timing, Risk parity, Defensive rotationMar 26, 202314.8%-10.6%1.51
Better UPRO - QuarterlyquantlyMarket timing, Risk parity, Drawdown protectionMar 23, 202322.8%-53.5%0.76
Monthly Dow Jones Top 10 TradingquantlyTrend following, Market timing, BondsMar 21, 202310.6%-23.8%1.04
Monthly Nasdaq Top 10 TradingquantlyTrend following, Tech / Nasdaq focus, BondsMar 21, 202319.1%-31.5%1.14
V2 | Rising Rates with Vol SwitchquantlyMarket timing, Risk parity, Defensive rotationMar 20, 202321.1%-37.6%0.86
OG v1.01 BBD - Scale In | Simple taxes modquantlyMarket timing, Momentum, Volatility hedgeMar 17, 20232.1%-57.5%0.21
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

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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