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
[Backtest] Vol Hedge MomentumquantlyTrend following, Market timing, Volatility hedgeMar 5, 202314.7%-8.6%1.42
V1a HAA CANARY + DUAL MOMENTUM + BLACK SWAN CATCHERquantlyMarket timing, Volatility hedge, MomentumMar 5, 202347.4%-40.4%1.25
HAA CANARY + DUAL MOMENTUM + BLACK SWAN CATCHERquantlyTrend following, Momentum, Market timingMar 4, 202344.6%-40.7%1.21
Pop Bots 2.2 - Black Swan UpdatequantlyTrend following, Market timing, Risk parityMar 3, 202338.6%-21.5%1.24
V1a All Weather Core + V1 New SOXL BallerquantlyMarket timing, Risk parity, Volatility hedgeMar 3, 202359.5%-9.1%2.12
v1.6a Adaptive All Weather Portfolio + Pure BS Catcher (Garen Phillips)quantlyMarket timing, Defensive rotation, Drawdown protectionMar 2, 202339.3%-14.4%1.30
V1 QLD bot | QLD FTLTquantlyTrend following, Momentum, Market timingMar 1, 202354.9%-42.1%1.38
Copy of V1 QLD bot | QLD FTLTquantlyTrend following, Momentum, Market timingMar 1, 202354.9%-42.1%1.38
Basic Trend ModelquantlyMomentum, Market timing, Defensive rotationFeb 26, 20235.2%-11.6%0.68
Super Simple Trend SSSquantlyMarket timing, Defensive rotation, CommoditiesFeb 25, 20236.4%-12.9%0.81
Fund Surfing - Replace TQQQ w/ TECL + V1.1 Bear BUYDIPS, Bull HFEARquantlyMarket timing, Defensive rotation, Drawdown protectionFeb 24, 202351.1%-52.9%1.23
Volatility and Kelly Symphony - Replace SHY w/ TLT, SSO w/TECL, & UPRO w/ CURE + Fund Surfing - Replace TQQQ w/ TECLquantlyMarket timing, Risk parity, BondsFeb 24, 202337%-43.6%1.16
Coca-Cola as a HedgequantlyMarket timing, Defensive rotation, Single stocksFeb 21, 202316%-38.3%1.00
Fund Surfing - Replace TQQQ w/ TECLquantlyMarket timing, Leveraged ETFs, BondsFeb 20, 202336.2%-48.7%1.08
Volatility and Kelly Symphony - Replace SHY w/ TLT, SSO w/ TECL, & UPRO w/ CUREquantlyMarket timing, Risk parity, BondsFeb 20, 202333.5%-40.2%1.03
Buy the Dips Else Not Boring v1.2quantlyMarket timing, Risk parity, Defensive rotationFeb 19, 202338.8%-31.1%1.23
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 + V1.1 Bear BUYDIPS, Bull HFEARquantlyMarket timing, Defensive rotation, Drawdown protectionFeb 19, 202355.3%-50.3%1.36
Secular Trinity Momentum - Stocks, Bonds, ComdsquantlyTrend following, Market timing, Risk parityFeb 18, 202316.6%-12.1%1.25
Copy of V.1.Z Dereck's Secular Market FrameworkquantlyTrend following, Market timing, Defensive rotationFeb 17, 202320.8%-10.8%1.34
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
V.1.Z Dereck's Secular Market FrameworkquantlyMarket timing, Defensive rotation, Trend followingFeb 11, 202320.8%-10.8%1.34
V1a Super Simple Symphony - Less Derivatives -quantlyMarket timing, Leveraged ETFs, Defensive rotationFeb 10, 202332.6%-56.4%0.93
V1 ARKQ bot | QLD AI🤖 FTLTquantlyTrend following, Momentum, Market timingFeb 9, 202337.5%-31.7%1.37
NO LETF V of Sandy's Golden Dragon V2.0quantlyMarket timing, Defensive rotation, Drawdown protectionFeb 8, 202320.6%-9.4%2.12
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
v2.0 | Risk On/Risk Off Hedgefundie (No K-1)quantlyMarket timing, Defensive rotation, Drawdown protectionFeb 5, 202325.2%-34.4%1.19
V2 QLD For The Long Term | Garen ModquantlyTrend following, Market timing, Risk parityFeb 5, 202325.9%-30%1.18
V1a Amoeba - AAW - SCHDquantlyMarket timing, Short hedge, Volatility hedgeFeb 4, 202355.5%-20%2.03
V1a Amoeba l DNs COW COiNSquantlyMarket timing, Defensive rotation, Volatility hedgeFeb 4, 202334.9%-38.6%1.14
Copy of Rising Rates with Vol Switch | KYLE MODquantlyMarket timing, Risk parity, Defensive rotationFeb 3, 202334.2%-45.2%1.22
Copy of QLD For The Long TermquantlyTrend following, Market timing, Short hedgeFeb 1, 202337.8%-30%1.44
2x-3x Leveraged Adaptive Asset Allocation | GiantStepsquantlyMarket timing, Risk parity, Leveraged ETFsJan 31, 202314.2%-36%0.78
V1 Simple SPY Reddit RebalancerquantlyMarket timing, Momentum, Defensive rotationJan 30, 202315.9%-26.5%0.92
Convertible ArbquantlyMarket timing, Risk parity, Defensive rotationJan 29, 20236.8%-15.4%0.88
v2.1a of Sandy's OG Boring Adaptive DragonquantlyMarket timing, Defensive rotation, Drawdown protectionJan 28, 202327.2%-13.2%2.08
VIXn' BEmod - Nov 2nd 2011quantlyMarket timing, Risk parity, Defensive rotationJan 27, 202341.6%-35.4%1.34
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
V1 | Retirement Fund | Michael B | AggressivequantlyTrend following, Market timing, Leveraged ETFsJan 26, 202324.1%-18%1.70
Sandy's Golden Dragon V2.0quantlyMarket timing, Risk parity, Volatility hedgeJan 26, 202333.3%-11.6%2.29
The Adaptive Dragon V1.0.1aquantlyMarket timing, Defensive rotation, Drawdown protectionJan 26, 202334.8%-15.5%2.09
V3.0.1 of Sandy's Boring Adaptive DragonquantlyMarket timing, Defensive rotation, Drawdown protectionJan 26, 202327.8%-13.2%2.16
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
V1.1 | Retirement Fund | Michael B | Aggressive (Higher Volume)quantlyTrend following, Market timing, Risk parityJan 26, 202325.1%-15%1.80
V2.0 of Sandy's Boring Adaptive DragonquantlyMarket timing, Defensive rotation, Drawdown protectionJan 26, 202323.7%-13%1.90

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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