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
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
The Dave RamseyquantlyTrend following, Market timing, Volatility hedgeJan 23, 202346.7%-31.5%1.50
V1a Magic Internet Money (+ Gain Train)quantlyMarket timing, Defensive rotation, Risk parityJan 22, 202347.2%-53%1.12
V1a Deez the mad lad (Golden Ark Ballers)quantlyMarket timing, Defensive rotation, Drawdown protectionJan 22, 202359.4%-28.9%1.41
V1b Magic Internet Money (+ Golden Baller)quantlyMarket timing, Short hedge, Drawdown protectionJan 22, 202335.2%-46.9%0.83
Copy of DBMF ReplicationquantlyMarket timing, Leveraged ETFs, Risk parityJan 20, 20238.7%-25.1%0.65
Sandy's Golden DragonquantlyMarket timing, Risk parity, Volatility hedgeJan 20, 202330.9%-11.3%2.28
Copy of The Sandy DragonquantlyMarket timing, Risk parity, BondsJan 20, 202322.9%-12.1%1.92
The Sandy DragonquantlyMarket timing, Defensive rotation, Volatility hedgeJan 20, 202350.4%-13.7%2.15
V1b 15/15 BB + MIM CONSquantlyMarket timing, Defensive rotation, Drawdown protectionJan 19, 202360%-58.2%1.04
Blend: Cautious Fund Surfing | 3x & V1.1 | Bear BUYDIPS, Bull HFEARquantlyMarket timing, Defensive rotation, Leveraged ETFsJan 18, 202335.5%-33.2%1.43
V1b Zero Beta Sack of YOLOquantlyMarket timing, Defensive rotation, Drawdown protectionJan 18, 202339.2%-37%1.27
Cautious Fund Surfing | SPY vs. SHY | Backtest to 9/16/2002quantlyMarket timing, Broad market, BondsJan 17, 202312%-25.8%1.01
[!] Michael B Meet Dalio infused with Simple Drawdown (Shared)quantlyMarket timing, Risk parity, Defensive rotationJan 15, 202324%-11.3%2.03
Chowmeini's Simple TECL with SafetyquantlyMarket timing, Leveraged ETFs, Defensive rotationJan 14, 202338.2%-27.6%1.24
V0.0.2 Managed MadnessquantlyMarket timing, Defensive rotation, BondsJan 14, 202331%-15.4%1.70
Copy of My Perfect Vol Hedge: Combined V2.0quantlyMarket timing, Volatility hedge, Drawdown protectionJan 14, 202316.9%-44.9%0.59
Cautious Fund Surfing | SPY vs. SHY | 1xquantlyMarket timing, Bonds, Broad marketJan 13, 20239.9%-13.3%1.17
Cautious Fund Surfing | 1xquantlyMarket timing, Defensive rotation, Broad marketJan 13, 202311.6%-17.3%1.08
Cautious Fund Surfing | 2xquantlyMarket timing, Risk parity, Leveraged ETFsJan 13, 202319.3%-30.4%1.05
Cautious Fund Surfing | SPY vs. SHY | 2xquantlyMarket timing, Bonds, Leveraged ETFsJan 13, 202317.8%-26.5%1.06
Master RunnerquantlyMarket timing, Leveraged ETFs, Defensive rotationJan 13, 202326.6%-11%2.27
Cautious Fund Surfing | 3xquantlyMarket timing, Risk parity, Defensive rotationJan 13, 202332.9%-37.7%1.25
Cautious Fund Surfing | SPY vs. SHY | 3xquantlyMarket timing, Bonds, Leveraged ETFsJan 13, 202330.4%-36.6%1.21
V0.0.1 Managed MadnessquantlyMarket timing, Short hedge, Drawdown protectionJan 11, 202330%-22.4%1.64
AAA w/ ERXquantlyMarket timing, Risk parity, Defensive rotationJan 11, 202333.2%-31.2%1.24
V1.1 | Bear BUYDIPS, Bull HFEAR | Michael B | Safety Mix UpdatequantlyMarket timing, Risk parity, Defensive rotationJan 11, 202336.5%-34.7%1.21
Copy of V1d Melkor's FollyquantlyMarket timing, Defensive rotation, Short hedgeJan 10, 202355.1%-32.6%1.64
My Perfect Vol Hedge: CombinedquantlyMarket timing, Volatility hedge, Drawdown protectionJan 10, 202319.6%-35.5%0.68
V1a Melkor's FollyquantlyMarket timing, Defensive rotation, Drawdown protectionJan 10, 202356.8%-43.4%1.34
Beat the Market (since 2002) SAVEquantlyTrend following, Market timing, Risk parityJan 10, 202317.1%-31.9%0.96
V1e Melkor's FollyquantlyMarket timing, Defensive rotation, Drawdown protectionJan 10, 202357.6%-35.1%1.60
The Triple Dip | Remixed by Cashen SAVEquantlyMarket timing, Dip buying, BondsJan 10, 202318.6%-42.3%0.77
The Plain Jane (Daily or Weekly) RSI(20)quantlyMarket timing, Drawdown protection, Leveraged ETFsJan 9, 202320.6%-30.3%1.01
V1.1a Zero Beta Sack of YOLOquantlyMarket timing, Defensive rotation, Drawdown protectionJan 8, 202333.5%-44.4%1.28
Zero Beta Sack of YOLOquantlyMarket timing, Risk parity, Defensive rotationJan 8, 202342%-26.9%1.44
V1 | Bear BUYDIPS, Bull HFEAR | Michael BquantlyMarket timing, Defensive rotation, Risk parityJan 7, 202335.5%-34.9%1.19
V1.6a Adaptive All Weather Portfolio+Battleship IIIquantlyMarket timing, Defensive rotation, Volatility hedgeJan 7, 202351.4%-32.6%1.95
V1.6b Adaptive All Weather Portfolio+Agressive Battleship IIIquantlyMarket timing, Risk parity, Defensive rotationJan 7, 202348.5%-32.6%1.89
Monster/Ulta weekly juggler | BT Mar20 2009quantlyTrend following, Single stocks, Market timingJan 7, 202325.4%-42.4%0.87
V1.6 Adaptive All Weather Portfolio+Battleship III quantlyMarket timing, Risk parity, Defensive rotationJan 6, 202345.8%-32.6%1.96
V 1.4.1C | Proteus Slime + Dividends l 100-0quantlyMarket timing, Defensive rotation, Drawdown protectionJan 6, 202334.9%-54%0.99
Monthly JNK canaryquantlyMarket timing, Defensive rotation, Volatility hedgeJan 5, 202327.9%-32.4%1.23
Tech vs Utilities | Managed RiskquantlyMarket timing, Risk parity, Defensive rotationJan 3, 202329.1%-31%1.27
Copy of [Invest] Maybe... Maybe... Maybe...quantlyMarket timing, Risk parity, Defensive rotationJan 2, 202315.5%-18.6%0.91
V1a Monthly JNK canary Replace UPRO with TQQQquantlyMarket timing, Leveraged ETFs, Defensive rotationJan 2, 202325.6%-48.7%0.98
Chowmeini's version of Proteus's draft of ☢ V2.12 The Manhattan Project (slimed)quantlyRisk parity, Market timing, Defensive rotationJan 1, 202333.4%-19.9%1.57
(draft v0.0.1) ☢ V2.12 The Manhattan Project (slimed)quantlyRisk parity, Leveraged ETFs, Market timingDec 31, 202236.9%-23.7%1.43
Tech vs Utilities l 22Sep2003 l (with SHY in place of TMV)quantlyMarket timing, Bonds, Risk parityDec 31, 202215.9%-23.1%0.96

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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