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
Tech vs Utilities l 22Sep2003 l Cumulative Return SelectorquantlyMarket timing, Sector rotation, BondsDec 31, 202217.6%-26.7%1.01
Bonds/Defensive Framework l UVXYquantlyMarket timing, Risk parity, Volatility hedgeDec 30, 202220%-43.8%1.00
XLK vs XLP/U l 30May2007quantlyMarket timing, Short hedge, BondsDec 29, 202230.8%-26.5%1.04
XLK vs XLU l May 30 2007quantlyMarket timing, Short hedge, BondsDec 28, 202230.8%-26.5%1.04
XLK vs XLP/U - Stocks and BondsquantlyMarket timing, Volatility hedge, Short hedgeDec 27, 202247%-29.4%1.59
AAA BondsquantlyMarket timing, Leveraged ETFs, Volatility hedgeDec 26, 202234%-29.4%1.52
AAA BDFquantlyMarket timing, Risk parity, Defensive rotationDec 26, 202252.4%-25%1.98
Remove unused rules of Framework 3.0.4 QQQ/PSQ | AR 49.6% | DD 15.7% | BT 20Oct11 - 08Aug23quantlyTrend following, Momentum, Mean reversionDec 26, 202234.9%-39.1%1.57
Dippy BondsquantlyLeveraged ETFs, Tech / Nasdaq focus, Market timingDec 26, 202252.9%-25.9%1.85
TQQQ For The Long Term V4.2 |with only QQQ/PSQ quantlyTrend following, Market timing, Short hedgeDec 26, 202226.6%-27.9%1.25
Simple LQQQquantlyMarket timing, Risk parity, Leveraged ETFsDec 25, 202234%-43%1.02
BrianE's Triple BondsquantlyMarket timing, Leveraged ETFs, BondsDec 24, 202213.2%-37.3%0.70
BrianE's Single Bonds BotquantlyMarket timing, Leveraged ETFs, BondsDec 24, 202213.7%-43%0.65
V2 Sideways Market Mod Below the SPY 200d SMA | FINAL | DereckN Replace TQQQ and SQQQ with SOXL and SOXSquantlyMarket timing, Short hedge, BondsDec 24, 202243.4%-53%1.04
V2 AAA w/ ERXquantlyMarket timing, Risk parity, Leveraged ETFsDec 24, 202238.9%-51%1.23
V3 / Gas - Commodity Rotation - Long/Short - Modified by WaywardSonquantlySector rotation, Market timing, Drawdown protectionDec 20, 202240.4%-55.9%0.89
Recession TesterquantlyMarket timing, Broad market, BondsDec 19, 202211.1%-21.6%0.84
🤖 V1.0 | [PUB] BTFD DCA Bot [FW] | Deez | W/TrinityquantlyMarket timing, Risk parity, Defensive rotationDec 19, 202226%-42.8%0.92
Copy of HEDGED & LEVERAGED - BONDS & STOCKS - V2.1 (MultiLev, no Berkshire)quantlyTrend following, Market timing, Risk parityDec 19, 202226.6%-26.2%1.13
Beat The Market V2quantlyTrend following, Momentum, Mean reversionDec 18, 202222.3%-22.6%1.23
HEDGED & LEVERAGED - BONDS & STOCKS - V4.2 Replace UPRO with TECL, TQQQ, and SOXLquantlyMarket timing, Leveraged ETFs, BondsDec 17, 202253.8%-47.8%1.36
HEDGED & LEVERAGED - BONDS & STOCKS - V4.1.1 Replace UPRO with TECL, TQQQ, and SOXLquantlyTrend following, Market timing, Leveraged ETFsDec 17, 202248.9%-36.6%1.38
V1.0.0 EASY SLIMEquantlyMarket timing, Defensive rotation, Drawdown protectionDec 17, 202251%-44.6%1.49
Broke as a Joke (Recession Plays)quantlyTrend following, Market timing, Broad marketDec 16, 202224.7%-29.6%1.15
HEDGED & LEVERAGED - BONDS & STOCKS - V2.1.1 - BT 12-6-2012 Replace UPRO with TECL, TQQQ, and SOXLquantlyTrend following, Market timing, Leveraged ETFsDec 16, 202246.1%-36.6%1.38
V1.6b Adaptive All Weather PortfolioquantlyMarket timing, Defensive rotation, Drawdown protectionDec 16, 202225.2%-14.1%1.46
V1.6a Adaptive All Weather PortfolioquantlyMarket timing, Defensive rotation, Risk parityDec 16, 202227.6%-14.1%1.52
BACKTEST | v1.6 Adaptive All Weather PortfolioquantlyMarket timing, Defensive rotation, Drawdown protectionDec 15, 202224%-13.9%1.56
HEDGED & LEVERAGED - BONDS & STOCKS - V2.1a Replace UPRO with SOXLquantlyTrend following, Market timing, Leveraged ETFsDec 14, 202238.6%-34.1%1.32
HEDGED & LEVERAGED - BONDS & STOCKS - V4c Replace UPRO with SOXLquantlyMarket timing, Leveraged ETFs, BondsDec 14, 202245.9%-45.6%1.36
Copy of V1.01|Anti-chop QLD For The Long TermquantlyTrend following, Market timing, Short hedgeDec 14, 202227.8%-25.6%1.30
AAA Healthcare Edition (3 Assets at a time instead of 2)quantlyMarket timing, Risk parity, Defensive rotationDec 13, 202228.7%-28.4%1.38
V 1.1.0 | 🦠 Dividend Slime -- low MD/SD mutant | 🧪 Proteus 🧬 | Daily | BT June 27 2022 | 367.4% AR, 2.5% MD, 19.0% std. dev, 8.28 Sharpe (Dec13-2022)quantlyMarket timing, Volatility hedge, Short hedgeDec 13, 202239.2%-18.5%1.94
$ v1.1 okhi2u QLD safety townquantlyMarket timing, Risk parity, Defensive rotationDec 13, 202220%-26.4%1.31
Protective 🦺 Asset AllocationquantlyTrend following, Leveraged ETFs, BondsDec 11, 202212.7%-33.3%0.78
Bond Movement vs Stock Movement (Framework)quantlyTrend following, Market timing, BondsDec 8, 202228.8%-15.8%1.59
Deez the mad lad (Golden Ark Ballers)quantlyMarket timing, Defensive rotation, Drawdown protectionDec 7, 202259.7%-28.9%1.42
ComposerQC SampleStrategyquantlyTrend following, Momentum, Market timingDec 6, 202220%-48.6%0.78
Golden Ark BallersquantlyMarket timing, Risk parity, Defensive rotationDec 4, 202257%-28.9%1.38
FINVIZ Screened ☢️ NASDAQ-X DeETF | Deez | AR: 83% DD: 25.6% - 1JAN2019 | V 1.2quantlyMarket timing, Mean reversion, Tech / Nasdaq focusDec 1, 202256.1%-32.9%1.49
Dip The Scales - DCA RSI EditionquantlyMarket timing, Volatility hedge, Risk parityNov 30, 202240.5%-26.2%1.33
Magic Internet Money (+ Golden Baller)quantlyMarket timing, Short hedge, Drawdown protectionNov 30, 202233.5%-44.8%0.81
Magic Internet Money (+ Gain Train)quantlyTrend following, Momentum, Market timingNov 30, 202245.4%-50%1.11
Copy of 5 - Deez the mad lad quantlyMarket timing, Defensive rotation, Volatility hedgeNov 30, 202238.4%-23.9%1.35
V2.0 TQQQ RSI 7-30 Machine | Deez | 19NOV2022 W/ UHN & COSTquantlyMarket timing, Risk parity, Short hedgeNov 29, 202237.6%-32%1.27
Pop Bot Q|0/68 - S|368quantlyTrend following, Market timing, Risk parityNov 29, 202255%-20.9%1.73
Volatility Index Black Swan Catcher W/TINA (Only meant for bear market)quantlyTrend following, Market timing, Volatility hedgeNov 28, 202243.3%-18.2%1.72
Book based portfolio example l OCT 12 2011quantlyMarket timing, Leveraged ETFs, Defensive rotationNov 27, 202224.1%-39.3%1.06
OG Pop Bots 2.1 l BrianE l Oct 28th 2011 | okhi2u less BIL modquantlyMarket timing, Volatility hedge, Leveraged ETFsNov 26, 202254.5%-29%1.36
🤖 1. V1.0 | [PROD] BTFD DCA Bot [FW] | Deez | quantlyMarket timing, Leveraged ETFs, Tech / Nasdaq focusNov 22, 202255.2%-24.6%1.64

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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