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.
| Strategy | Categories | Out-of-sample since | CAGR | Max drawdown | Sharpe |
|---|---|---|---|---|---|
| Adaptive All Weather Portfolio v1.1quantly | Market timing, Leveraged ETFs, Commodities | Oct 24, 2022 | 25.2% | -20.5% | 1.55 |
| V0.1 | Retirement Fund | Michael Bquantly | Trend following, Market timing, Defensive rotation | Oct 23, 2022 | 16.8% | -17.6% | 1.36 |
| V1 | Safer 20 Year Treasury Bonds | Michael Bquantly | Market timing, Defensive rotation, Bonds | Oct 23, 2022 | 6% | -22.8% | 0.59 |
| OG 2x edition of v1.1 of Risk On/Risk Off Hedgefundie (No K-1)quantly | Market timing, Leveraged ETFs, Bonds | Oct 22, 2022 | 44.2% | -41.8% | 1.40 |
| OG Retirement Fund: Aggressive 1.1 (no K-1 edition) see notesquantly | Market timing, Leveraged ETFs, Volatility hedge | Oct 22, 2022 | 26.7% | -17.6% | 1.67 |
| OG v1.2 of Risk On/Risk Off Hedgefundie (No K-1) | okhi2u more TMF modquantly | Market timing, Leveraged ETFs, Defensive rotation | Oct 22, 2022 | 44.7% | -47.7% | 1.31 |
| V1 | Momentum Strength Builder | Michael B | 60/40 Top10/Safetyquantly | Momentum, Market timing, Defensive rotation | Oct 20, 2022 | 21.7% | -28.6% | 1.29 |
| V2 | Safer 20 Year Treasury Bonds | Michael B | with Leveraged Safety quantly | Market timing, Defensive rotation, Bonds | Oct 20, 2022 | 9.7% | -35.9% | 0.64 |
| All Weather (No Leverage, No Inverse) | 7.7% AR | 0.96 Sharpe | 15.5% DD | Dec 2004 Backtestquantly | Market timing, Broad market, Bonds | Oct 20, 2022 | 8.1% | -20.1% | 0.98 |
| Portfolio # 35 - Paired Switching TQQQ and TTT| Peteraussi 2048quantly | Market timing, Leveraged ETFs, Tech / Nasdaq focus | Oct 19, 2022 | 28.2% | -59.9% | 0.76 |
| D0pp || V1 GUGG RSI Sector Rotationquantly | Mean reversion, Sector rotation, Market timing | Oct 19, 2022 | 12.5% | -43.4% | 0.66 |
| V3.1 | A Better "LETF minimum drawdown" | DJKeyhole 🧙♂️ | No UGEquantly | Market timing, Leveraged ETFs, Short hedge | Oct 18, 2022 | 53.6% | -46.3% | 1.98 |
| V3 | A Better "LETF minimum drawdown" | DJKeyhole | Use V1.1 A Better LETF Basketquantly | Market timing, Leveraged ETFs, Short hedge | Oct 16, 2022 | 54.4% | -46.3% | 2.01 |
| NASDAQ 2 Liner | Newbie's to learn Short Codequantly | Market timing, Trend following, Short hedge | Oct 16, 2022 | 17% | -39.8% | 0.66 |
| V2 | Retirement Fund | Michael B | Mild (no leverage)quantly | Trend following, Market timing, Defensive rotation | Oct 15, 2022 | 9.7% | -6.1% | 1.44 |
| V1 | TMV/TMF Selector | Michael Bquantly | Market timing, Drawdown protection, Bonds | Oct 15, 2022 | 28.2% | -33.2% | 1.11 |
| Solomonquantly | Market timing, Defensive rotation, Broad market | Oct 14, 2022 | 13.2% | -26.5% | 0.81 |
| V1 | Hedgefundie's Excellent Adventure - The Resurrection | DereckNielsen |quantly | Market timing, Leveraged ETFs, Short hedge | Oct 14, 2022 | 18.4% | -43.9% | 0.72 |
| QLD to May 2007 + UUP/XLU Mod 43%/19% DDquantly | Trend following, Market timing, Leveraged ETFs | Oct 13, 2022 | 37.8% | -22.8% | 1.56 |
| Copy of V1 Beta Ballers | Garen Mod - 2007 editionquantly | Trend following, Market timing, Short hedge | Oct 13, 2022 | 48.3% | -54.1% | 1.17 |
| Copy of Adaptive All Weather Portfolio v1quantly | Market timing, Defensive rotation, Volatility hedge | Oct 12, 2022 | 25.4% | -21.2% | 1.68 |
| Deez Theory 3.1quantly | Trend following, Market timing, Defensive rotation | Oct 12, 2022 | 49.3% | -39% | 1.40 |
| Adaptive All Weather Portfolio v1quantly | Market timing, Defensive rotation, Risk parity | Oct 12, 2022 | 23.7% | -20.7% | 1.48 |
| V1 Beta Ballers | Garen Modquantly | Trend following, Market timing, Leveraged ETFs | Oct 12, 2022 | 48.3% | -54.1% | 1.17 |
| [DEV] 💸 Dollars UUP | 10OCT2022 | Deezquantly | Mean reversion, Market timing, Single stocks | Oct 10, 2022 | 27.7% | -43.3% | 1.07 |
| simplified Fickle MACD Bullquantly | Trend following, Momentum, Market timing | Oct 9, 2022 | 46% | -39.6% | 1.24 |
| V1.1 | VIXY 5 Way Switch by Garen - with table codingquantly | Market timing, Bonds, Defensive rotation | Oct 7, 2022 | 1.5% | -7.7% | 0.81 |
| V1 | VIXY 5 Way Switch by Garenquantly | Market timing, Bonds, Defensive rotation | Oct 7, 2022 | 1.4% | -14% | 0.48 |
| Retirement Fund: Aggressive v1.01 see notesquantly | Trend following, Market timing, Defensive rotation | Oct 5, 2022 | 25.1% | -15% | 1.80 |
| Gold 1D MRquantly | Market timing, Mean reversion, Defensive rotation | Oct 5, 2022 | 11.3% | -34.5% | 0.72 |
| Brian's Tweak (set dates April 1 2010 - Jan 3 2020)quantly | Trend following, Market timing, Risk parity | Oct 5, 2022 | 38.8% | -56.6% | 1.09 |
| Copy of Safer 20 Year Treasury Bonds with Leveraged Safety quantly | Market timing, Risk parity, Defensive rotation | Oct 5, 2022 | 11.3% | -46.9% | 0.69 |
| Dip Buying Tech Below 10d RSI of 30 using XLP as the "cash" position and XLK as the "tech" etf to backtest through the dot com crashquantly | Trend following, Dip buying, Market timing | Oct 5, 2022 | 14.5% | -27% | 0.84 |
| A Better "LETF minimum drawdown" V2 | DJKeyholequantly | Market timing, Risk parity, Defensive rotation | Oct 5, 2022 | 49.1% | -46.3% | 1.93 |
| A Better "LETF minimum drawdown" V1 | DJKeyholequantly | Market timing, Risk parity, Volatility hedge | Oct 5, 2022 | 48.1% | -41.7% | 1.92 |
| Risk On/Risk Off Hedgefundie (No K-1) v1.1quantly | Market timing, Leveraged ETFs, Defensive rotation | Oct 4, 2022 | 57.2% | -56.7% | 1.29 |
| Black Swan 🦢 V4 5/28/22quantly | Market timing, Risk parity, Bonds | Oct 3, 2022 | 12.7% | -20.2% | 0.61 |
| Copy of Blend: Total Market Hedged (V 1.0) & Fund Surfing v2.0quantly | Market timing, Risk parity, Defensive rotation | Oct 3, 2022 | 57.2% | -56.6% | 1.22 |
| DN's Original Block (set dates April 1 2010 - Jan 3 2020)quantly | Trend following, Market timing, Short hedge | Oct 3, 2022 | 46.9% | -47.5% | 1.26 |
| Risk On/Risk Off Hedgefundie (No K-1)quantly | Market timing, Defensive rotation, Drawdown protection | Oct 2, 2022 | 55.3% | -55.2% | 1.31 |
| Low DD Moderate Gainquantly | Market timing, Momentum, Volatility hedge | Oct 1, 2022 | 48.7% | -49.2% | 1.22 |
| Sector Selector Ninja Modequantly | Market timing, Volatility hedge, Defensive rotation | Sep 29, 2022 | 35% | -26.7% | 1.33 |
| Slow and Steady Growth 9.6%/19.1% DD (Backtest to Feb 2007)quantly | Trend following, Market timing, Defensive rotation | Sep 29, 2022 | 11.2% | -18.8% | 1.09 |
| Stock Market Basic Strategyquantly | Trend following, Market timing, Short hedge | Sep 29, 2022 | 26.2% | -19.7% | 1.34 |
| Slow and Steady Growth 9.6%/20.2% DD (Backtest to Feb 2007) | UUP/TLT Modquantly | Trend following, Market timing, Defensive rotation | Sep 26, 2022 | 10.9% | -20% | 1.06 |
| Blend: Regime Switchingquantly | Market timing, Leveraged ETFs, Defensive rotation | Sep 26, 2022 | 48.4% | -20.9% | 1.88 |
| W/ Garen modquantly | Market timing, Risk parity, Drawdown protection | Sep 25, 2022 | 50.4% | -31% | 1.39 |
| Copy of Franklin Simple Regime Switching, Dip Buying, Shorting with Leveraged Nasdaq (2x), and MACDquantly | Trend following, Market timing, Short hedge | Sep 25, 2022 | 29.5% | -40.6% | 1.10 |
| Hedged Regime Switching 2.2quantly | Market timing, Defensive rotation, Volatility hedge | Sep 25, 2022 | 59.6% | -27.2% | 1.61 |
| Fund Surf (1x) - RSI Hedgequantly | Market timing, Mean reversion, Volatility hedge | Sep 25, 2022 | 43.5% | -22.6% | 1.48 |
Backtest results are hypothetical and do not guarantee future returns. Strategies are shared by Quantly users for research only and are not investment advice.