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
Stop the Drop and Diversify a modified Opus-12 by PerfektquantlyMarket timing, Defensive rotation, Risk parityNov 4, 202215.3%-13.5%1.32
v1.5.0 | Dippy Qutie | Garen,Pietros,EricS - BrianE Mod (In.Vol) l Nov 20th 2011quantlyMarket timing, Risk parity, Leveraged ETFsNov 4, 202240.4%-27.5%1.52
What stock market?quantlyMarket timing, Leveraged ETFs, Short hedgeNov 4, 20225.6%-16.5%0.63
RSI Bug ?quantlyMarket timing, Mean reversion, BondsNov 4, 20226.7%-31.9%0.61
Submission to the Zero Beta Contest No. 4 - GiantStepsquantlyMomentum, Risk parity, Market timingNov 4, 202210.8%-20%0.90
Relaxed Trader AlgoquantlyTrend following, Market timing, BondsNov 4, 20228.4%-22.2%0.79
Drawdown/Skim Bots (USDU, no UUP)quantlyMarket timing, Risk parity, Volatility hedgeNov 5, 202230.3%-13.9%1.73
Submission to Zero Beta Contest No. 2 - GiantStepsquantlyMarket timing, Risk parity, Leveraged ETFsNov 5, 202215.2%-21.1%1.63
i5 - QQQ Bonds BasketquantlyMarket timing, Risk parity, BondsNov 5, 202240.2%-28.2%1.62
Submission to the Zero Beta Contest No. 3 - GiantStepsquantlyMarket timing, Risk parity, Leveraged ETFsNov 5, 202224.7%-31.5%1.59
V2 | Commander BND Monthly | HinnomTX | Trades 12 Times / Year | 109% AR | 25.1% DD | 12/2013-22quantlyMarket timing, Defensive rotation, Leveraged ETFsNov 5, 202240.3%-56.5%1.04
V2.0u | Commander BND Unleveraged Monthly | HinnomTX | Trades 12 Times / Year | 38% AR | 19.1% DD | 12/2013-22quantlyMarket timing, Short hedge, Defensive rotationNov 5, 202214.2%-27%0.83
V 1a | 🚂 Gain Train DGAF | Deez | (A: 0.30, B: 0.01, R^2: 0, R: 0.02) BT - 1JAN2015quantlyMarket timing, Short hedge, Risk parityNov 5, 202221.4%-30.8%1.17
LOW BETA TRIAL2quantlyTrend following, Market timing, Volatility hedgeNov 5, 202242.2%-30.6%1.36
Submission to the Zero Beta Contest No. 5 - GiantStepsquantlyMomentum, Risk parity, Market timingNov 5, 202210.2%-18.6%0.93
Submission to Zero Beta Contest No. 1 - GiantStepsquantlyMarket timing, Risk parity, Leveraged ETFsNov 5, 202214.6%-20.9%1.64
$ Retirement Fund: Aggressive 1.1 (no K-1 edition) see notesquantlyTrend following, Market timing, Defensive rotationNov 6, 202226.2%-15%1.75
Copy of DOT COM Bust (Apr 26 1999) | Newbie GuidequantlyTrend following, Market timing, Defensive rotationNov 6, 202214.5%-27%0.84
20% 3.0.4a + 80% SHY 10Y AR 59.7% DD 11.7% Beta 0.17 | 4NOV12-4NOV22| Tribute to ParetoquantlyMarket timing, Leveraged ETFs, Volatility hedgeNov 6, 202242.5%-24.9%2.32
V1 | Zero-Beta Strategy | GiantSteps | Adaptive Asset AllocationquantlyMarket timing, Risk parity, Short hedgeNov 6, 202214.6%-20.9%1.64
V2 | Commander BND Monthly | HinnomTX | NON-US 1446(f)-free version by PskonejottquantlyMarket timing, Short hedge, Defensive rotationNov 7, 202239.7%-56.5%0.98
Pop Bot (SPY vs BND) l BrianE l May 30th 2007quantlyMarket timing, Leveraged ETFs, BondsNov 7, 202229.6%-25.9%1.30
OG V 1bb | 🚂 Gain Train DGAF | Deez | (A: 0.30, B: 0.01, R^2: 0, R: 0.02) BT - 1JAN2015 | no bb okhi2u modquantlyTrend following, Market timing, Defensive rotationNov 7, 202226.8%-20.8%1.25
Adaptive Asset Allocation l BrianE Mod l - TECH, GOLD, BONDS, DBC, USDUquantlyMarket timing, Risk parity, Leveraged ETFsNov 8, 202230.2%-37.2%1.16
Adaptive Asset Allocation l BrianE Mod l SH, USDU, XLU, TLTquantlyMarket timing, Risk parity, Defensive rotationNov 8, 20226.5%-16.1%0.74
OG V1.1 QQQ 1DMR - 2X LETF editionquantlyTrend following, Momentum, Market timingNov 9, 202239.5%-26.6%1.38
BACKTEST | v1.5 Adaptive All Weather PortfolioquantlyMarket timing, Defensive rotation, BondsNov 9, 202225.5%-21.4%1.52
OG v1.4 | Adaptive All Weather Portfolio | Beta Baller removedquantlyMarket timing, Risk parity, Defensive rotationNov 9, 202227%-20.8%1.59
v1.5 Adaptive All Weather PortfolioquantlyMarket timing, Defensive rotation, Drawdown protectionNov 9, 202224.7%-21.2%1.48
OG 2x of OG Adaptive Asset Allocation - SPY, TLT, UUP, GLD | GiantStepsquantlyMomentum, Risk parity, Market timingNov 10, 202213%-17%0.93
Leveraged Adaptive Asset Allocation | GiantSteps Repace UPRO with SOXL quantlyMarket timing, Risk parity, Leveraged ETFsNov 11, 202215.3%-45.4%0.80
Adaptive Asset Allocation | SMA trend strategy | GiantSteps | LeveragedquantlyMomentum, Risk parity, Leveraged ETFsNov 11, 202214.4%-26.7%0.92
Scaled In Dip Buys 2xquantlyLeveraged ETFs, Trend following, Market timingNov 11, 202216.5%-18%1.06
HEDGED & LEVERAGED - BONDS & STOCKS - V4b Replace UPRO, SSO, & SPY with TQQQ, QLD, & QQQquantlyMarket timing, Leveraged ETFs, BondsNov 12, 202224.5%-18.5%1.29
Unleveraged If Statements | Adaptive Asset Allocation - UPRO, TMF, UUP, and DBC | SMA Strategy | GiantStepsquantlyMarket timing, Risk parity, Defensive rotationNov 12, 202217.1%-28.9%1.04
Adaptive Asset Allocation - SPY, TLT, UUP, GLD | GiantStepsquantlyRisk parity, Market timing, Defensive rotationNov 12, 20229.5%-15.5%0.95
Adaptive Asset Allocation | SMA trend strategy | GiantSteps | Leveraged Replace UPRO with SOXLquantlyMarket timing, Risk parity, Leveraged ETFsNov 12, 202216.7%-45.9%0.85
Unleveraged If Statements | Adaptive Asset Allocation - UPRO, TMF, UUP, and DBC | SMA Strategy | GiantSteps Replace some UPRO with SOXLquantlyMarket timing, Momentum, Risk parityNov 12, 202217.6%-53.1%0.93
HEDGED & LEVERAGED - BONDS & STOCKS - V4b Replace UPRO with TQQQquantlyMarket timing, Leveraged ETFs, Short hedgeNov 12, 202237.6%-28.1%1.31
Leveraged Adaptive Asset Allocation | GiantStepsquantlyMarket timing, Risk parity, Leveraged ETFsNov 12, 202212.7%-27.8%0.84
Frankenrisky Rebalancer | Backtest 2022-06-22quantlyMarket timing, Leveraged ETFs, Defensive rotationNov 13, 202231.8%-32.9%1.17
V1.01|Anti-chop QLD For The Long TermquantlyTrend following, Market timing, Leveraged ETFsNov 13, 202227.8%-25.6%1.30
HEDGED & LEVERAGED - BONDS & STOCKS - V4quantlyMarket timing, Trend following, Leveraged ETFsNov 13, 202232.3%-30.1%1.20
Copy of ☢️ NASDAQ-X DeETF | Deez | AR: 83% DD: 25.6% - 1JAN2019 | V 1.2quantlyMarket timing, Tech / Nasdaq focus, BondsNov 13, 202256.1%-32.9%1.49
Adaptive Asset Allocation | SMA trend strategy | GiantSteps, Mudrin mod| FolderquantlyTrend following, Market timing, Risk parityNov 13, 202214.4%-26.7%0.92
NVDA/TSLA/AAPL of Pop Bots 2.0 l BrianE l Oct 28th 2011quantlyMean reversion, Market timing, Volatility hedgeNov 14, 202220%-12.2%1.29
(B) Structures (Frameworks and Hedges) (46/14% MDD) since 2019quantlyMarket timing, Risk parity, Volatility hedgeNov 15, 202242.5%-14.5%2.13
[TMBPE]quantlyMarket timing, Volatility hedge, Defensive rotationNov 15, 202238%-39.8%1.14
The Weekly Grind [Experimental] - what drawdowns okih2u mod?quantlyRisk parity, Market timing, Defensive rotationNov 15, 202221.8%-18.6%1.48
Aggressive Bots 2: AAAquantlyMarket timing, Risk parity, Leveraged ETFsNov 15, 202258.8%-23.4%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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