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
$ v1.1 okhi2u QLD safety townquantlyMarket timing, Risk parity, Defensive rotationDec 13, 202220%-26.4%1.31
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
BACKTEST | v1.6 Adaptive All Weather PortfolioquantlyMarket timing, Defensive rotation, Drawdown protectionDec 15, 202224%-13.9%1.56
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
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
Beat The Market V2quantlyTrend following, Momentum, Mean reversionDec 18, 202222.3%-22.6%1.23
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
V3 / Gas - Commodity Rotation - Long/Short - Modified by WaywardSonquantlySector rotation, Market timing, Drawdown protectionDec 20, 202240.4%-55.9%0.89
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
Simple LQQQquantlyMarket timing, Risk parity, Leveraged ETFsDec 25, 202234%-43%1.02
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
XLK vs XLP/U - Stocks and BondsquantlyMarket timing, Volatility hedge, Short hedgeDec 27, 202247%-29.4%1.59
XLK vs XLU l May 30 2007quantlyMarket timing, Short hedge, BondsDec 28, 202230.8%-26.5%1.04
XLK vs XLP/U l 30May2007quantlyMarket timing, Short hedge, BondsDec 29, 202230.8%-26.5%1.04
Bonds/Defensive Framework l UVXYquantlyMarket timing, Risk parity, Volatility hedgeDec 30, 202220%-43.8%1.00
(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
Tech vs Utilities l 22Sep2003 l Cumulative Return SelectorquantlyMarket timing, Sector rotation, BondsDec 31, 202217.6%-26.7%1.01
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
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
Tech vs Utilities | Managed RiskquantlyMarket timing, Risk parity, Defensive rotationJan 3, 202329.1%-31%1.27
Monthly JNK canaryquantlyMarket timing, Defensive rotation, Volatility hedgeJan 5, 202327.9%-32.4%1.23
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
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
V1.1a 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
The Plain Jane (Daily or Weekly) RSI(20)quantlyMarket timing, Drawdown protection, Leveraged ETFsJan 9, 202320.6%-30.3%1.01
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

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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