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
V1a Amoeba l DNs COW COiNSquantlyMarket timing, Defensive rotation, Volatility hedgeFeb 4, 202334.9%-38.6%1.14
v2.0 | Risk On/Risk Off Hedgefundie (No K-1)quantlyMarket timing, Defensive rotation, Drawdown protectionFeb 5, 202325.2%-34.4%1.19
V2 QLD For The Long Term | Garen ModquantlyTrend following, Market timing, Risk parityFeb 5, 202325.9%-30%1.18
v2.1 | Risk On/Risk Off Hedgefundie (No K-1)quantlyMarket timing, Risk parity, Defensive rotationFeb 6, 202330.5%-39.8%1.30
Fund SurfingquantlyMarket timing, Leveraged ETFs, BondsFeb 6, 202339.9%-43.6%1.23
NO LETF V of Sandy's Golden Dragon V2.0quantlyMarket timing, Defensive rotation, Drawdown protectionFeb 8, 202320.6%-9.4%2.12
V1 ARKQ bot | QLD AI🤖 FTLTquantlyTrend following, Momentum, Market timingFeb 9, 202337.5%-31.7%1.37
V1a Super Simple Symphony - Less Derivatives -quantlyMarket timing, Leveraged ETFs, Defensive rotationFeb 10, 202332.6%-56.4%0.93
V.1.Z Dereck's Secular Market FrameworkquantlyMarket timing, Defensive rotation, Trend followingFeb 11, 202320.8%-10.8%1.34
Volatility and Kelly Symphony - Replace SSO w/TQQQ - quantlyMarket timing, Leveraged ETFs, BondsFeb 13, 202330.3%-42.9%0.93
Volatility and Kelly Symphony - Replace SHY w/ TLT & SSO w/ TECLquantlyMarket timing, Bonds, Leveraged ETFsFeb 13, 202330%-45.2%0.90
Copy of V.1.Z Dereck's Secular Market FrameworkquantlyTrend following, Market timing, Defensive rotationFeb 17, 202320.8%-10.8%1.34
Secular Trinity Momentum - Stocks, Bonds, ComdsquantlyTrend following, Market timing, Risk parityFeb 18, 202316.6%-12.1%1.25
Buy the Dips Else Not Boring v1.2quantlyMarket timing, Risk parity, Defensive rotationFeb 19, 202338.8%-31.1%1.23
Copy of V2 | Cautious Fund Surfing | 3x with V1.1 | Bear BUYDIPS, Bull HFEAR quantlyMarket timing, Defensive rotation, Risk parityFeb 19, 202357.4%-48.9%1.41
V2 | Cautious Fund Surfing | 3x with V1.1 | Bear BUYDIPS, Bull HFEAR quantlyMarket timing, Defensive rotation, Risk parityFeb 19, 202357.4%-48.9%1.41
Fund Surfing + V1.1 Bear BUYDIPS, Bull HFEARquantlyMarket timing, Defensive rotation, Drawdown protectionFeb 19, 202355.3%-50.3%1.36
Fund Surfing - Replace TQQQ w/ TECLquantlyMarket timing, Leveraged ETFs, BondsFeb 20, 202336.2%-48.7%1.08
Volatility and Kelly Symphony - Replace SHY w/ TLT, SSO w/ TECL, & UPRO w/ CUREquantlyMarket timing, Risk parity, BondsFeb 20, 202333.5%-40.2%1.03
Coca-Cola as a HedgequantlyMarket timing, Defensive rotation, Single stocksFeb 21, 202316%-38.3%1.00
Fund Surfing - Replace TQQQ w/ TECL + V1.1 Bear BUYDIPS, Bull HFEARquantlyMarket timing, Defensive rotation, Drawdown protectionFeb 24, 202351.1%-52.9%1.23
Volatility and Kelly Symphony - Replace SHY w/ TLT, SSO w/TECL, & UPRO w/ CURE + Fund Surfing - Replace TQQQ w/ TECLquantlyMarket timing, Risk parity, BondsFeb 24, 202337%-43.6%1.16
Super Simple Trend SSSquantlyMarket timing, Defensive rotation, CommoditiesFeb 25, 20236.4%-12.9%0.81
Basic Trend ModelquantlyMomentum, Market timing, Defensive rotationFeb 26, 20235.2%-11.6%0.68
V1 QLD bot | QLD FTLTquantlyTrend following, Momentum, Market timingMar 1, 202354.9%-42.1%1.38
Copy of V1 QLD bot | QLD FTLTquantlyTrend following, Momentum, Market timingMar 1, 202354.9%-42.1%1.38
v1.6a Adaptive All Weather Portfolio + Pure BS Catcher (Garen Phillips)quantlyMarket timing, Defensive rotation, Drawdown protectionMar 2, 202339.3%-14.4%1.30
Pop Bots 2.2 - Black Swan UpdatequantlyTrend following, Market timing, Risk parityMar 3, 202338.6%-21.5%1.24
V1a All Weather Core + V1 New SOXL BallerquantlyMarket timing, Risk parity, Volatility hedgeMar 3, 202359.5%-9.1%2.12
HAA CANARY + DUAL MOMENTUM + BLACK SWAN CATCHERquantlyTrend following, Momentum, Market timingMar 4, 202344.6%-40.7%1.21
[Backtest] Vol Hedge MomentumquantlyTrend following, Market timing, Volatility hedgeMar 5, 202314.7%-8.6%1.42
V1a HAA CANARY + DUAL MOMENTUM + BLACK SWAN CATCHERquantlyMarket timing, Volatility hedge, MomentumMar 5, 202347.4%-40.4%1.25
JEPI-DBMF-TQQQ | Simple Monthly | JefequantlyTrend following, Leveraged ETFs, Market timingMar 11, 202318%-16.3%1.19
v2 JEPI-DBMF-TQQQ | Simple Monthly | JefequantlyTrend following, Market timing, Risk parityMar 11, 202326%-26.5%1.14
OG v1.01 BBD - Scale In | Simple taxes modquantlyMarket timing, Momentum, Volatility hedgeMar 17, 20232.1%-57.5%0.21
V2 | Rising Rates with Vol SwitchquantlyMarket timing, Risk parity, Defensive rotationMar 20, 202321.1%-37.6%0.86
Monthly Dow Jones Top 10 TradingquantlyTrend following, Market timing, BondsMar 21, 202310.6%-23.8%1.04
Monthly Nasdaq Top 10 TradingquantlyTrend following, Tech / Nasdaq focus, BondsMar 21, 202319.1%-31.5%1.14
Better UPRO - QuarterlyquantlyMarket timing, Risk parity, Drawdown protectionMar 23, 202322.8%-53.5%0.76
Umbrella TrendquantlyMarket timing, Risk parity, Defensive rotationMar 26, 202314.8%-10.6%1.51
V1a Umbrella TrendquantlyMarket timing, Risk parity, Defensive rotationMar 27, 202317.6%-10.5%1.45
V2 All Weather Alpha 3x LeveragequantlyLeveraged ETFs, Trend following, Market timingMar 29, 202329.9%-39.9%1.21
V3 Dereck Nielsen All Weather PortfolioquantlyTrend following, Market timing, Defensive rotationMar 29, 202317.9%-11.6%1.77
10d BIL vs. 10d IEFquantlyMarket timing, Bonds, Defensive rotationMar 29, 20230.5%-18.3%0.15
HFEA 3.0quantlyTrend following, Market timing, Leveraged ETFsMar 30, 202352.4%-30.4%1.38
V2 | Bear BUYDIPS, Bull HFEAR | Michael B | No K-1quantlyMarket timing, Risk parity, BondsMar 30, 202332.6%-35.5%1.12
Boring TQQQ TrendzquantlyTrend following, Market timing, Risk parityMar 31, 202348.5%-21.6%1.85
Copy of Boring TQQQ TrendzquantlyTrend following, Market timing, Risk parityMar 31, 202344.6%-16.1%1.97
V1d Fund SurfingquantlyMarket timing, Risk parity, BondsApr 1, 202341.5%-44.9%1.22
V1e Fund SurfingquantlyMarket timing, Leveraged ETFs, BondsApr 1, 202341%-44.9%1.21

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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