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
V1b Fund SurfingquantlyMarket timing, Leveraged ETFs, BondsApr 1, 202332.7%-43.3%1.04
V1a Fund SurfingquantlyMarket timing, Leveraged ETFs, BondsApr 1, 202331.9%-39.7%1.11
V1d Fund Surfing + V2 | Bear BUYDIPS, Bull HFEAR | Michael B | No K-1quantlyMarket timing, Risk parity, BondsApr 1, 202339.1%-38.1%1.42
V1e Fund Surfing + V2 | Bear BUYDIPS, Bull HFEAR | Michael B | No K-1quantlyMarket timing, Risk parity, BondsApr 1, 202338.7%-38.1%1.40
V1c Fund SurfingquantlyMarket timing, Leveraged ETFs, Tech / Nasdaq focusApr 1, 202335.3%-42.5%1.10
Cautious Fund Surfing | SPY vs. TLT | 2xquantlyMarket timing, Bonds, Leveraged ETFsApr 2, 202323.7%-28%1.19
Cautious Fund Surfing | SPY vs. SHY & TLT | 3xquantlyMarket timing, Bonds, Leveraged ETFsApr 2, 202331.1%-38.2%1.23
Cautious Fund Surfing | SPY vs. SHY & TLT | 2xquantlyMarket timing, Leveraged ETFs, BondsApr 2, 202318.2%-27.6%1.04
Dereck's Secular Market FrameworkquantlyTrend following, Market timing, Defensive rotationApr 2, 202319.4%-16.4%1.27
QLD FTLT + Bonds = 30% APY 17% DDquantlyMarket timing, Bonds, Risk parityApr 2, 202331.5%-16.4%1.61
OG Boring TQQQ TrendzquantlyTrend following, Market timing, Risk parityApr 2, 202348.5%-24.5%1.89
✨Black Swan 🦢 V4 5/28/22 quantlyMarket timing, Risk parity, BondsApr 2, 202316.9%-18.9%0.70
50/50 S&P 500/Commodities by DereckNielsenquantlyMarket timing, Short hedge, Volatility hedgeApr 2, 202323%-18.5%1.48
Cautious Fund Surfing | SPY vs. TLT | 3xquantlyMarket timing, Bonds, Leveraged ETFsApr 2, 202333.6%-38.2%1.24
SPY For The Long TermquantlyMarket timing, Volatility hedge, BondsApr 2, 202340.5%-28.2%1.42
🧪 BlackSwan Portfolio | Cashen ModquantlyMarket timing, Leveraged ETFs, BondsApr 2, 202349.2%-54.9%1.11
Copy of ✨Black Swan 🦢 V4 5/28/22 quantlyMarket timing, Risk parity, Volatility hedgeApr 2, 202316.9%-18.9%0.70
Copy of Sandy's Golden Dragon 3.0quantlyMarket timing, Risk parity, Defensive rotationApr 4, 202328.5%-13.3%2.15
Pure BS Catcher + V1d Fund SurfingquantlyMarket timing, Risk parity, Volatility hedgeApr 5, 202344.5%-31.9%1.62
Sandy's Golden Dragon V4.0quantlyMarket timing, Risk parity, Defensive rotationApr 5, 202332.4%-13%2.27
Gold and Silver 1D Mean ReversionquantlyMarket timing, Mean reversion, Defensive rotationApr 5, 202312.2%-35.3%0.80
Pure BS Catcher + V1e Fund SurfingquantlyMarket timing, Volatility hedge, BondsApr 5, 202344.4%-31.9%1.63
Vol Hedge ?quantlyMarket timing, Volatility hedge, Defensive rotationApr 6, 202353.3%-26.7%1.46
Sandy's Golden Dragon V4.1quantlyMarket timing, Risk parity, Defensive rotationApr 6, 202334.1%-12.8%2.36
Sandy's Golden Dragon V4.3 (vol hedge?)quantlyMarket timing, Risk parity, Volatility hedgeApr 6, 202339.7%-15.4%2.42
Vol Hedge ? 2.0quantlyMarket timing, Defensive rotation, Volatility hedgeApr 6, 202352.5%-26.9%1.48
Hedged TQQQ FTLT (Long Backtest)quantlyMarket timing, Leveraged ETFs, Short hedgeApr 6, 202339.6%-19.1%1.98
Vol Hedge ? 2.0 - Replace TQQQ w/ TECLquantlyMarket timing, Volatility hedge, Defensive rotationApr 7, 202357%-26.8%1.51
[No LETF] Sandy's Golden Dragon V4.4 (vol hedge?)quantlyMarket timing, Risk parity, Defensive rotationApr 7, 202320.4%-7.3%2.54
Sandy's Golden Dragon V4.3a (vol hedge?)quantlyMarket timing, Risk parity, Volatility hedgeApr 7, 202342.5%-15.7%2.44
Sandy's Golden Dragon V4.5 (vol hedge? + beta hedge)quantlyMarket timing, Volatility hedge, Defensive rotationApr 8, 202339.1%-13.7%2.45
[No LETF] Sandy's Golden Dragon V4.4a (vol hedge?)quantlyMarket timing, Risk parity, Defensive rotationApr 8, 202321%-6.9%2.58
Sandy's Golden Dragon V4.5a (vol hedge? + beta hedge)quantlyMarket timing, Risk parity, Defensive rotationApr 8, 202341.4%-14.3%2.47
Beta Hedge 2.0quantlyMarket timing, Volatility hedge, Defensive rotationApr 8, 202324.2%-23.7%0.97
Simple long term FTLT l 12 Jun 2014quantlyMarket timing, Leveraged ETFs, Volatility hedgeApr 8, 202345.2%-29.5%1.29
Copy of RSRCH Simple FTLT l 12 Jun'14 AR56 DD27 l BE WeeklyquantlyMarket timing, Momentum, Risk parityApr 8, 202333.1%-38.2%1.07
🦴 Sandy's Golden Dragon Skeleton 🦴quantlyMarket timing, Risk parity, Defensive rotationApr 8, 202328.5%-13.8%1.94
Sandy's Golden Dragon V4.6a (vol hedge? + beta hedge 2.0)quantlyMarket timing, Volatility hedge, Defensive rotationApr 9, 202341.4%-13.8%2.49
Bet Against BetaquantlyMarket timing, Defensive rotation, Drawdown protectionApr 9, 202324.3%-25.2%0.98
Stripped Bet Against BetaquantlyMarket timing, Defensive rotation, Drawdown protectionApr 9, 20233.7%-25.7%0.40
Sandy's Golden Dragon V4.7a (vol hedge? + beta hedge 2.0 + BAB 2)quantlyMarket timing, Volatility hedge, Defensive rotationApr 9, 202340.4%-13.3%2.49
V1a 🦴 Sandy's Golden Dragon Skeleton 🦴quantlyMarket timing, Risk parity, Defensive rotationApr 10, 202330%-14.4%1.94
BB Signal (Final) + Simple long term FTLTquantlyMarket timing, Leveraged ETFs, Defensive rotationApr 11, 202356.1%-34.3%1.89
V2 Retirement Income Low Volatility | DereckNquantlyTrend following, Market timing, Defensive rotationApr 13, 202310.6%-8.4%1.61
Commodities StrategyquantlyTrend following, Market timing, BondsApr 13, 20239%-34.4%0.70
v1.6 Adaptive All Weather Portfolio + Pure BS Catcher (Garen Phillips)quantlyMarket timing, Defensive rotation, Drawdown protectionApr 15, 202339.3%-14.4%1.30
Simple DividendsquantlyMarket timing, Leveraged ETFs, BondsApr 16, 202327.7%-27.5%1.03
Bull or Bonds Safety townquantlyMarket timing, Volatility hedgeApr 18, 202350.2%-47.2%1.51
[1][1] Long TermquantlyMarket timing, Defensive rotation, BondsApr 20, 202318.7%-20.6%1.31
ULTAquantlyTrend following, Market timing, BondsApr 20, 202317.6%-46.9%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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