Mean reversion 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
Dippy Qutie V.1 🍒 5/29/22quantlyMarket timing, Mean reversion, Defensive rotationMay 29, 202235.7%-39.6%1.04
5-50D RSI Mean ReversionquantlyMean reversion, Trend following, Market timingSep 17, 202234.4%-46.2%0.96
Simple Regime Switching and Dip Buying with S&P 500quantlyTrend following, Mean reversion, Market timingSep 18, 202210.9%-36.8%0.70
Fund Surf (1x) - RSI HedgequantlyMarket timing, Mean reversion, Volatility hedgeSep 25, 202243.5%-22.6%1.48
Gold 1D MRquantlyMarket timing, Mean reversion, Defensive rotationOct 5, 202211.3%-34.5%0.72
[DEV] 💸 Dollars UUP | 10OCT2022 | DeezquantlyMean reversion, Market timing, Single stocksOct 10, 202227.7%-43.3%1.07
Alternative to 10d RSI < 31quantlyMean reversion, Leveraged ETFs, BondsOct 12, 202218.5%-15%1.05
D0pp || V1 GUGG RSI Sector RotationquantlyMean reversion, Sector rotation, Market timingOct 19, 202212.5%-43.4%0.66
V 1.0 | 📈 Actively Managed S&P 10 | DeezquantlyMean reversion, Market timing, BondsOct 26, 202231.8%-23.8%1.48
V 1.1 | 📈 Levered S&P 10 Actively Traded | Deez | PRODquantlyMean reversion, Market timing, Short hedgeOct 30, 202228.8%-17.2%1.46
RSI Bug ?quantlyMarket timing, Mean reversion, BondsNov 4, 20226.7%-31.9%0.61
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
Pop Bots 2.1.0 l Oct 28th 2011quantlyMarket timing, Mean reversion, Volatility hedgeNov 19, 202233.9%-24.2%1.37
Copy of Pop Bots 2.1.0 l Oct 28th 2011quantlyMean reversion, Volatility hedge, Market timingNov 19, 202233.9%-24.2%1.37
Max Drawdown Black Swan CatcherquantlyMarket timing, Mean reversion, Volatility hedgeNov 21, 202227.7%-14.7%1.47
FINVIZ Screened ☢️ NASDAQ-X DeETF | Deez | AR: 83% DD: 25.6% - 1JAN2019 | V 1.2quantlyMarket timing, Mean reversion, Tech / Nasdaq focusDec 1, 202256.1%-32.9%1.49
Beat The Market V2quantlyTrend following, Momentum, Mean reversionDec 18, 202222.3%-22.6%1.23
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
Vanguard Mean Reversion HybridquantlyMean reversion, Momentum, Sector rotationJan 9, 202310.4%-52.8%0.56
SPDR Sectors - 14d return (B4) - QuarterlyquantlyMean reversion, Sector rotation, Risk parityJan 9, 202310.9%-45.8%0.59
1NS55 | Garen | Dynamic Allocator LongquantlyMean reversion, Leveraged ETFs, BondsFeb 1, 202329.5%-51.4%0.96
1NS64 | Garen | Carlson Full SortquantlyMean reversion, Single stocksFeb 6, 202322%-42.6%0.93
Fund SurfingquantlyMarket timing, Leveraged ETFs, BondsFeb 6, 202339.9%-43.6%1.23
Vol harvestquantlyMean reversion, Volatility hedge, Short hedgeMar 14, 202329.5%-38.8%0.96
V1e Fund SurfingquantlyMarket timing, Leveraged ETFs, BondsApr 1, 202341%-44.9%1.21
V1b Fund SurfingquantlyMarket timing, Leveraged ETFs, BondsApr 1, 202332.7%-43.3%1.04
Gold and Silver 1D Mean ReversionquantlyMarket timing, Mean reversion, Defensive rotationApr 5, 202312.2%-35.3%0.80
Single Pops (Medium Leverage - No K1 - No Black Swan Catcher) l 2 Nov 2011quantlyMean reversion, Market timing, Defensive rotationApr 21, 202317%-15.2%1.14

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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