Momentum 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.
| Strategy | Categories | Out-of-sample since | CAGR | Max drawdown | Sharpe |
|---|---|---|---|---|---|
| Ride the Oil Trendquantly | Momentum, Market timing, Risk parity | Feb 12, 2022 | 9% | -49% | 0.52 |
| Believe in Big Techquantly | Momentum, Tech / Nasdaq focus, Single stocks | Feb 12, 2022 | 32% | -51% | 1.04 |
| Pick the Trending Sectorquantly | Momentum, Sector rotation, Trend following | Feb 12, 2022 | 10.3% | -51.1% | 0.63 |
| Retirement: Momentum quantly | Momentum, Broad market, Commodities | Sep 22, 2022 | 9.9% | -16.9% | 0.96 |
| Low DD Moderate Gainquantly | Market timing, Momentum, Volatility hedge | Oct 1, 2022 | 48.7% | -49.2% | 1.22 |
| Retirement Fund: Aggressive 1.03 see notesquantly | Trend following, Momentum, Short hedge | Oct 9, 2022 | 25.9% | -16.1% | 1.76 |
| simplified Fickle MACD Bullquantly | Trend following, Momentum, Market timing | Oct 9, 2022 | 46% | -39.6% | 1.24 |
| Ludwig's Moonshot Sonataquantly | Momentum, Leveraged ETFs, Tech / Nasdaq focus | Oct 11, 2022 | 17.3% | -49.4% | 0.70 |
| V1 | Momentum Strength Builder | Michael B | 60/40 Top10/Safetyquantly | Momentum, Market timing, Defensive rotation | Oct 20, 2022 | 21.7% | -28.6% | 1.29 |
| v1.1 Low Beta One Liner - no K-1 editionquantly | Momentum, Market timing, Broad market | Oct 24, 2022 | 10% | -19.9% | 0.84 |
| *WIP* Beat Market rules + Actively Managed S&P 10quantly | Trend following, Momentum, Risk parity | Oct 26, 2022 | 28.9% | -29% | 1.35 |
| Exhibit 3 | ADAPTIVE ASSET ALLOCATIONquantly | Momentum, Market timing, Broad market | Oct 27, 2022 | 6.8% | -23.3% | 0.66 |
| Exhibit 3 | ADAPTIVE ASSET ALLOCATION | 5C2quantly | Momentum, Market timing, Defensive rotation | Oct 28, 2022 | 11.9% | -17.3% | 0.97 |
| V2 | Emerging Markets | Otterly Foolish | Dereck Nielsen Modquantly | Trend following, Momentum, Market timing | Oct 30, 2022 | 47.7% | -38% | 1.12 |
| Factor Alphaquantly | Trend following, Momentum, Market timing | Nov 1, 2022 | 14.9% | -35.1% | 0.87 |
| Exhibit 4 | Adaptive Asset Allocation | 4 choose 2quantly | Momentum, Risk parity, Defensive rotation | Nov 3, 2022 | 9.5% | -15.5% | 0.95 |
| Submission to the Zero Beta Contest No. 4 - GiantStepsquantly | Momentum, Risk parity, Market timing | Nov 4, 2022 | 10.8% | -20% | 0.90 |
| Submission to the Zero Beta Contest No. 5 - GiantStepsquantly | Momentum, Risk parity, Market timing | Nov 5, 2022 | 10.2% | -18.6% | 0.93 |
| OG V1.1 QQQ 1DMR - 2X LETF editionquantly | Trend following, Momentum, Market timing | Nov 9, 2022 | 39.5% | -26.6% | 1.38 |
| OG 2x of OG Adaptive Asset Allocation - SPY, TLT, UUP, GLD | GiantStepsquantly | Momentum, Risk parity, Market timing | Nov 10, 2022 | 13% | -17% | 0.93 |
| Adaptive Asset Allocation | SMA trend strategy | GiantSteps | Leveragedquantly | Momentum, Risk parity, Leveraged ETFs | Nov 11, 2022 | 14.4% | -26.7% | 0.92 |
| Unleveraged If Statements | Adaptive Asset Allocation - UPRO, TMF, UUP, and DBC | SMA Strategy | GiantSteps Replace some UPRO with SOXLquantly | Market timing, Momentum, Risk parity | Nov 12, 2022 | 17.6% | -53.1% | 0.93 |
| The Weekly Grind [Experimental]quantly | Momentum, Market timing, Sector rotation | Nov 15, 2022 | 23% | -25.1% | 1.17 |
| v1.0 | The Weekly Grindquantly | Market timing, Risk parity, Momentum | Nov 17, 2022 | 22.3% | -19% | 1.39 |
| $ OG v1.1 Buy The Dips 150d MA Basket | with bond selector | - less k-1 edition quantly | Trend following, Momentum, Market timing | Nov 19, 2022 | 48% | -31.9% | 1.37 |
| OG v1.1 Buy The Dips 150d MA Basket | with bond selector | - less k-1 edition | SHAREDquantly | Trend following, Momentum, Market timing | Nov 19, 2022 | 48% | -31.9% | 1.37 |
| Monthly Mega-Cap V2 | MA of return + cumulative return | Pskonejottquantly | Trend following, Momentum, Single stocks | Nov 29, 2022 | 26.1% | -30.7% | 1.11 |
| Magic Internet Money (+ Gain Train)quantly | Trend following, Momentum, Market timing | Nov 30, 2022 | 45.4% | -50% | 1.11 |
| FINVIZ Screened ☢️ NASDAQ-X DeETF | Deez | AR: 83% DD: 25.6% - 1JAN2019 | V 1.2quantly | Market timing, Mean reversion, Tech / Nasdaq focus | Dec 1, 2022 | 56.1% | -32.9% | 1.49 |
| ComposerQC SampleStrategyquantly | Trend following, Momentum, Market timing | Dec 6, 2022 | 20% | -48.6% | 0.78 |
| Beat The Market V2quantly | Trend following, Momentum, Mean reversion | Dec 18, 2022 | 22.3% | -22.6% | 1.23 |
| Stupid Bot l 17Jul2006quantly | Momentum, Sector rotation, Drawdown protection | Dec 19, 2022 | 8.1% | -17.1% | 0.89 |
| Remove unused rules of Framework 3.0.4 QQQ/PSQ | AR 49.6% | DD 15.7% | BT 20Oct11 - 08Aug23quantly | Trend following, Momentum, Mean reversion | Dec 26, 2022 | 34.9% | -39.1% | 1.57 |
| Vanguard Mean Reversion Hybridquantly | Mean reversion, Momentum, Sector rotation | Jan 9, 2023 | 10.4% | -52.8% | 0.56 |
| V1 BOTZ bot | QLD AI🤖 FTLTquantly | Trend following, Momentum, Short hedge | Jan 27, 2023 | 42.6% | -24.9% | 1.57 |
| V1 Simple SPY Reddit Rebalancerquantly | Market timing, Momentum, Defensive rotation | Jan 30, 2023 | 15.9% | -26.5% | 0.92 |
| V1 ARKQ bot | QLD AI🤖 FTLTquantly | Trend following, Momentum, Market timing | Feb 9, 2023 | 37.5% | -31.7% | 1.37 |
| Basic Trend Modelquantly | Momentum, Market timing, Defensive rotation | Feb 26, 2023 | 5.2% | -11.6% | 0.68 |
| V1 QLD bot | QLD FTLTquantly | Trend following, Momentum, Market timing | Mar 1, 2023 | 54.9% | -42.1% | 1.38 |
| Copy of V1 QLD bot | QLD FTLTquantly | Trend following, Momentum, Market timing | Mar 1, 2023 | 54.9% | -42.1% | 1.38 |
| HAA CANARY + DUAL MOMENTUM + BLACK SWAN CATCHERquantly | Trend following, Momentum, Market timing | Mar 4, 2023 | 44.6% | -40.7% | 1.21 |
| V1a HAA CANARY + DUAL MOMENTUM + BLACK SWAN CATCHERquantly | Market timing, Volatility hedge, Momentum | Mar 5, 2023 | 47.4% | -40.4% | 1.25 |
| Vol harvestquantly | Mean reversion, Volatility hedge, Short hedge | Mar 14, 2023 | 29.5% | -38.8% | 0.96 |
| OG v1.01 BBD - Scale In | Simple taxes modquantly | Market timing, Momentum, Volatility hedge | Mar 17, 2023 | 2.1% | -57.5% | 0.21 |
| 2x Better UPRO - Dailyquantly | Trend following, Momentum, Risk parity | Mar 23, 2023 | 51.1% | -40.4% | 1.21 |
| V1a Dereck Nielsen All Weather Portfolioquantly | Trend following, Momentum, Defensive rotation | Mar 25, 2023 | 25.3% | -18.4% | 1.71 |
| Big Tech Momentumquantly | Momentum, Tech / Nasdaq focus, Single stocks | Mar 25, 2023 | 27.7% | -53.3% | 0.86 |
| Copy of RSRCH Simple FTLT l 12 Jun'14 AR56 DD27 l BE Weeklyquantly | Market timing, Momentum, Risk parity | Apr 8, 2023 | 33.1% | -38.2% | 1.07 |
| The name's bond v2quantly | Momentum, Bonds, Broad market | Apr 10, 2023 | 7.5% | -13.3% | 0.82 |
| The name's bondquantly | Momentum, Bonds, Buy and hold | Apr 10, 2023 | 6% | -16.6% | 0.67 |
Backtest results are hypothetical and do not guarantee future returns. Strategies are shared by Quantly users for research only and are not investment advice.