Risk parity 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
Diversified PortfolioquantlyBuy and hold, Broad market, Risk parityFeb 4, 202210.3%-57%0.59
Copy the Dragon PortfolioquantlyMarket timing, Risk parity, Volatility hedgeFeb 12, 202212.2%-36.3%0.92
Ride the Oil TrendquantlyMomentum, Market timing, Risk parityFeb 12, 20229%-49%0.52
The Not Boring: Rising Rates with Vol SwitchquantlyMarket timing, Risk parity, Defensive rotationFeb 12, 202221.6%-28.1%1.07
Diversify with Gold & the DollarquantlyRisk parity, Buy and hold, CommoditiesFeb 12, 20225.2%-12%0.90
rising rates HFEAquantlyBuy and hold, Risk parity, Leveraged ETFsFeb 18, 202215.8%-45.3%0.83
TQQQ Daily 60d Bond Trend, 2d Bond Trend, Drawdown, VixquantlyMarket timing, Risk parity, Drawdown protectionApr 4, 202252.7%-59.6%1.21
2008 All-Stars Defense 🦢quantlyMarket timing, Defensive rotation, Risk parityAug 16, 202226.1%-42.5%0.88
Black Swan 🦢 V5 5/28/22 by Garen PhillipsquantlyMarket timing, Risk parity, BondsSep 5, 202218.2%-24.4%0.71
50/50 S&P 500/Commodities by DereckNielsen | "Fund Surfing" ModquantlyMarket timing, Risk parity, Drawdown protectionSep 19, 202235.9%-37.5%1.21
SPY - Bull or HedgequantlyMarket timing, Risk parity, Volatility hedgeSep 20, 202249.6%-28%1.36
Layer 2: Hedged Bear Market (v 1.1)quantlyMarket timing, Risk parity, Short hedgeSep 21, 202215.6%-43.3%0.72
Layer 2: Hedged Bull (v 1.1)quantlyTrend following, Market timing, Risk paritySep 21, 202229.6%-33.9%1.30
Layer 4: Standard Volatility Hedge (UUP/GLD)quantlyRisk parity, Buy and hold, CommoditiesSep 21, 20225.2%-12%0.90
Total Market Hedged (V 1.1)quantlyMarket timing, Risk parity, Volatility hedgeSep 23, 202259.3%-36%1.49
Layer 1: Black Swan (RSI)quantlyMarket timing, Risk parity, Volatility hedgeSep 23, 202227.7%-22.2%1.12
W/ Garen modquantlyMarket timing, Risk parity, Drawdown protectionSep 25, 202250.4%-31%1.39
Simple Regime Switching V2.2quantlyMarket timing, Risk parity, BondsSep 25, 202233.1%-29%1.25
Copy of Blend: Simple Regime Switching and Dip Buying with Leveraged Nasdaq (2x) DereckNielsen ModquantlyTrend following, Market timing, Leveraged ETFsSep 25, 202237.5%-25.3%1.38
Low DD Moderate GainquantlyMarket timing, Momentum, Volatility hedgeOct 1, 202248.7%-49.2%1.22
Black Swan 🦢 V4 5/28/22quantlyMarket timing, Risk parity, BondsOct 3, 202212.7%-20.2%0.61
Copy of Blend: Total Market Hedged (V 1.0) & Fund Surfing v2.0quantlyMarket timing, Risk parity, Defensive rotationOct 3, 202257.2%-56.6%1.22
Brian's Tweak (set dates April 1 2010 - Jan 3 2020)quantlyTrend following, Market timing, Risk parityOct 5, 202238.8%-56.6%1.09
Copy of Safer 20 Year Treasury Bonds with Leveraged Safety quantlyMarket timing, Risk parity, Defensive rotationOct 5, 202211.3%-46.9%0.69
A Better "LETF minimum drawdown" V2 | DJKeyholequantlyMarket timing, Risk parity, Defensive rotationOct 5, 202249.1%-46.3%1.93
A Better "LETF minimum drawdown" V1 | DJKeyholequantlyMarket timing, Risk parity, Volatility hedgeOct 5, 202248.1%-41.7%1.92
Adaptive All Weather Portfolio v1quantlyMarket timing, Defensive rotation, Risk parityOct 12, 202223.7%-20.7%1.48
Vixen BasketquantlyMarket timing, Risk parity, Volatility hedgeOct 24, 202229.3%-44.8%0.92
QQQ Bonds Basket l BrianEquantlyTrend following, Risk parity, Short hedgeOct 24, 202245.3%-29.3%1.48
v1.2 Adaptive All Weather Portfolio | Garen Crash Protection ModquantlyMarket timing, Defensive rotation, Risk parityOct 24, 202228%-20.8%1.63
*WIP* Beat Market rules + Actively Managed S&P 10quantlyTrend following, Momentum, Risk parityOct 26, 202228.9%-29%1.35
Exhibit 2 | ADAPTIVE ASSET ALLOCATIONquantlyRisk parity, Buy and hold, Broad marketOct 27, 20225.4%-21.6%0.65
Exhibit 4 | Adaptive Asset Allocation | 3 choose 2 - QLD, QID, GLDquantlyMarket timing, Risk parity, Short hedgeOct 30, 202211%-27.3%0.67
VIXn' Short l BrianE Mod l Nov 2nd 2011quantlyMarket timing, Risk parity, Volatility hedgeOct 30, 202224.2%-18.6%1.27
v1.3 | Adaptive All Weather PortfolioquantlyMarket timing, Defensive rotation, Risk parityOct 30, 202227.5%-20.8%1.62
Exhibit 4 | Adaptive Asset Allocation | 4 choose 2quantlyMomentum, Risk parity, Defensive rotationNov 3, 20229.5%-15.5%0.95
Stop the Drop and Diversify a modified Opus-12 by PerfektquantlyMarket timing, Defensive rotation, Risk parityNov 4, 202215.3%-13.5%1.32
v1.5.0 | Dippy Qutie | Garen,Pietros,EricS - BrianE Mod (In.Vol) l Nov 20th 2011quantlyMarket timing, Risk parity, Leveraged ETFsNov 4, 202240.4%-27.5%1.52
Submission to the Zero Beta Contest No. 4 - GiantStepsquantlyMomentum, Risk parity, Market timingNov 4, 202210.8%-20%0.90
Drawdown/Skim Bots (USDU, no UUP)quantlyMarket timing, Risk parity, Volatility hedgeNov 5, 202230.3%-13.9%1.73
Submission to Zero Beta Contest No. 2 - GiantStepsquantlyMarket timing, Risk parity, Leveraged ETFsNov 5, 202215.2%-21.1%1.63
i5 - QQQ Bonds BasketquantlyMarket timing, Risk parity, BondsNov 5, 202240.2%-28.2%1.62
Submission to the Zero Beta Contest No. 3 - GiantStepsquantlyMarket timing, Risk parity, Leveraged ETFsNov 5, 202224.7%-31.5%1.59
MARA BETA HEDGEquantlyRisk parity, Buy and hold, BondsNov 5, 20223.2%-8.9%0.99
V 1a | 🚂 Gain Train DGAF | Deez | (A: 0.30, B: 0.01, R^2: 0, R: 0.02) BT - 1JAN2015quantlyMarket timing, Short hedge, Risk parityNov 5, 202221.4%-30.8%1.17
Submission to the Zero Beta Contest No. 5 - GiantStepsquantlyMomentum, Risk parity, Market timingNov 5, 202210.2%-18.6%0.93
Submission to Zero Beta Contest No. 1 - GiantStepsquantlyMarket timing, Risk parity, Leveraged ETFsNov 5, 202214.6%-20.9%1.64
V1 | Zero-Beta Strategy | GiantSteps | Adaptive Asset AllocationquantlyMarket timing, Risk parity, Short hedgeNov 6, 202214.6%-20.9%1.64
Adaptive Asset Allocation l BrianE Mod l - TECH, GOLD, BONDS, DBC, USDUquantlyMarket timing, Risk parity, Leveraged ETFsNov 8, 202230.2%-37.2%1.16
Adaptive Asset Allocation l BrianE Mod l SH, USDU, XLU, TLTquantlyMarket timing, Risk parity, Defensive rotationNov 8, 20226.5%-16.1%0.74

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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