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
V1a Vol-ey Wolley Mashup Remix [No VIXM] V2.0quantlyMarket timing, Defensive rotation, Risk parityMay 2, 202350.7%-12.1%2.20
Vol-ey Wolley Mashup RemixquantlyVolatility hedge, Short hedge, Defensive rotationApr 29, 202349.8%-15.6%2.20
The vol-y wolly 3 checkquantlyMarket timing, Risk parity, Volatility hedgeApr 29, 202343.9%-29%1.60
SFV by SBF - Stop Financial Violence - Insolvency Edition | Deez | 29APR2023quantlyMarket timing, Risk parity, Defensive rotationApr 28, 202336.2%-18.9%1.20
Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + Pure BS Catcher (Garen Phillips)quantlyMarket timing, Risk parity, BondsApr 27, 202355.4%-36.1%1.80
V1a Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + Pure BS Catcher (Garen Phillips)quantlyMarket timing, Risk parity, Drawdown protectionApr 27, 202351.4%-28%1.85
[DEPRECATED] V1.1 | Fund Surfing | Michael B | 2xquantlyMarket timing, Risk parity, Drawdown protectionApr 27, 202336.6%-44%1.23
V1a 🦴 Sandy's Golden Dragon Skeleton 🦴quantlyMarket timing, Risk parity, Defensive rotationApr 10, 202330%-14.4%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
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
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
[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
Composer Discover Page SymphoniesquantlyBroad market, Bonds, Risk parityApr 6, 202318%-13.8%1.45
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
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
Copy of Sandy's Golden Dragon 3.0quantlyMarket timing, Risk parity, Defensive rotationApr 4, 202328.5%-13.3%2.15
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
Copy of ✨Black Swan 🦢 V4 5/28/22 quantlyMarket timing, Risk parity, Volatility hedgeApr 2, 202316.9%-18.9%0.70
V1d Fund SurfingquantlyMarket timing, Risk parity, BondsApr 1, 202341.5%-44.9%1.22
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
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
V2 | Bear BUYDIPS, Bull HFEAR | Michael B | No K-1quantlyMarket timing, Risk parity, BondsMar 30, 202332.6%-35.5%1.12
V1a Umbrella TrendquantlyMarket timing, Risk parity, Defensive rotationMar 27, 202317.6%-10.5%1.45
Umbrella TrendquantlyMarket timing, Risk parity, Defensive rotationMar 26, 202314.8%-10.6%1.51
Better UPRO - QuarterlyquantlyMarket timing, Risk parity, Drawdown protectionMar 23, 202322.8%-53.5%0.76
2x Better UPRO - DailyquantlyTrend following, Momentum, Risk parityMar 23, 202351.1%-40.4%1.21
V2 | Rising Rates with Vol SwitchquantlyMarket timing, Risk parity, Defensive rotationMar 20, 202321.1%-37.6%0.86
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
Pop Bots 2.2 - Black Swan UpdatequantlyTrend following, Market timing, Risk parityMar 3, 202338.6%-21.5%1.24
V2.4 | Safety Mix | Michael B | USDU, GDX, XLP, & DBMFquantlyRisk parity, Buy and holdMar 3, 20238.5%-9.6%1.21
V1a All Weather Core + V1 New SOXL BallerquantlyMarket timing, Risk parity, Volatility hedgeMar 3, 202359.5%-9.1%2.12
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
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
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
Secular Trinity Momentum - Stocks, Bonds, ComdsquantlyTrend following, Market timing, Risk parityFeb 18, 202316.6%-12.1%1.25
v2.1 | Risk On/Risk Off Hedgefundie (No K-1)quantlyMarket timing, Risk parity, Defensive rotationFeb 6, 202330.5%-39.8%1.30

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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