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
V2 QLD For The Long Term | Garen ModquantlyTrend following, Market timing, Risk parityFeb 5, 202325.9%-30%1.18
Copy of Rising Rates with Vol Switch | KYLE MODquantlyMarket timing, Risk parity, Defensive rotationFeb 3, 202334.2%-45.2%1.22
2x-3x Leveraged Adaptive Asset Allocation | GiantStepsquantlyMarket timing, Risk parity, Leveraged ETFsJan 31, 202314.2%-36%0.78
Convertible ArbquantlyMarket timing, Risk parity, Defensive rotationJan 29, 20236.8%-15.4%0.88
VIXn' BEmod - Nov 2nd 2011quantlyMarket timing, Risk parity, Defensive rotationJan 27, 202341.6%-35.4%1.34
V1 BOTZ bot | QLD AI🤖 FTLTquantlyTrend following, Momentum, Short hedgeJan 27, 202342.6%-24.9%1.57
v1.6 Adaptive All Weather PortfolioquantlyMarket timing, Defensive rotation, Risk parityJan 27, 202323.7%-14.1%1.53
Sandy's Golden Dragon V2.0quantlyMarket timing, Risk parity, Volatility hedgeJan 26, 202333.3%-11.6%2.29
The Adaptive Dragon V1.0.1aquantlyMarket timing, Defensive rotation, Drawdown protectionJan 26, 202334.8%-15.5%2.09
V1.1 | Retirement Fund | Michael B | Aggressive (Higher Volume)quantlyTrend following, Market timing, Risk parityJan 26, 202325.1%-15%1.80
V2.0 of Sandy's Boring Adaptive DragonquantlyMarket timing, Defensive rotation, Drawdown protectionJan 26, 202323.7%-13%1.90
V1a Magic Internet Money (+ Gain Train)quantlyMarket timing, Defensive rotation, Risk parityJan 22, 202347.2%-53%1.12
Copy of DBMF ReplicationquantlyMarket timing, Leveraged ETFs, Risk parityJan 20, 20238.7%-25.1%0.65
Sandy's Golden DragonquantlyMarket timing, Risk parity, Volatility hedgeJan 20, 202330.9%-11.3%2.28
Copy of The Sandy DragonquantlyMarket timing, Risk parity, BondsJan 20, 202322.9%-12.1%1.92
Michael B Meet DalioquantlySector rotation, Risk parity, Defensive rotationJan 15, 202325.7%-11.4%2.10
[!] Michael B Meet Dalio infused with Simple Drawdown (Shared)quantlyMarket timing, Risk parity, Defensive rotationJan 15, 202324%-11.3%2.03
Cautious Fund Surfing | 2xquantlyMarket timing, Risk parity, Leveraged ETFsJan 13, 202319.3%-30.4%1.05
Cautious Fund Surfing | 3xquantlyMarket timing, Risk parity, Defensive rotationJan 13, 202332.9%-37.7%1.25
AAA w/ ERXquantlyMarket timing, Risk parity, Defensive rotationJan 11, 202333.2%-31.2%1.24
V1.1 | Bear BUYDIPS, Bull HFEAR | Michael B | Safety Mix UpdatequantlyMarket timing, Risk parity, Defensive rotationJan 11, 202336.5%-34.7%1.21
My Perfect Vol Hedge: CombinedquantlyMarket timing, Volatility hedge, Drawdown protectionJan 10, 202319.6%-35.5%0.68
Beat the Market (since 2002) SAVEquantlyTrend following, Market timing, Risk parityJan 10, 202317.1%-31.9%0.96
SPDR Sectors - 14d return (B4) - QuarterlyquantlyMean reversion, Sector rotation, Risk parityJan 9, 202310.9%-45.8%0.59
Zero Beta Sack of YOLOquantlyMarket timing, Risk parity, Defensive rotationJan 8, 202342%-26.9%1.44
V1 | Bear BUYDIPS, Bull HFEAR | Michael BquantlyMarket timing, Defensive rotation, Risk parityJan 7, 202335.5%-34.9%1.19
V1.6b Adaptive All Weather Portfolio+Agressive Battleship IIIquantlyMarket timing, Risk parity, Defensive rotationJan 7, 202348.5%-32.6%1.89
V1.6 Adaptive All Weather Portfolio+Battleship III quantlyMarket timing, Risk parity, Defensive rotationJan 6, 202345.8%-32.6%1.96
Tech vs Utilities | Managed RiskquantlyMarket timing, Risk parity, Defensive rotationJan 3, 202329.1%-31%1.27
Copy of [Invest] Maybe... Maybe... Maybe...quantlyMarket timing, Risk parity, Defensive rotationJan 2, 202315.5%-18.6%0.91
Chowmeini's version of Proteus's draft of ☢ V2.12 The Manhattan Project (slimed)quantlyRisk parity, Market timing, Defensive rotationJan 1, 202333.4%-19.9%1.57
(draft v0.0.1) ☢ V2.12 The Manhattan Project (slimed)quantlyRisk parity, Leveraged ETFs, Market timingDec 31, 202236.9%-23.7%1.43
Tech vs Utilities l 22Sep2003 l (with SHY in place of TMV)quantlyMarket timing, Bonds, Risk parityDec 31, 202215.9%-23.1%0.96
Bonds/Defensive Framework l UVXYquantlyMarket timing, Risk parity, Volatility hedgeDec 30, 202220%-43.8%1.00
AAA BDFquantlyMarket timing, Risk parity, Defensive rotationDec 26, 202252.4%-25%1.98
Simple LQQQquantlyMarket timing, Risk parity, Leveraged ETFsDec 25, 202234%-43%1.02
V2 AAA w/ ERXquantlyMarket timing, Risk parity, Leveraged ETFsDec 24, 202238.9%-51%1.23
🤖 V1.0 | [PUB] BTFD DCA Bot [FW] | Deez | W/TrinityquantlyMarket timing, Risk parity, Defensive rotationDec 19, 202226%-42.8%0.92
Copy of HEDGED & LEVERAGED - BONDS & STOCKS - V2.1 (MultiLev, no Berkshire)quantlyTrend following, Market timing, Risk parityDec 19, 202226.6%-26.2%1.13
V1.6a Adaptive All Weather PortfolioquantlyMarket timing, Defensive rotation, Risk parityDec 16, 202227.6%-14.1%1.52
AAA Healthcare Edition (3 Assets at a time instead of 2)quantlyMarket timing, Risk parity, Defensive rotationDec 13, 202228.7%-28.4%1.38
$ v1.1 okhi2u QLD safety townquantlyMarket timing, Risk parity, Defensive rotationDec 13, 202220%-26.4%1.31
Golden Ark BallersquantlyMarket timing, Risk parity, Defensive rotationDec 4, 202257%-28.9%1.38
Dip The Scales - DCA RSI EditionquantlyMarket timing, Volatility hedge, Risk parityNov 30, 202240.5%-26.2%1.33
V2.0 TQQQ RSI 7-30 Machine | Deez | 19NOV2022 W/ UHN & COSTquantlyMarket timing, Risk parity, Short hedgeNov 29, 202237.6%-32%1.27
Pop Bot Q|0/68 - S|368quantlyTrend following, Market timing, Risk parityNov 29, 202255%-20.9%1.73
V 1.1 | â‚¿ Magic Internet Money (MIM) | Deez | AR: 13,713.9% DD: 19.4% BT: 29JUN2022quantlyMarket timing, Risk parity, Defensive rotationNov 22, 20229.3%-58.9%0.44
Buy the Dips Nasdaq W/Opus 8,12,14quantlyMarket timing, Risk parity, Defensive rotationNov 21, 202233.9%-29%1.13
Adaptive SOXL Pop BotsquantlyMarket timing, Risk parity, Volatility hedgeNov 20, 202255.8%-41.6%1.51
v1.4 | The Weekly GrindquantlyMarket timing, Risk parity, Sector rotationNov 20, 202212.2%-17.9%1.02

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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