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
TQQQ, TMF, UUP AAA Strategy with Pop Bots | GiantStepsquantlyMarket timing, Risk parity, Volatility hedgeNov 17, 202217.7%-23.9%1.13
v1.0 | The Weekly GrindquantlyMarket timing, Risk parity, MomentumNov 17, 202222.3%-19%1.39
7. Pop Bot W/ 1x 60/40 (INVEST) | TLT VS SHY EDITIONquantlyMarket timing, Risk parity, Volatility hedgeNov 17, 202245.6%-26.4%1.62
TQQQ, TMF, UUP, DBC AAA Strategy with Pop Bots | GiantStepsquantlyRisk parity, Market timing, Volatility hedgeNov 17, 202223.9%-17.5%1.35
The Weekly Grind| SolarianKnight, Okhi2u, VoxMachina|quantlyMarket timing, Risk parity, Sector rotationNov 16, 202215.1%-11.2%1.25
Copy of The boring IndexquantlyRisk parity, Buy and hold, Broad marketNov 16, 20229.4%-53.8%0.56
The Weekly Grind [Experimental] | RotatorquantlyMarket timing, Risk parity, Defensive rotationNov 16, 202223.4%-17.8%1.50
Weekly Grind (Threshold) [Experimental] l BrianE ModquantlyMarket timing, Risk parity, Short hedgeNov 16, 202217.4%-30.2%1.19
(B) Structures (Frameworks and Hedges) (46/14% MDD) since 2019quantlyMarket timing, Risk parity, Volatility hedgeNov 15, 202242.5%-14.5%2.13
The Weekly Grind [Experimental] - what drawdowns okih2u mod?quantlyRisk parity, Market timing, Defensive rotationNov 15, 202221.8%-18.6%1.48
Aggressive Bots 2: AAAquantlyMarket timing, Risk parity, Leveraged ETFsNov 15, 202258.8%-23.4%1.90
BE's 9th Opus l Dippy TMH + HnL l Jun 2th 2017quantlyMarket timing, Risk parity, Leveraged ETFsNov 15, 202244.6%-21%2.12
BE's 6th Opus l Pop + Hedges l Jun 2nd 2017quantlyMarket timing, Defensive rotation, Risk parityNov 15, 202242.3%-22.3%2.08
BE's 11th Opus l Dippy AAA + HnL l Jun 5th 2017quantlyMarket timing, Risk parity, Defensive rotationNov 15, 202239%-21.7%2.15
BE's 2nd Opus l HnL + Commodities l Jun 2nd 2017quantlyMarket timing, Risk parity, Defensive rotationNov 15, 202245.4%-10%2.25
HEDGED & LEVERAGED - BONDS & STOCKS - V4quantlyMarket timing, Trend following, Leveraged ETFsNov 13, 202232.3%-30.1%1.20
Adaptive Asset Allocation | SMA trend strategy | GiantSteps, Mudrin mod| FolderquantlyTrend following, Market timing, Risk parityNov 13, 202214.4%-26.7%0.92
Unleveraged If Statements | Adaptive Asset Allocation - UPRO, TMF, UUP, and DBC | SMA Strategy | GiantStepsquantlyMarket timing, Risk parity, Defensive rotationNov 12, 202217.1%-28.9%1.04
Adaptive Asset Allocation - SPY, TLT, UUP, GLD | GiantStepsquantlyRisk parity, Market timing, Defensive rotationNov 12, 20229.5%-15.5%0.95
Adaptive Asset Allocation | SMA trend strategy | GiantSteps | Leveraged Replace UPRO with SOXLquantlyMarket timing, Risk parity, Leveraged ETFsNov 12, 202216.7%-45.9%0.85
Unleveraged If Statements | Adaptive Asset Allocation - UPRO, TMF, UUP, and DBC | SMA Strategy | GiantSteps Replace some UPRO with SOXLquantlyMarket timing, Momentum, Risk parityNov 12, 202217.6%-53.1%0.93
Leveraged Adaptive Asset Allocation | GiantStepsquantlyMarket timing, Risk parity, Leveraged ETFsNov 12, 202212.7%-27.8%0.84
Leveraged Adaptive Asset Allocation | GiantSteps Repace UPRO with SOXL quantlyMarket timing, Risk parity, Leveraged ETFsNov 11, 202215.3%-45.4%0.80
Adaptive Asset Allocation | SMA trend strategy | GiantSteps | LeveragedquantlyMomentum, Risk parity, Leveraged ETFsNov 11, 202214.4%-26.7%0.92
OG 2x of OG Adaptive Asset Allocation - SPY, TLT, UUP, GLD | GiantStepsquantlyMomentum, Risk parity, Market timingNov 10, 202213%-17%0.93
OG v1.4 | Adaptive All Weather Portfolio | Beta Baller removedquantlyMarket timing, Risk parity, Defensive rotationNov 9, 202227%-20.8%1.59
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
V1 | Zero-Beta Strategy | GiantSteps | Adaptive Asset AllocationquantlyMarket timing, Risk parity, Short hedgeNov 6, 202214.6%-20.9%1.64
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
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
Exhibit 4 | Adaptive Asset Allocation | 4 choose 2quantlyMomentum, Risk parity, Defensive rotationNov 3, 20229.5%-15.5%0.95
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 2 | ADAPTIVE ASSET ALLOCATIONquantlyRisk parity, Buy and hold, Broad marketOct 27, 20225.4%-21.6%0.65
*WIP* Beat Market rules + Actively Managed S&P 10quantlyTrend following, Momentum, Risk parityOct 26, 202228.9%-29%1.35
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
Adaptive All Weather Portfolio v1quantlyMarket timing, Defensive rotation, Risk parityOct 12, 202223.7%-20.7%1.48

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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