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
OG v1.4 | Adaptive All Weather Portfolio | Beta Baller removedquantlyMarket timing, Risk parity, Defensive rotationNov 9, 202227%-20.8%1.59
OG 2x of OG Adaptive Asset Allocation - SPY, TLT, UUP, GLD | GiantStepsquantlyMomentum, Risk parity, Market timingNov 10, 202213%-17%0.93
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
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
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
(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
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
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
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
Buy the Dips Nasdaq W/Opus 8,12,14quantlyMarket timing, Risk parity, Defensive rotationNov 21, 202233.9%-29%1.13
V 1.1 | ₿ 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
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
Dip The Scales - DCA RSI EditionquantlyMarket timing, Volatility hedge, Risk parityNov 30, 202240.5%-26.2%1.33
Golden Ark BallersquantlyMarket timing, Risk parity, Defensive rotationDec 4, 202257%-28.9%1.38
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
V1.6a Adaptive All Weather PortfolioquantlyMarket timing, Defensive rotation, Risk parityDec 16, 202227.6%-14.1%1.52
🤖 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
V2 AAA w/ ERXquantlyMarket timing, Risk parity, Leveraged ETFsDec 24, 202238.9%-51%1.23
Simple LQQQquantlyMarket timing, Risk parity, Leveraged ETFsDec 25, 202234%-43%1.02
AAA BDFquantlyMarket timing, Risk parity, Defensive rotationDec 26, 202252.4%-25%1.98
Bonds/Defensive Framework l UVXYquantlyMarket timing, Risk parity, Volatility hedgeDec 30, 202220%-43.8%1.00
(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
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
Copy of [Invest] Maybe... Maybe... Maybe...quantlyMarket timing, Risk parity, Defensive rotationJan 2, 202315.5%-18.6%0.91
Tech vs Utilities | Managed RiskquantlyMarket timing, Risk parity, Defensive rotationJan 3, 202329.1%-31%1.27
V1.6 Adaptive All Weather Portfolio+Battleship III quantlyMarket timing, Risk parity, Defensive rotationJan 6, 202345.8%-32.6%1.96
V1 | Bear BUYDIPS, Bull HFEAR | Michael BquantlyMarket timing, Defensive rotation, Risk parityJan 7, 202335.5%-34.9%1.19

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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