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
V1.6b Adaptive All Weather Portfolio+Agressive Battleship IIIquantlyMarket timing, Risk parity, Defensive rotationJan 7, 202348.5%-32.6%1.89
Zero Beta Sack of YOLOquantlyMarket timing, Risk parity, Defensive rotationJan 8, 202342%-26.9%1.44
SPDR Sectors - 14d return (B4) - QuarterlyquantlyMean reversion, Sector rotation, Risk parityJan 9, 202310.9%-45.8%0.59
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
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
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
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
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
V1a Magic Internet Money (+ Gain Train)quantlyMarket timing, Defensive rotation, Risk parityJan 22, 202347.2%-53%1.12
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
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
Convertible ArbquantlyMarket timing, Risk parity, Defensive rotationJan 29, 20236.8%-15.4%0.88
2x-3x Leveraged Adaptive Asset Allocation | GiantStepsquantlyMarket timing, Risk parity, Leveraged ETFsJan 31, 202314.2%-36%0.78
Copy of Rising Rates with Vol Switch | KYLE MODquantlyMarket timing, Risk parity, Defensive rotationFeb 3, 202334.2%-45.2%1.22
V2 QLD For The Long Term | Garen ModquantlyTrend following, Market timing, Risk parityFeb 5, 202325.9%-30%1.18
v2.1 | Risk On/Risk Off Hedgefundie (No K-1)quantlyMarket timing, Risk parity, Defensive rotationFeb 6, 202330.5%-39.8%1.30
Secular Trinity Momentum - Stocks, Bonds, ComdsquantlyTrend following, Market timing, Risk parityFeb 18, 202316.6%-12.1%1.25
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
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
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
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
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
V2 | Rising Rates with Vol SwitchquantlyMarket timing, Risk parity, Defensive rotationMar 20, 202321.1%-37.6%0.86
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
Umbrella TrendquantlyMarket timing, Risk parity, Defensive rotationMar 26, 202314.8%-10.6%1.51
V1a Umbrella TrendquantlyMarket timing, Risk parity, Defensive rotationMar 27, 202317.6%-10.5%1.45
V2 | Bear BUYDIPS, Bull HFEAR | Michael B | No K-1quantlyMarket timing, Risk parity, BondsMar 30, 202332.6%-35.5%1.12
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
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
QLD FTLT + Bonds = 30% APY 17% DDquantlyMarket timing, Bonds, Risk parityApr 2, 202331.5%-16.4%1.61

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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