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.
| Strategy | Categories | Out-of-sample since | CAGR | Max drawdown | Sharpe |
|---|---|---|---|---|---|
| OG Boring TQQQ Trendzquantly | Trend following, Market timing, Risk parity | Apr 2, 2023 | 48.5% | -24.5% | 1.89 |
| ✨Black Swan 🦢 V4 5/28/22 quantly | Market timing, Risk parity, Bonds | Apr 2, 2023 | 16.9% | -18.9% | 0.70 |
| Copy of ✨Black Swan 🦢 V4 5/28/22 quantly | Market timing, Risk parity, Volatility hedge | Apr 2, 2023 | 16.9% | -18.9% | 0.70 |
| Copy of Sandy's Golden Dragon 3.0quantly | Market timing, Risk parity, Defensive rotation | Apr 4, 2023 | 28.5% | -13.3% | 2.15 |
| Pure BS Catcher + V1d Fund Surfingquantly | Market timing, Risk parity, Volatility hedge | Apr 5, 2023 | 44.5% | -31.9% | 1.62 |
| Sandy's Golden Dragon V4.0quantly | Market timing, Risk parity, Defensive rotation | Apr 5, 2023 | 32.4% | -13% | 2.27 |
| Composer Discover Page Symphoniesquantly | Broad market, Bonds, Risk parity | Apr 6, 2023 | 18% | -13.8% | 1.45 |
| Sandy's Golden Dragon V4.1quantly | Market timing, Risk parity, Defensive rotation | Apr 6, 2023 | 34.1% | -12.8% | 2.36 |
| Sandy's Golden Dragon V4.3 (vol hedge?)quantly | Market timing, Risk parity, Volatility hedge | Apr 6, 2023 | 39.7% | -15.4% | 2.42 |
| [No LETF] Sandy's Golden Dragon V4.4 (vol hedge?)quantly | Market timing, Risk parity, Defensive rotation | Apr 7, 2023 | 20.4% | -7.3% | 2.54 |
| Sandy's Golden Dragon V4.3a (vol hedge?)quantly | Market timing, Risk parity, Volatility hedge | Apr 7, 2023 | 42.5% | -15.7% | 2.44 |
| Sandy's Golden Dragon V4.5 (vol hedge? + beta hedge)quantly | Market timing, Volatility hedge, Defensive rotation | Apr 8, 2023 | 39.1% | -13.7% | 2.45 |
| [No LETF] Sandy's Golden Dragon V4.4a (vol hedge?)quantly | Market timing, Risk parity, Defensive rotation | Apr 8, 2023 | 21% | -6.9% | 2.58 |
| Sandy's Golden Dragon V4.5a (vol hedge? + beta hedge)quantly | Market timing, Risk parity, Defensive rotation | Apr 8, 2023 | 41.4% | -14.3% | 2.47 |
| Beta Hedge 2.0quantly | Market timing, Volatility hedge, Defensive rotation | Apr 8, 2023 | 24.2% | -23.7% | 0.97 |
| Copy of RSRCH Simple FTLT l 12 Jun'14 AR56 DD27 l BE Weeklyquantly | Market timing, Momentum, Risk parity | Apr 8, 2023 | 33.1% | -38.2% | 1.07 |
| 🦴 Sandy's Golden Dragon Skeleton 🦴quantly | Market timing, Risk parity, Defensive rotation | Apr 8, 2023 | 28.5% | -13.8% | 1.94 |
| Sandy's Golden Dragon V4.6a (vol hedge? + beta hedge 2.0)quantly | Market timing, Volatility hedge, Defensive rotation | Apr 9, 2023 | 41.4% | -13.8% | 2.49 |
| V1a 🦴 Sandy's Golden Dragon Skeleton 🦴quantly | Market timing, Risk parity, Defensive rotation | Apr 10, 2023 | 30% | -14.4% | 1.94 |
| Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + Pure BS Catcher (Garen Phillips)quantly | Market timing, Risk parity, Bonds | Apr 27, 2023 | 55.4% | -36.1% | 1.80 |
| V1a Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + Pure BS Catcher (Garen Phillips)quantly | Market timing, Risk parity, Drawdown protection | Apr 27, 2023 | 51.4% | -28% | 1.85 |
| [DEPRECATED] V1.1 | Fund Surfing | Michael B | 2xquantly | Market timing, Risk parity, Drawdown protection | Apr 27, 2023 | 36.6% | -44% | 1.23 |
| SFV by SBF - Stop Financial Violence - Insolvency Edition | Deez | 29APR2023quantly | Market timing, Risk parity, Defensive rotation | Apr 28, 2023 | 36.2% | -18.9% | 1.20 |
| Vol-ey Wolley Mashup Remixquantly | Volatility hedge, Short hedge, Defensive rotation | Apr 29, 2023 | 49.8% | -15.6% | 2.20 |
| The vol-y wolly 3 checkquantly | Market timing, Risk parity, Volatility hedge | Apr 29, 2023 | 43.9% | -29% | 1.60 |
| V1a Vol-ey Wolley Mashup Remix [No VIXM] V2.0quantly | Market timing, Defensive rotation, Risk parity | May 2, 2023 | 50.7% | -12.1% | 2.20 |
Backtest results are hypothetical and do not guarantee future returns. Strategies are shared by Quantly users for research only and are not investment advice.