Sector rotation 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
The Anti-ESG PortfolioquantlyMarket timing, Sector rotationFeb 12, 202221%-35.9%1.07
Pick the Trending SectorquantlyMomentum, Sector rotation, Trend followingFeb 12, 202210.3%-51.1%0.63
D0pp || V1 GUGG RSI Sector RotationquantlyMean reversion, Sector rotation, Market timingOct 19, 202212.5%-43.4%0.66
The Weekly Grind [Experimental]quantlyMomentum, Market timing, Sector rotationNov 15, 202223%-25.1%1.17
The Weekly Grind| SolarianKnight, Okhi2u, VoxMachina|quantlyMarket timing, Risk parity, Sector rotationNov 16, 202215.1%-11.2%1.25
v1.4 | The Weekly GrindquantlyMarket timing, Risk parity, Sector rotationNov 20, 202212.2%-17.9%1.02
Stupid Bot l 17Jul2006quantlyMomentum, Sector rotation, Drawdown protectionDec 19, 20228.1%-17.1%0.89
V3 / Gas - Commodity Rotation - Long/Short - Modified by WaywardSonquantlySector rotation, Market timing, Drawdown protectionDec 20, 202240.4%-55.9%0.89
Tech vs Utilities l 22Sep2003 l Cumulative Return SelectorquantlyMarket timing, Sector rotation, BondsDec 31, 202217.6%-26.7%1.01
Vanguard Mean Reversion HybridquantlyMean reversion, Momentum, Sector rotationJan 9, 202310.4%-52.8%0.56
SPDR Sectors - 14d return (B4) - QuarterlyquantlyMean reversion, Sector rotation, Risk parityJan 9, 202310.9%-45.8%0.59
Michael B Meet DalioquantlySector rotation, Risk parity, Defensive rotationJan 15, 202325.7%-11.4%2.10

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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