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
Michael B Meet DalioquantlySector rotation, Risk parity, Defensive rotationJan 15, 202325.7%-11.4%2.10
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
Tech vs Utilities l 22Sep2003 l Cumulative Return SelectorquantlyMarket timing, Sector rotation, BondsDec 31, 202217.6%-26.7%1.01
V3 / Gas - Commodity Rotation - Long/Short - Modified by WaywardSonquantlySector rotation, Market timing, Drawdown protectionDec 20, 202240.4%-55.9%0.89
Stupid Bot l 17Jul2006quantlyMomentum, Sector rotation, Drawdown protectionDec 19, 20228.1%-17.1%0.89
v1.4 | The Weekly GrindquantlyMarket timing, Risk parity, Sector rotationNov 20, 202212.2%-17.9%1.02
The Weekly Grind| SolarianKnight, Okhi2u, VoxMachina|quantlyMarket timing, Risk parity, Sector rotationNov 16, 202215.1%-11.2%1.25
The Weekly Grind [Experimental]quantlyMomentum, Market timing, Sector rotationNov 15, 202223%-25.1%1.17
D0pp || V1 GUGG RSI Sector RotationquantlyMean reversion, Sector rotation, Market timingOct 19, 202212.5%-43.4%0.66
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

Backtest results are hypothetical and do not guarantee future returns. Strategies are shared by Quantly users for research only and are not investment advice.

Build your next strategy. Prove it on paper before you risk real money.

Backtest against decades of data in minutes. Connect your brokerage to paper trade, then go live when you are ready.

Get startedSee how it works