Short hedge 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 |
|---|---|---|---|---|---|
| Layer 2: Hedged Bear Market (v 1.1)quantly | Market timing, Risk parity, Short hedge | Sep 21, 2022 | 15.6% | -43.3% | 0.72 |
| QLD/QIDquantly | Market timing, Leveraged ETFs, Bonds | Sep 22, 2022 | 14.7% | -30% | 0.83 |
| Simple Regime Switching and Dip Buying and Shorting with Leveraged Nasdaq (2x)quantly | Trend following, Market timing, Leveraged ETFs | Sep 24, 2022 | 32.6% | -27.8% | 1.11 |
| Blend: Simple Regime Switching and Dip Buying with Leveraged Nasdaq (2x)quantly | Trend following, Market timing, Short hedge | Sep 24, 2022 | 29.3% | -26.1% | 1.16 |
| Copy of Franklin Simple Regime Switching, Dip Buying, Shorting with Leveraged Nasdaq (2x), and MACDquantly | Trend following, Market timing, Short hedge | Sep 25, 2022 | 29.5% | -40.6% | 1.10 |
| Stock Market Basic Strategyquantly | Trend following, Market timing, Short hedge | Sep 29, 2022 | 26.2% | -19.7% | 1.34 |
| DN's Original Block (set dates April 1 2010 - Jan 3 2020)quantly | Trend following, Market timing, Short hedge | Oct 3, 2022 | 46.9% | -47.5% | 1.26 |
| Retirement Fund: Aggressive 1.03 see notesquantly | Trend following, Momentum, Short hedge | Oct 9, 2022 | 25.9% | -16.1% | 1.76 |
| V1 Beta Ballers | Garen Modquantly | Trend following, Market timing, Leveraged ETFs | Oct 12, 2022 | 48.3% | -54.1% | 1.17 |
| Copy of V1 Beta Ballers | Garen Mod - 2007 editionquantly | Trend following, Market timing, Short hedge | Oct 13, 2022 | 48.3% | -54.1% | 1.17 |
| V1 | Hedgefundie's Excellent Adventure - The Resurrection | DereckNielsen |quantly | Market timing, Leveraged ETFs, Short hedge | Oct 14, 2022 | 18.4% | -43.9% | 0.72 |
| V3 | A Better "LETF minimum drawdown" | DJKeyhole | Use V1.1 A Better LETF Basketquantly | Market timing, Leveraged ETFs, Short hedge | Oct 16, 2022 | 54.4% | -46.3% | 2.01 |
| NASDAQ 2 Liner | Newbie's to learn Short Codequantly | Market timing, Trend following, Short hedge | Oct 16, 2022 | 17% | -39.8% | 0.66 |
| V3.1 | A Better "LETF minimum drawdown" | DJKeyhole ๐งโโ๏ธ | No UGEquantly | Market timing, Leveraged ETFs, Short hedge | Oct 18, 2022 | 53.6% | -46.3% | 1.98 |
| OG Retirement Fund: Aggressive 1.1 (no K-1 edition) see notesquantly | Market timing, Leveraged ETFs, Volatility hedge | Oct 22, 2022 | 26.7% | -17.6% | 1.67 |
| V1 | Safer 20 Year Treasury Bonds | Michael Bquantly | Market timing, Defensive rotation, Bonds | Oct 23, 2022 | 6% | -22.8% | 0.59 |
| QQQ Bonds Basket l BrianEquantly | Trend following, Risk parity, Short hedge | Oct 24, 2022 | 45.3% | -29.3% | 1.48 |
| BACKTEST v1.3 | Adaptive All Weather Portfolioquantly | Market timing, Leveraged ETFs, Defensive rotation | Oct 30, 2022 | 26.6% | -20.7% | 1.60 |
| Exhibit 4 | Adaptive Asset Allocation | 3 choose 2 - QLD, QID, GLDquantly | Market timing, Risk parity, Short hedge | Oct 30, 2022 | 11% | -27.3% | 0.67 |
| V 1.1 | ๐ Levered S&P 10 Actively Traded | Deez | PRODquantly | Mean reversion, Market timing, Short hedge | Oct 30, 2022 | 28.8% | -17.2% | 1.46 |
| V2 | Emerging Markets | Otterly Foolish | Dereck Nielsen Modquantly | Trend following, Momentum, Market timing | Oct 30, 2022 | 47.7% | -38% | 1.12 |
| Anti-chop QLD For The Long Termquantly | Trend following, Market timing, Short hedge | Nov 2, 2022 | 36.4% | -30% | 1.41 |
| What stock market?quantly | Market timing, Leveraged ETFs, Short hedge | Nov 4, 2022 | 5.6% | -16.5% | 0.63 |
| Submission to the Zero Beta Contest No. 4 - GiantStepsquantly | Momentum, Risk parity, Market timing | Nov 4, 2022 | 10.8% | -20% | 0.90 |
| V1.0 | Beta Pauper | HinnomTX | Monthly Zero Beta Symphony | ฮฒ=0.00 | 1/1/2015-10/10/2022quantly | Leveraged ETFs, Short hedge, Defensive rotation | Nov 5, 2022 | 1.6% | -38.3% | 0.19 |
| Submission to the Zero Beta Contest No. 3 - GiantStepsquantly | Market timing, Risk parity, Leveraged ETFs | Nov 5, 2022 | 24.7% | -31.5% | 1.59 |
| V2.0u | Commander BND Unleveraged Monthly | HinnomTX | Trades 12 Times / Year | 38% AR | 19.1% DD | 12/2013-22quantly | Market timing, Short hedge, Defensive rotation | Nov 5, 2022 | 14.2% | -27% | 0.83 |
| V 1a | ๐ Gain Train DGAF | Deez | (A: 0.30, B: 0.01, R^2: 0, R: 0.02) BT - 1JAN2015quantly | Market timing, Short hedge, Risk parity | Nov 5, 2022 | 21.4% | -30.8% | 1.17 |
| V1 | Zero-Beta Strategy | GiantSteps | Adaptive Asset Allocationquantly | Market timing, Risk parity, Short hedge | Nov 6, 2022 | 14.6% | -20.9% | 1.64 |
| V2 | Commander BND Monthly | HinnomTX | NON-US 1446(f)-free version by Pskonejottquantly | Market timing, Short hedge, Defensive rotation | Nov 7, 2022 | 39.7% | -56.5% | 0.98 |
| HEDGED & LEVERAGED - BONDS & STOCKS - V4b Replace UPRO, SSO, & SPY with TQQQ, QLD, & QQQquantly | Market timing, Leveraged ETFs, Bonds | Nov 12, 2022 | 24.5% | -18.5% | 1.29 |
| HEDGED & LEVERAGED - BONDS & STOCKS - V4b Replace UPRO with TQQQquantly | Market timing, Leveraged ETFs, Short hedge | Nov 12, 2022 | 37.6% | -28.1% | 1.31 |
| Frankenrisky Rebalancer | Backtest 2022-06-22quantly | Market timing, Leveraged ETFs, Defensive rotation | Nov 13, 2022 | 31.8% | -32.9% | 1.17 |
| V1.01|Anti-chop QLD For The Long Termquantly | Trend following, Market timing, Leveraged ETFs | Nov 13, 2022 | 27.8% | -25.6% | 1.30 |
| Aggressive Bots 2: AAAquantly | Market timing, Risk parity, Leveraged ETFs | Nov 15, 2022 | 58.8% | -23.4% | 1.90 |
| BE's 9th Opus l Dippy TMH + HnL l Jun 2th 2017quantly | Market timing, Risk parity, Leveraged ETFs | Nov 15, 2022 | 44.6% | -21% | 2.12 |
| Weekly Grind (Threshold) [Experimental] l BrianE Modquantly | Market timing, Risk parity, Short hedge | Nov 16, 2022 | 17.4% | -30.2% | 1.19 |
| ๐ In market > Timing marketquantly | Market timing, Volatility hedge, Short hedge | Nov 20, 2022 | 38.3% | -40.2% | 1.30 |
| V2.0 TQQQ RSI 7-30 Machine | Deez | 19NOV2022quantly | Market timing, Short hedge, Defensive rotation | Nov 20, 2022 | 24% | -23.5% | 1.03 |
| Wooden ARKK Machine 2.1quantly | Market timing, Leveraged ETFs, Short hedge | Nov 20, 2022 | 53.2% | -53.5% | 1.00 |
| ๐ค 1. V1.0 | [PROD] BTFD DCA Bot [FW] | Deez | quantly | Market timing, Leveraged ETFs, Tech / Nasdaq focus | Nov 22, 2022 | 55.2% | -24.6% | 1.64 |
| V2.0 TQQQ RSI 7-30 Machine | Deez | 19NOV2022 W/ UHN & COSTquantly | Market timing, Risk parity, Short hedge | Nov 29, 2022 | 37.6% | -32% | 1.27 |
| Pop Bot Q|0/68 - S|368quantly | Trend following, Market timing, Risk parity | Nov 29, 2022 | 55% | -20.9% | 1.73 |
| 70% SOXL 30% SOXSquantly | Buy and hold, Leveraged ETFs, Tech / Nasdaq focus | Nov 30, 2022 | 22.8% | -54.9% | 0.74 |
| Magic Internet Money (+ Golden Baller)quantly | Market timing, Short hedge, Drawdown protection | Nov 30, 2022 | 33.5% | -44.8% | 0.81 |
| Magic Internet Money (+ Gain Train)quantly | Trend following, Momentum, Market timing | Nov 30, 2022 | 45.4% | -50% | 1.11 |
| [Follow] Dumb Moneyquantly | Buy and hold, Broad market, Tech / Nasdaq focus | Dec 6, 2022 | 17.8% | -27.1% | 1.13 |
| V 1.1.0 | ๐ฆ Dividend Slime -- low MD/SD mutant | ๐งช Proteus ๐งฌ | Daily | BT June 27 2022 | 367.4% AR, 2.5% MD, 19.0% std. dev, 8.28 Sharpe (Dec13-2022)quantly | Market timing, Volatility hedge, Short hedge | Dec 13, 2022 | 39.2% | -18.5% | 1.94 |
| HEDGED & LEVERAGED - BONDS & STOCKS - V2.1a Replace UPRO with SOXLquantly | Trend following, Market timing, Leveraged ETFs | Dec 14, 2022 | 38.6% | -34.1% | 1.32 |
| HEDGED & LEVERAGED - BONDS & STOCKS - V4c Replace UPRO with SOXLquantly | Market timing, Leveraged ETFs, Bonds | Dec 14, 2022 | 45.9% | -45.6% | 1.36 |
Backtest results are hypothetical and do not guarantee future returns. Strategies are shared by Quantly users for research only and are not investment advice.