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 |
|---|---|---|---|---|---|
| SPY S&P500 Avoid All Market Crashesquantly | Market timing, Defensive rotation, Trend following | May 2, 2023 | 22.3% | -16.6% | 1.42 |
| Vol-ey Wolley Mashup Remixquantly | Volatility hedge, Short hedge, Defensive rotation | Apr 29, 2023 | 49.8% | -15.6% | 2.20 |
| Vol-ey Wolley Mashup Remix [No VIXM]quantly | Market timing, Volatility hedge, Short hedge | Apr 29, 2023 | 50.9% | -16.5% | 2.21 |
| Navonodquantly | Market timing, Short hedge, Bonds | Apr 26, 2023 | 24% | -57.1% | 0.73 |
| Safety Towns (Master List)quantly | Market timing, Defensive rotation, Volatility hedge | Apr 22, 2023 | 35.2% | -10.7% | 2.13 |
| E-Safety Town l 8 February 2018quantly | Market timing, Volatility hedge, Short hedge | Apr 21, 2023 | 14.1% | -29.6% | 0.90 |
| Zero Beta Dividends - 8 Feb 2018quantly | Market timing, Volatility hedge, Short hedge | Apr 21, 2023 | 30.8% | -32.8% | 1.44 |
| Hedged TQQQ FTLT (Long Backtest)quantly | Market timing, Leveraged ETFs, Short hedge | Apr 6, 2023 | 39.6% | -19.1% | 1.98 |
| 50/50 S&P 500/Commodities by DereckNielsenquantly | Market timing, Short hedge, Volatility hedge | Apr 2, 2023 | 23% | -18.5% | 1.48 |
| SPY For The Long Termquantly | Market timing, Volatility hedge, Bonds | Apr 2, 2023 | 40.5% | -28.2% | 1.42 |
| 🧪 BlackSwan Portfolio | Cashen Modquantly | Market timing, Leveraged ETFs, Bonds | Apr 2, 2023 | 49.2% | -54.9% | 1.11 |
| Vol harvestquantly | Mean reversion, Volatility hedge, Short hedge | Mar 14, 2023 | 29.5% | -38.8% | 0.96 |
| v2 JEPI-DBMF-TQQQ | Simple Monthly | Jefequantly | Trend following, Market timing, Risk parity | Mar 11, 2023 | 26% | -26.5% | 1.14 |
| V1 QLD bot | QLD FTLTquantly | Trend following, Momentum, Market timing | Mar 1, 2023 | 54.9% | -42.1% | 1.38 |
| Copy of V1 QLD bot | QLD FTLTquantly | Trend following, Momentum, Market timing | Mar 1, 2023 | 54.9% | -42.1% | 1.38 |
| Super Simple Trend SSSquantly | Market timing, Defensive rotation, Commodities | Feb 25, 2023 | 6.4% | -12.9% | 0.81 |
| V1 ARKQ bot | QLD AI🤖 FTLTquantly | Trend following, Momentum, Market timing | Feb 9, 2023 | 37.5% | -31.7% | 1.37 |
| V1a Amoeba - AAW - SCHDquantly | Market timing, Short hedge, Volatility hedge | Feb 4, 2023 | 55.5% | -20% | 2.03 |
| V1a Amoeba l DNs COW COiNSquantly | Market timing, Defensive rotation, Volatility hedge | Feb 4, 2023 | 34.9% | -38.6% | 1.14 |
| Copy of QLD For The Long Termquantly | Trend following, Market timing, Short hedge | Feb 1, 2023 | 37.8% | -30% | 1.44 |
| 2x-3x Leveraged Adaptive Asset Allocation | GiantStepsquantly | Market timing, Risk parity, Leveraged ETFs | Jan 31, 2023 | 14.2% | -36% | 0.78 |
| V1 BOTZ bot | QLD AI🤖 FTLTquantly | Trend following, Momentum, Short hedge | Jan 27, 2023 | 42.6% | -24.9% | 1.57 |
| V1b Magic Internet Money (+ Golden Baller)quantly | Market timing, Short hedge, Drawdown protection | Jan 22, 2023 | 35.2% | -46.9% | 0.83 |
| Safetyquantly | Buy and hold, Broad market, Commodities | Jan 19, 2023 | 3.1% | -22.4% | 0.30 |
| V1b Zero Beta Sack of YOLOquantly | Market timing, Defensive rotation, Drawdown protection | Jan 18, 2023 | 39.2% | -37% | 1.27 |
| V0.0.2 Managed Madnessquantly | Market timing, Defensive rotation, Bonds | Jan 14, 2023 | 31% | -15.4% | 1.70 |
| V0.0.1 Managed Madnessquantly | Market timing, Short hedge, Drawdown protection | Jan 11, 2023 | 30% | -22.4% | 1.64 |
| Copy of V1d Melkor's Follyquantly | Market timing, Defensive rotation, Short hedge | Jan 10, 2023 | 55.1% | -32.6% | 1.64 |
| V1.1a Zero Beta Sack of YOLOquantly | Market timing, Defensive rotation, Drawdown protection | Jan 8, 2023 | 33.5% | -44.4% | 1.28 |
| (draft v0.0.1) ☢ V2.12 The Manhattan Project (slimed)quantly | Risk parity, Leveraged ETFs, Market timing | Dec 31, 2022 | 36.9% | -23.7% | 1.43 |
| XLK vs XLP/U l 30May2007quantly | Market timing, Short hedge, Bonds | Dec 29, 2022 | 30.8% | -26.5% | 1.04 |
| XLK vs XLU l May 30 2007quantly | Market timing, Short hedge, Bonds | Dec 28, 2022 | 30.8% | -26.5% | 1.04 |
| XLK vs XLP/U - Stocks and Bondsquantly | Market timing, Volatility hedge, Short hedge | Dec 27, 2022 | 47% | -29.4% | 1.59 |
| AAA Bondsquantly | Market timing, Leveraged ETFs, Volatility hedge | Dec 26, 2022 | 34% | -29.4% | 1.52 |
| Remove unused rules of Framework 3.0.4 QQQ/PSQ | AR 49.6% | DD 15.7% | BT 20Oct11 - 08Aug23quantly | Trend following, Momentum, Mean reversion | Dec 26, 2022 | 34.9% | -39.1% | 1.57 |
| TQQQ For The Long Term V4.2 |with only QQQ/PSQ quantly | Trend following, Market timing, Short hedge | Dec 26, 2022 | 26.6% | -27.9% | 1.25 |
| Simple LQQQquantly | Market timing, Risk parity, Leveraged ETFs | Dec 25, 2022 | 34% | -43% | 1.02 |
| BrianE's Single Bonds Botquantly | Market timing, Leveraged ETFs, Bonds | Dec 24, 2022 | 13.7% | -43% | 0.65 |
| V2 Sideways Market Mod Below the SPY 200d SMA | FINAL | DereckN Replace TQQQ and SQQQ with SOXL and SOXSquantly | Market timing, Short hedge, Bonds | Dec 24, 2022 | 43.4% | -53% | 1.04 |
| HEDGED & LEVERAGED - BONDS & STOCKS - V4.2 Replace UPRO with TECL, TQQQ, and SOXLquantly | Market timing, Leveraged ETFs, Bonds | Dec 17, 2022 | 53.8% | -47.8% | 1.36 |
| HEDGED & LEVERAGED - BONDS & STOCKS - V4.1.1 Replace UPRO with TECL, TQQQ, and SOXLquantly | Trend following, Market timing, Leveraged ETFs | Dec 17, 2022 | 48.9% | -36.6% | 1.38 |
| 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 |
| Copy of V1.01|Anti-chop QLD For The Long Termquantly | Trend following, Market timing, Short hedge | Dec 14, 2022 | 27.8% | -25.6% | 1.30 |
| V 1.1.0 | 🦠Dividend Slime -- low MD/SD mutant | 🧪 Proteus 🧬 | 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 |
| [Follow] Dumb Moneyquantly | Buy and hold, Broad market, Tech / Nasdaq focus | Dec 6, 2022 | 17.8% | -27.1% | 1.13 |
| 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 |
| 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 |
Backtest results are hypothetical and do not guarantee future returns. Strategies are shared by Quantly users for research only and are not investment advice.