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.

StrategyCategoriesOut-of-sample sinceCAGRMax drawdownSharpe
Pop Bot Q|0/68 - S|368quantlyTrend following, Market timing, Risk parityNov 29, 202255%-20.9%1.73
🤖 1. V1.0 | [PROD] BTFD DCA Bot [FW] | Deez | quantlyMarket timing, Leveraged ETFs, Tech / Nasdaq focusNov 22, 202255.2%-24.6%1.64
🕑 In market > Timing marketquantlyMarket timing, Volatility hedge, Short hedgeNov 20, 202238.3%-40.2%1.30
V2.0 TQQQ RSI 7-30 Machine | Deez | 19NOV2022quantlyMarket timing, Short hedge, Defensive rotationNov 20, 202224%-23.5%1.03
Wooden ARKK Machine 2.1quantlyMarket timing, Leveraged ETFs, Short hedgeNov 20, 202253.2%-53.5%1.00
Weekly Grind (Threshold) [Experimental] l BrianE ModquantlyMarket timing, Risk parity, Short hedgeNov 16, 202217.4%-30.2%1.19
Aggressive Bots 2: AAAquantlyMarket timing, Risk parity, Leveraged ETFsNov 15, 202258.8%-23.4%1.90
BE's 9th Opus l Dippy TMH + HnL l Jun 2th 2017quantlyMarket timing, Risk parity, Leveraged ETFsNov 15, 202244.6%-21%2.12
Frankenrisky Rebalancer | Backtest 2022-06-22quantlyMarket timing, Leveraged ETFs, Defensive rotationNov 13, 202231.8%-32.9%1.17
V1.01|Anti-chop QLD For The Long TermquantlyTrend following, Market timing, Leveraged ETFsNov 13, 202227.8%-25.6%1.30
HEDGED & LEVERAGED - BONDS & STOCKS - V4b Replace UPRO, SSO, & SPY with TQQQ, QLD, & QQQquantlyMarket timing, Leveraged ETFs, BondsNov 12, 202224.5%-18.5%1.29
HEDGED & LEVERAGED - BONDS & STOCKS - V4b Replace UPRO with TQQQquantlyMarket timing, Leveraged ETFs, Short hedgeNov 12, 202237.6%-28.1%1.31
V2 | Commander BND Monthly | HinnomTX | NON-US 1446(f)-free version by PskonejottquantlyMarket timing, Short hedge, Defensive rotationNov 7, 202239.7%-56.5%0.98
V1 | Zero-Beta Strategy | GiantSteps | Adaptive Asset AllocationquantlyMarket timing, Risk parity, Short hedgeNov 6, 202214.6%-20.9%1.64
V1.0 | Beta Pauper | HinnomTX | Monthly Zero Beta Symphony | β=0.00 | 1/1/2015-10/10/2022quantlyLeveraged ETFs, Short hedge, Defensive rotationNov 5, 20221.6%-38.3%0.19
Submission to the Zero Beta Contest No. 3 - GiantStepsquantlyMarket timing, Risk parity, Leveraged ETFsNov 5, 202224.7%-31.5%1.59
V2.0u | Commander BND Unleveraged Monthly | HinnomTX | Trades 12 Times / Year | 38% AR | 19.1% DD | 12/2013-22quantlyMarket timing, Short hedge, Defensive rotationNov 5, 202214.2%-27%0.83
V 1a | 🚂 Gain Train DGAF | Deez | (A: 0.30, B: 0.01, R^2: 0, R: 0.02) BT - 1JAN2015quantlyMarket timing, Short hedge, Risk parityNov 5, 202221.4%-30.8%1.17
What stock market?quantlyMarket timing, Leveraged ETFs, Short hedgeNov 4, 20225.6%-16.5%0.63
Submission to the Zero Beta Contest No. 4 - GiantStepsquantlyMomentum, Risk parity, Market timingNov 4, 202210.8%-20%0.90
Anti-chop QLD For The Long TermquantlyTrend following, Market timing, Short hedgeNov 2, 202236.4%-30%1.41
BACKTEST v1.3 | Adaptive All Weather PortfolioquantlyMarket timing, Leveraged ETFs, Defensive rotationOct 30, 202226.6%-20.7%1.60
Exhibit 4 | Adaptive Asset Allocation | 3 choose 2 - QLD, QID, GLDquantlyMarket timing, Risk parity, Short hedgeOct 30, 202211%-27.3%0.67
V 1.1 | 📈 Levered S&P 10 Actively Traded | Deez | PRODquantlyMean reversion, Market timing, Short hedgeOct 30, 202228.8%-17.2%1.46
V2 | Emerging Markets | Otterly Foolish | Dereck Nielsen ModquantlyTrend following, Momentum, Market timingOct 30, 202247.7%-38%1.12
QQQ Bonds Basket l BrianEquantlyTrend following, Risk parity, Short hedgeOct 24, 202245.3%-29.3%1.48
V1 | Safer 20 Year Treasury Bonds | Michael BquantlyMarket timing, Defensive rotation, BondsOct 23, 20226%-22.8%0.59
OG Retirement Fund: Aggressive 1.1 (no K-1 edition) see notesquantlyMarket timing, Leveraged ETFs, Volatility hedgeOct 22, 202226.7%-17.6%1.67
V3.1 | A Better "LETF minimum drawdown" | DJKeyhole 🧙‍♂️ | No UGEquantlyMarket timing, Leveraged ETFs, Short hedgeOct 18, 202253.6%-46.3%1.98
V3 | A Better "LETF minimum drawdown" | DJKeyhole | Use V1.1 A Better LETF BasketquantlyMarket timing, Leveraged ETFs, Short hedgeOct 16, 202254.4%-46.3%2.01
NASDAQ 2 Liner | Newbie's to learn Short CodequantlyMarket timing, Trend following, Short hedgeOct 16, 202217%-39.8%0.66
V1 | Hedgefundie's Excellent Adventure - The Resurrection | DereckNielsen |quantlyMarket timing, Leveraged ETFs, Short hedgeOct 14, 202218.4%-43.9%0.72
Copy of V1 Beta Ballers | Garen Mod - 2007 editionquantlyTrend following, Market timing, Short hedgeOct 13, 202248.3%-54.1%1.17
V1 Beta Ballers | Garen ModquantlyTrend following, Market timing, Leveraged ETFsOct 12, 202248.3%-54.1%1.17
Retirement Fund: Aggressive 1.03 see notesquantlyTrend following, Momentum, Short hedgeOct 9, 202225.9%-16.1%1.76
DN's Original Block (set dates April 1 2010 - Jan 3 2020)quantlyTrend following, Market timing, Short hedgeOct 3, 202246.9%-47.5%1.26
Stock Market Basic StrategyquantlyTrend following, Market timing, Short hedgeSep 29, 202226.2%-19.7%1.34
Copy of Franklin Simple Regime Switching, Dip Buying, Shorting with Leveraged Nasdaq (2x), and MACDquantlyTrend following, Market timing, Short hedgeSep 25, 202229.5%-40.6%1.10
Simple Regime Switching and Dip Buying and Shorting with Leveraged Nasdaq (2x)quantlyTrend following, Market timing, Leveraged ETFsSep 24, 202232.6%-27.8%1.11
Blend: Simple Regime Switching and Dip Buying with Leveraged Nasdaq (2x)quantlyTrend following, Market timing, Short hedgeSep 24, 202229.3%-26.1%1.16
QLD/QIDquantlyMarket timing, Leveraged ETFs, BondsSep 22, 202214.7%-30%0.83
Layer 2: Hedged Bear Market (v 1.1)quantlyMarket timing, Risk parity, Short hedgeSep 21, 202215.6%-43.3%0.72

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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