Trend following 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 |
|---|---|---|---|---|---|
| Pick the Trending Sectorquantly | Momentum, Sector rotation, Trend following | Feb 12, 2022 | 10.3% | -51.1% | 0.63 |
| Diversification at its Bestquantly | Trend following, Market timing, Bonds | Feb 12, 2022 | 5.4% | -19.4% | 0.70 |
| Global Trendquantly | Trend following, Market timing, Defensive rotation | May 15, 2022 | 6.2% | -13.1% | 0.93 |
| 5-50D RSI Mean Reversionquantly | Mean reversion, Trend following, Market timing | Sep 17, 2022 | 34.4% | -46.2% | 0.96 |
| Simple Regime Switching and Dip Buying with S&P 500quantly | Trend following, Mean reversion, Market timing | Sep 18, 2022 | 10.9% | -36.8% | 0.70 |
| Simple Regime Switching and Dip Buying with 2X SPY V0.3 | 20.7% AR | 22.3% DD | 02/2007-09/2022quantly | Trend following, Market timing, Defensive rotation | Sep 18, 2022 | 22.1% | -21.6% | 1.16 |
| SPY - Bull or Hedgequantly | Market timing, Risk parity, Volatility hedge | Sep 20, 2022 | 49.6% | -28% | 1.36 |
| Layer 2: Hedged Bull (v 1.1)quantly | Trend following, Market timing, Risk parity | Sep 21, 2022 | 29.6% | -33.9% | 1.30 |
| Total Market Hedged (V 1.1)quantly | Market timing, Risk parity, Volatility hedge | Sep 23, 2022 | 59.3% | -36% | 1.49 |
| Layer 1: Black Swan (RSI)quantly | Market timing, Risk parity, Volatility hedge | Sep 23, 2022 | 27.7% | -22.2% | 1.12 |
| 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 |
| Cockroach Portfolioquantly | Trend following, Market timing, Bonds | Sep 25, 2022 | 10.1% | -21.6% | 0.83 |
| Copy of Blend: Simple Regime Switching and Dip Buying with Leveraged Nasdaq (2x) DereckNielsen Modquantly | Trend following, Market timing, Leveraged ETFs | Sep 25, 2022 | 37.5% | -25.3% | 1.38 |
| Slow and Steady Growth 9.6%/20.2% DD (Backtest to Feb 2007) | UUP/TLT Modquantly | Trend following, Market timing, Defensive rotation | Sep 26, 2022 | 10.9% | -20% | 1.06 |
| Slow and Steady Growth 9.6%/19.1% DD (Backtest to Feb 2007)quantly | Trend following, Market timing, Defensive rotation | Sep 29, 2022 | 11.2% | -18.8% | 1.09 |
| 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 v1.01 see notesquantly | Trend following, Market timing, Defensive rotation | Oct 5, 2022 | 25.1% | -15% | 1.80 |
| Brian's Tweak (set dates April 1 2010 - Jan 3 2020)quantly | Trend following, Market timing, Risk parity | Oct 5, 2022 | 38.8% | -56.6% | 1.09 |
| Dip Buying Tech Below 10d RSI of 30 using XLP as the "cash" position and XLK as the "tech" etf to backtest through the dot com crashquantly | Trend following, Dip buying, Market timing | Oct 5, 2022 | 14.5% | -27% | 0.84 |
| Retirement Fund: Aggressive 1.03 see notesquantly | Trend following, Momentum, Short hedge | Oct 9, 2022 | 25.9% | -16.1% | 1.76 |
| simplified Fickle MACD Bullquantly | Trend following, Momentum, Market timing | Oct 9, 2022 | 46% | -39.6% | 1.24 |
| Deez Theory 3.1quantly | Trend following, Market timing, Defensive rotation | Oct 12, 2022 | 49.3% | -39% | 1.40 |
| V1 Beta Ballers | Garen Modquantly | Trend following, Market timing, Leveraged ETFs | Oct 12, 2022 | 48.3% | -54.1% | 1.17 |
| QLD to May 2007 + UUP/XLU Mod 43%/19% DDquantly | Trend following, Market timing, Leveraged ETFs | Oct 13, 2022 | 37.8% | -22.8% | 1.56 |
| Copy of V1 Beta Ballers | Garen Mod - 2007 editionquantly | Trend following, Market timing, Short hedge | Oct 13, 2022 | 48.3% | -54.1% | 1.17 |
| V2 | Retirement Fund | Michael B | Mild (no leverage)quantly | Trend following, Market timing, Defensive rotation | Oct 15, 2022 | 9.7% | -6.1% | 1.44 |
| NASDAQ 2 Liner | Newbie's to learn Short Codequantly | Market timing, Trend following, Short hedge | Oct 16, 2022 | 17% | -39.8% | 0.66 |
| V0.1 | Retirement Fund | Michael Bquantly | Trend following, Market timing, Defensive rotation | Oct 23, 2022 | 16.8% | -17.6% | 1.36 |
| QQQ Bonds Basket l BrianEquantly | Trend following, Risk parity, Short hedge | Oct 24, 2022 | 45.3% | -29.3% | 1.48 |
| *WIP* Beat Market rules + Actively Managed S&P 10quantly | Trend following, Momentum, Risk parity | Oct 26, 2022 | 28.9% | -29% | 1.35 |
| V2 | Emerging Markets | Otterly Foolish | Dereck Nielsen Modquantly | Trend following, Momentum, Market timing | Oct 30, 2022 | 47.7% | -38% | 1.12 |
| Factor Alphaquantly | Trend following, Momentum, Market timing | Nov 1, 2022 | 14.9% | -35.1% | 0.87 |
| Anti-chop QLD For The Long Termquantly | Trend following, Market timing, Short hedge | Nov 2, 2022 | 36.4% | -30% | 1.41 |
| Copy of V2 - no leverage (69.8% w 22.0 dd) since 10-28-11quantly | Trend following, Market timing, Volatility hedge | Nov 2, 2022 | 55.8% | -26.5% | 1.72 |
| Relaxed Trader Algoquantly | Trend following, Market timing, Bonds | Nov 4, 2022 | 8.4% | -22.2% | 0.79 |
| LOW BETA TRIAL2quantly | Trend following, Market timing, Volatility hedge | Nov 5, 2022 | 42.2% | -30.6% | 1.36 |
| $ Retirement Fund: Aggressive 1.1 (no K-1 edition) see notesquantly | Trend following, Market timing, Defensive rotation | Nov 6, 2022 | 26.2% | -15% | 1.75 |
| Copy of DOT COM Bust (Apr 26 1999) | Newbie Guidequantly | Trend following, Market timing, Defensive rotation | Nov 6, 2022 | 14.5% | -27% | 0.84 |
| OG V 1bb | 🚂 Gain Train DGAF | Deez | (A: 0.30, B: 0.01, R^2: 0, R: 0.02) BT - 1JAN2015 | no bb okhi2u modquantly | Trend following, Market timing, Defensive rotation | Nov 7, 2022 | 26.8% | -20.8% | 1.25 |
| OG V1.1 QQQ 1DMR - 2X LETF editionquantly | Trend following, Momentum, Market timing | Nov 9, 2022 | 39.5% | -26.6% | 1.38 |
| Scaled In Dip Buys 2xquantly | Leveraged ETFs, Trend following, Market timing | Nov 11, 2022 | 16.5% | -18% | 1.06 |
| V1.01|Anti-chop QLD For The Long Termquantly | Trend following, Market timing, Leveraged ETFs | Nov 13, 2022 | 27.8% | -25.6% | 1.30 |
| HEDGED & LEVERAGED - BONDS & STOCKS - V4quantly | Market timing, Trend following, Leveraged ETFs | Nov 13, 2022 | 32.3% | -30.1% | 1.20 |
| Adaptive Asset Allocation | SMA trend strategy | GiantSteps, Mudrin mod| Folderquantly | Trend following, Market timing, Risk parity | Nov 13, 2022 | 14.4% | -26.7% | 0.92 |
| $ OG v1.1 Buy The Dips 150d MA Basket | with bond selector | - less k-1 edition quantly | Trend following, Momentum, Market timing | Nov 19, 2022 | 48% | -31.9% | 1.37 |
| OG v1.1 Buy The Dips 150d MA Basket | with bond selector | - less k-1 edition | SHAREDquantly | Trend following, Momentum, Market timing | Nov 19, 2022 | 48% | -31.9% | 1.37 |
| 🤖 V1.0 | [PUB] BTFD DCA Bot [FW] | Deez | quantly | Trend following, Market timing, Dip buying | Nov 19, 2022 | 10.6% | -57.9% | 0.48 |
Backtest results are hypothetical and do not guarantee future returns. Strategies are shared by Quantly users for research only and are not investment advice.