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 |
|---|---|---|---|---|---|
| Simple Path Framework QQQ _ Rev 1.0. May 8, 2023 (Shared)quantly | Trend following, Market timing, Defensive rotation | May 7, 2023 | 20.6% | -20.8% | 1.18 |
| Simple Path Framework VTI _ Rev 1.0. May 8, 2023 (Shared)quantly | Market timing, Defensive rotation, Trend following | May 7, 2023 | 17.8% | -21.6% | 1.17 |
| SPY S&P500 Avoid All Market Crashesquantly | Market timing, Defensive rotation, Trend following | May 2, 2023 | 22.3% | -16.6% | 1.42 |
| SOXXroids Trend Followingquantly | Trend following, Market timing, Leveraged ETFs | Apr 27, 2023 | 25.5% | -36% | 0.94 |
| V1 BOTZ bot | QLD AI🤖 FTLT + Pure BS Catcher (Garen Phillips)quantly | Trend following, Momentum, Market timing | Apr 27, 2023 | 48.3% | -12.3% | 1.78 |
| SOXX Trend Followingquantly | Trend following, Market timing, Bonds | Apr 27, 2023 | 19.9% | -37.2% | 0.90 |
| ULTAquantly | Trend following, Market timing, Bonds | Apr 20, 2023 | 17.6% | -46.9% | 0.68 |
| V2 Retirement Income Low Volatility | DereckNquantly | Trend following, Market timing, Defensive rotation | Apr 13, 2023 | 10.6% | -8.4% | 1.61 |
| Commodities Strategyquantly | Trend following, Market timing, Bonds | Apr 13, 2023 | 9% | -34.4% | 0.70 |
| Dereck's Secular Market Frameworkquantly | Trend following, Market timing, Defensive rotation | Apr 2, 2023 | 19.4% | -16.4% | 1.27 |
| OG Boring TQQQ Trendzquantly | Trend following, Market timing, Risk parity | Apr 2, 2023 | 48.5% | -24.5% | 1.89 |
| SPY For The Long Termquantly | Market timing, Volatility hedge, Bonds | Apr 2, 2023 | 40.5% | -28.2% | 1.42 |
| Boring TQQQ Trendzquantly | Trend following, Market timing, Risk parity | Mar 31, 2023 | 48.5% | -21.6% | 1.85 |
| Copy of Boring TQQQ Trendzquantly | Trend following, Market timing, Risk parity | Mar 31, 2023 | 44.6% | -16.1% | 1.97 |
| HFEA 3.0quantly | Trend following, Market timing, Leveraged ETFs | Mar 30, 2023 | 52.4% | -30.4% | 1.38 |
| V2 All Weather Alpha 3x Leveragequantly | Leveraged ETFs, Trend following, Market timing | Mar 29, 2023 | 29.9% | -39.9% | 1.21 |
| V3 Dereck Nielsen All Weather Portfolioquantly | Trend following, Market timing, Defensive rotation | Mar 29, 2023 | 17.9% | -11.6% | 1.77 |
| V1a Dereck Nielsen All Weather Portfolioquantly | Trend following, Momentum, Defensive rotation | Mar 25, 2023 | 25.3% | -18.4% | 1.71 |
| 2x Better UPRO - Dailyquantly | Trend following, Momentum, Risk parity | Mar 23, 2023 | 51.1% | -40.4% | 1.21 |
| Monthly Dow Jones Top 10 Tradingquantly | Trend following, Market timing, Bonds | Mar 21, 2023 | 10.6% | -23.8% | 1.04 |
| Monthly Nasdaq Top 10 Tradingquantly | Trend following, Tech / Nasdaq focus, Bonds | Mar 21, 2023 | 19.1% | -31.5% | 1.14 |
| JEPI-DBMF-TQQQ | Simple Monthly | Jefequantly | Trend following, Leveraged ETFs, Market timing | Mar 11, 2023 | 18% | -16.3% | 1.19 |
| v2 JEPI-DBMF-TQQQ | Simple Monthly | Jefequantly | Trend following, Market timing, Risk parity | Mar 11, 2023 | 26% | -26.5% | 1.14 |
| [Backtest] Vol Hedge Momentumquantly | Trend following, Market timing, Volatility hedge | Mar 5, 2023 | 14.7% | -8.6% | 1.42 |
| HAA CANARY + DUAL MOMENTUM + BLACK SWAN CATCHERquantly | Trend following, Momentum, Market timing | Mar 4, 2023 | 44.6% | -40.7% | 1.21 |
| Pop Bots 2.2 - Black Swan Updatequantly | Trend following, Market timing, Risk parity | Mar 3, 2023 | 38.6% | -21.5% | 1.24 |
| 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 |
| Secular Trinity Momentum - Stocks, Bonds, Comdsquantly | Trend following, Market timing, Risk parity | Feb 18, 2023 | 16.6% | -12.1% | 1.25 |
| Copy of V.1.Z Dereck's Secular Market Frameworkquantly | Trend following, Market timing, Defensive rotation | Feb 17, 2023 | 20.8% | -10.8% | 1.34 |
| V.1.Z Dereck's Secular Market Frameworkquantly | Market timing, Defensive rotation, Trend following | Feb 11, 2023 | 20.8% | -10.8% | 1.34 |
| V1 ARKQ bot | QLD AI🤖 FTLTquantly | Trend following, Momentum, Market timing | Feb 9, 2023 | 37.5% | -31.7% | 1.37 |
| V2 QLD For The Long Term | Garen Modquantly | Trend following, Market timing, Risk parity | Feb 5, 2023 | 25.9% | -30% | 1.18 |
| Copy of QLD For The Long Termquantly | Trend following, Market timing, Short hedge | Feb 1, 2023 | 37.8% | -30% | 1.44 |
| V1 BOTZ bot | QLD AI🤖 FTLTquantly | Trend following, Momentum, Short hedge | Jan 27, 2023 | 42.6% | -24.9% | 1.57 |
| V1 | Retirement Fund | Michael B | Aggressivequantly | Trend following, Market timing, Leveraged ETFs | Jan 26, 2023 | 24.1% | -18% | 1.70 |
| V1.1 | Retirement Fund | Michael B | Aggressive (Higher Volume)quantly | Trend following, Market timing, Risk parity | Jan 26, 2023 | 25.1% | -15% | 1.80 |
| 3x Leveraged | Dereck's Secular Market Frameworkquantly | Leveraged ETFs, Trend following, Market timing | Jan 24, 2023 | 46.1% | -41.8% | 1.17 |
| 2x Leveraged | Dereck's Secular Market Frameworkquantly | Trend following, Market timing, Leveraged ETFs | Jan 24, 2023 | 32.5% | -35.3% | 1.13 |
| The Dave Ramseyquantly | Trend following, Market timing, Volatility hedge | Jan 23, 2023 | 46.7% | -31.5% | 1.50 |
| Beat the Market (since 2002) SAVEquantly | Trend following, Market timing, Risk parity | Jan 10, 2023 | 17.1% | -31.9% | 0.96 |
| Monster/Ulta weekly juggler | BT Mar20 2009quantly | Trend following, Single stocks, Market timing | Jan 7, 2023 | 25.4% | -42.4% | 0.87 |
| 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 |
| Copy of HEDGED & LEVERAGED - BONDS & STOCKS - V2.1 (MultiLev, no Berkshire)quantly | Trend following, Market timing, Risk parity | Dec 19, 2022 | 26.6% | -26.2% | 1.13 |
| Beat The Market V2quantly | Trend following, Momentum, Mean reversion | Dec 18, 2022 | 22.3% | -22.6% | 1.23 |
| 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 |
| Broke as a Joke (Recession Plays)quantly | Trend following, Market timing, Broad market | Dec 16, 2022 | 24.7% | -29.6% | 1.15 |
| HEDGED & LEVERAGED - BONDS & STOCKS - V2.1.1 - BT 12-6-2012 Replace UPRO with TECL, TQQQ, and SOXLquantly | Trend following, Market timing, Leveraged ETFs | Dec 16, 2022 | 46.1% | -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 |
Backtest results are hypothetical and do not guarantee future returns. Strategies are shared by Quantly users for research only and are not investment advice.