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 |
|---|---|---|---|---|---|
| Layer 1: Black Swan (RSI)quantly | Market timing, Risk parity, Volatility hedge | Sep 23, 2022 | 27.7% | -22.2% | 1.12 |
| Layer 2: Hedged Bull (v 1.1)quantly | Trend following, Market timing, Risk parity | Sep 21, 2022 | 29.6% | -33.9% | 1.30 |
| SPY - Bull or Hedgequantly | Market timing, Risk parity, Volatility hedge | Sep 20, 2022 | 49.6% | -28% | 1.36 |
| 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 |
| 5-50D RSI Mean Reversionquantly | Mean reversion, Trend following, Market timing | Sep 17, 2022 | 34.4% | -46.2% | 0.96 |
| Global Trendquantly | Trend following, Market timing, Defensive rotation | May 15, 2022 | 6.2% | -13.1% | 0.93 |
| 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 |
Backtest results are hypothetical and do not guarantee future returns. Strategies are shared by Quantly users for research only and are not investment advice.