Volatility 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
Dragon PortfolioquantlyLeveraged ETFs, Broad market, Volatility hedgeJan 27, 202212%-34.1%0.83
Copy the Dragon PortfolioquantlyMarket timing, Risk parity, Volatility hedgeFeb 12, 202212.2%-36.3%0.92
Mega Cap + Dippy Qutie V3 🍒quantlyMarket timing, Defensive rotation, Volatility hedgeAug 23, 202247.2%-46.3%1.18
Black Swan ðŸĶĒ V5 5/28/22 by Garen PhillipsquantlyMarket timing, Risk parity, BondsSep 5, 202218.2%-24.4%0.71
SPY - Bull or HedgequantlyMarket timing, Risk parity, Volatility hedgeSep 20, 202249.6%-28%1.36
Layer 2: Hedged Bull (v 1.1)quantlyTrend following, Market timing, Risk paritySep 21, 202229.6%-33.9%1.30
Layer 4: Standard Volatility Hedge (UUP/GLD)quantlyRisk parity, Buy and hold, CommoditiesSep 21, 20225.2%-12%0.90
Total Market Hedged (V 1.1)quantlyMarket timing, Risk parity, Volatility hedgeSep 23, 202259.3%-36%1.49
Layer 1: Black Swan (RSI)quantlyMarket timing, Risk parity, Volatility hedgeSep 23, 202227.7%-22.2%1.12
Hedged Regime Switching 2.2quantlyMarket timing, Defensive rotation, Volatility hedgeSep 25, 202259.6%-27.2%1.61
Fund Surf (1x) - RSI HedgequantlyMarket timing, Mean reversion, Volatility hedgeSep 25, 202243.5%-22.6%1.48
Sector Selector Ninja ModequantlyMarket timing, Volatility hedge, Defensive rotationSep 29, 202235%-26.7%1.33
Low DD Moderate GainquantlyMarket timing, Momentum, Volatility hedgeOct 1, 202248.7%-49.2%1.22
A Better "LETF minimum drawdown" V2 | DJKeyholequantlyMarket timing, Risk parity, Defensive rotationOct 5, 202249.1%-46.3%1.93
A Better "LETF minimum drawdown" V1 | DJKeyholequantlyMarket timing, Risk parity, Volatility hedgeOct 5, 202248.1%-41.7%1.92
V1.1 | VIXY 5 Way Switch by Garen - with table codingquantlyMarket timing, Bonds, Defensive rotationOct 7, 20221.5%-7.7%0.81
Copy of Adaptive All Weather Portfolio v1quantlyMarket timing, Defensive rotation, Volatility hedgeOct 12, 202225.4%-21.2%1.68
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
V3.1 | A Better "LETF minimum drawdown" | DJKeyhole 🧙‍♂ïļ | No UGEquantlyMarket timing, Leveraged ETFs, Short hedgeOct 18, 202253.6%-46.3%1.98
OG Retirement Fund: Aggressive 1.1 (no K-1 edition) see notesquantlyMarket timing, Leveraged ETFs, Volatility hedgeOct 22, 202226.7%-17.6%1.67
Vixen BasketquantlyMarket timing, Risk parity, Volatility hedgeOct 24, 202229.3%-44.8%0.92
BACKTEST v1.3 | Adaptive All Weather PortfolioquantlyMarket timing, Leveraged ETFs, Defensive rotationOct 30, 202226.6%-20.7%1.60
VIXn' Short l BrianE Mod l Nov 2nd 2011quantlyMarket timing, Risk parity, Volatility hedgeOct 30, 202224.2%-18.6%1.27
V1 | Frankensymphony | Michael BquantlyMarket timing, Defensive rotation, Volatility hedgeOct 31, 202243.3%-26.3%1.81
Copy of V2 - no leverage (69.8% w 22.0 dd) since 10-28-11quantlyTrend following, Market timing, Volatility hedgeNov 2, 202255.8%-26.5%1.72
Drawdown/Skim Bots (USDU, no UUP)quantlyMarket timing, Risk parity, Volatility hedgeNov 5, 202230.3%-13.9%1.73
i5 - QQQ Bonds BasketquantlyMarket timing, Risk parity, BondsNov 5, 202240.2%-28.2%1.62
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
LOW BETA TRIAL2quantlyTrend following, Market timing, Volatility hedgeNov 5, 202242.2%-30.6%1.36
20% 3.0.4a + 80% SHY 10Y AR 59.7% DD 11.7% Beta 0.17 | 4NOV12-4NOV22| Tribute to ParetoquantlyMarket timing, Leveraged ETFs, Volatility hedgeNov 6, 202242.5%-24.9%2.32
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
NVDA/TSLA/AAPL of Pop Bots 2.0 l BrianE l Oct 28th 2011quantlyMean reversion, Market timing, Volatility hedgeNov 14, 202220%-12.2%1.29
(B) Structures (Frameworks and Hedges) (46/14% MDD) since 2019quantlyMarket timing, Risk parity, Volatility hedgeNov 15, 202242.5%-14.5%2.13
[TMBPE]quantlyMarket timing, Volatility hedge, Defensive rotationNov 15, 202238%-39.8%1.14
Structures (Frameworks and Hedges)quantlyMarket timing, Defensive rotation, Volatility hedgeNov 15, 202242.5%-14.5%2.13
BE's 9th Opus l Dippy TMH + HnL l Jun 2th 2017quantlyMarket timing, Risk parity, Leveraged ETFsNov 15, 202244.6%-21%2.12
Survivorship Bias AhoyquantlyMarket timing, Volatility hedge, BondsNov 15, 202215.2%-16.9%1.11
TQQQ, TMF, UUP AAA Strategy with Pop Bots | GiantStepsquantlyMarket timing, Risk parity, Volatility hedgeNov 17, 202217.7%-23.9%1.13
7. Pop Bot W/ 1x 60/40 (INVEST) | TLT VS SHY EDITIONquantlyMarket timing, Risk parity, Volatility hedgeNov 17, 202245.6%-26.4%1.62
TQQQ, TMF, UUP, DBC AAA Strategy with Pop Bots | GiantStepsquantlyRisk parity, Market timing, Volatility hedgeNov 17, 202223.9%-17.5%1.35
$ OG v1.1 Buy The Dips 150d MA Basket | with bond selector | - less k-1 edition quantlyTrend following, Momentum, Market timingNov 19, 202248%-31.9%1.37
Pop Bots 2.1.0 l Oct 28th 2011quantlyMarket timing, Mean reversion, Volatility hedgeNov 19, 202233.9%-24.2%1.37
OG v1.1 Buy The Dips 150d MA Basket | with bond selector | - less k-1 edition | SHAREDquantlyTrend following, Momentum, Market timingNov 19, 202248%-31.9%1.37
Monthly Dividends w/ Black Swan catcherquantlyMarket timing, Volatility hedge, Leveraged ETFsNov 19, 202255.4%-46.9%1.56
Copy of Pop Bots 2.1.0 l Oct 28th 2011quantlyMean reversion, Volatility hedge, Market timingNov 19, 202233.9%-24.2%1.37
Dividends 30/70, w Black Swan quantlyMarket timing, Volatility hedge, Leveraged ETFsNov 19, 202256.1%-27.9%1.69
Adaptive SOXL Pop BotsquantlyMarket timing, Risk parity, Volatility hedgeNov 20, 202255.8%-41.6%1.51
🕑 In market > Timing marketquantlyMarket timing, Volatility hedge, Short hedgeNov 20, 202238.3%-40.2%1.30
Max Drawdown Black Swan CatcherquantlyMarket timing, Mean reversion, Volatility hedgeNov 21, 202227.7%-14.7%1.47

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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