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
Simple Path Framework VTI _ Rev 1.0. May 8, 2023 (Shared)quantlyMarket timing, Defensive rotation, Trend followingMay 7, 202317.8%-21.6%1.17
Cocktail Rev 1.0 _ Updated May 8 (Shared)quantlyMarket timing, Leveraged ETFs, Volatility hedgeMay 7, 202331%-13.1%1.76
V1b Vol-ey Wolley Mashup Remix [No VIXM]quantlyMarket timing, Defensive rotation, Volatility hedgeMay 2, 202352.5%-15.3%2.32
Vol-ey Wolley Mashup RemixquantlyVolatility hedge, Short hedge, Defensive rotationApr 29, 202349.8%-15.6%2.20
Vol-ey Wolley Mashup Remix [No VIXM]quantlyMarket timing, Volatility hedge, Short hedgeApr 29, 202350.9%-16.5%2.21
The vol-y wolly 3 checkquantlyMarket timing, Risk parity, Volatility hedgeApr 29, 202343.9%-29%1.60
The vol-y wolly 2 checkquantlyMarket timing, Volatility hedge, Defensive rotationApr 29, 202328.6%-32.6%1.26
V1 BOTZ bot | QLD AI🤖 FTLT + Pure BS Catcher (Garen Phillips)quantlyTrend following, Momentum, Market timingApr 27, 202348.3%-12.3%1.78
All Weather Tango 💃quantlyMarket timing, Volatility hedge, Defensive rotationApr 23, 202313.3%-12.9%1.68
Vol Tango 💃quantlyMarket timing, Volatility hedge, Broad marketApr 23, 20238.1%-36.8%0.60
Safety Towns (Master List)quantlyMarket timing, Defensive rotation, Volatility hedgeApr 22, 202335.2%-10.7%2.13
SPY UVXY LevelsquantlyMarket timing, Volatility hedge, BondsApr 21, 202315.3%-11.1%1.17
E-Safety Town l 8 February 2018quantlyMarket timing, Volatility hedge, Short hedgeApr 21, 202314.1%-29.6%0.90
Zero Beta Dividends - 8 Feb 2018quantlyMarket timing, Volatility hedge, Short hedgeApr 21, 202330.8%-32.8%1.44
Single Pops (Medium Leverage - No Black Swan Catcher) l 2 Nov 2011quantlyMarket timing, Volatility hedge, BondsApr 21, 202337.1%-15.2%1.57
Bull or Bonds Safety townquantlyMarket timing, Volatility hedgeApr 18, 202350.2%-47.2%1.51
Sandy's Golden Dragon V4.6a (vol hedge? + beta hedge 2.0)quantlyMarket timing, Volatility hedge, Defensive rotationApr 9, 202341.4%-13.8%2.49
Sandy's Golden Dragon V4.7a (vol hedge? + beta hedge 2.0 + BAB 2)quantlyMarket timing, Volatility hedge, Defensive rotationApr 9, 202340.4%-13.3%2.49
Sandy's Golden Dragon V4.5 (vol hedge? + beta hedge)quantlyMarket timing, Volatility hedge, Defensive rotationApr 8, 202339.1%-13.7%2.45
Beta Hedge 2.0quantlyMarket timing, Volatility hedge, Defensive rotationApr 8, 202324.2%-23.7%0.97
Simple long term FTLT l 12 Jun 2014quantlyMarket timing, Leveraged ETFs, Volatility hedgeApr 8, 202345.2%-29.5%1.29
🦴 Sandy's Golden Dragon Skeleton 🦴quantlyMarket timing, Risk parity, Defensive rotationApr 8, 202328.5%-13.8%1.94
Vol Hedge ? 2.0 - Replace TQQQ w/ TECLquantlyMarket timing, Volatility hedge, Defensive rotationApr 7, 202357%-26.8%1.51
Sandy's Golden Dragon V4.3a (vol hedge?)quantlyMarket timing, Risk parity, Volatility hedgeApr 7, 202342.5%-15.7%2.44
Vol Hedge ?quantlyMarket timing, Volatility hedge, Defensive rotationApr 6, 202353.3%-26.7%1.46
Sandy's Golden Dragon V4.1quantlyMarket timing, Risk parity, Defensive rotationApr 6, 202334.1%-12.8%2.36
Sandy's Golden Dragon V4.3 (vol hedge?)quantlyMarket timing, Risk parity, Volatility hedgeApr 6, 202339.7%-15.4%2.42
Vol Hedge ? 2.0quantlyMarket timing, Defensive rotation, Volatility hedgeApr 6, 202352.5%-26.9%1.48
Hedged TQQQ FTLT (Long Backtest)quantlyMarket timing, Leveraged ETFs, Short hedgeApr 6, 202339.6%-19.1%1.98
Pure BS Catcher + V1d Fund SurfingquantlyMarket timing, Risk parity, Volatility hedgeApr 5, 202344.5%-31.9%1.62
Sandy's Golden Dragon V4.0quantlyMarket timing, Risk parity, Defensive rotationApr 5, 202332.4%-13%2.27
Pure BS Catcher + V1e Fund SurfingquantlyMarket timing, Volatility hedge, BondsApr 5, 202344.4%-31.9%1.63
Copy of Sandy's Golden Dragon 3.0quantlyMarket timing, Risk parity, Defensive rotationApr 4, 202328.5%-13.3%2.15
50/50 S&P 500/Commodities by DereckNielsenquantlyMarket timing, Short hedge, Volatility hedgeApr 2, 202323%-18.5%1.48
SPY For The Long TermquantlyMarket timing, Volatility hedge, BondsApr 2, 202340.5%-28.2%1.42
Copy of ✨Black Swan 🦢 V4 5/28/22 quantlyMarket timing, Risk parity, Volatility hedgeApr 2, 202316.9%-18.9%0.70
Boring TQQQ TrendzquantlyTrend following, Market timing, Risk parityMar 31, 202348.5%-21.6%1.85
2x Better UPRO - DailyquantlyTrend following, Momentum, Risk parityMar 23, 202351.1%-40.4%1.21
OG v1.01 BBD - Scale In | Simple taxes modquantlyMarket timing, Momentum, Volatility hedgeMar 17, 20232.1%-57.5%0.21
Vol harvestquantlyMean reversion, Volatility hedge, Short hedgeMar 14, 202329.5%-38.8%0.96
[Backtest] Vol Hedge MomentumquantlyTrend following, Market timing, Volatility hedgeMar 5, 202314.7%-8.6%1.42
V1a HAA CANARY + DUAL MOMENTUM + BLACK SWAN CATCHERquantlyMarket timing, Volatility hedge, MomentumMar 5, 202347.4%-40.4%1.25
HAA CANARY + DUAL MOMENTUM + BLACK SWAN CATCHERquantlyTrend following, Momentum, Market timingMar 4, 202344.6%-40.7%1.21
V1a All Weather Core + V1 New SOXL BallerquantlyMarket timing, Risk parity, Volatility hedgeMar 3, 202359.5%-9.1%2.12
V1a Amoeba - AAW - SCHDquantlyMarket timing, Short hedge, Volatility hedgeFeb 4, 202355.5%-20%2.03
V1a Amoeba l DNs COW COiNSquantlyMarket timing, Defensive rotation, Volatility hedgeFeb 4, 202334.9%-38.6%1.14
Sandy's Golden Dragon V2.0quantlyMarket timing, Risk parity, Volatility hedgeJan 26, 202333.3%-11.6%2.29
Copy of The Adaptive Dragon V1.0.1bquantlyMarket timing, Leveraged ETFs, Defensive rotationJan 26, 202334.7%-13.5%2.16
The Dave RamseyquantlyTrend following, Market timing, Volatility hedgeJan 23, 202346.7%-31.5%1.50
Sandy's Golden DragonquantlyMarket timing, Risk parity, Volatility hedgeJan 20, 202330.9%-11.3%2.28

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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