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
Copy of The Sandy DragonquantlyMarket timing, Risk parity, BondsJan 20, 202322.9%-12.1%1.92
The Sandy DragonquantlyMarket timing, Defensive rotation, Volatility hedgeJan 20, 202350.4%-13.7%2.15
Michael B Meet DalioquantlySector rotation, Risk parity, Defensive rotationJan 15, 202325.7%-11.4%2.10
Copy of My Perfect Vol Hedge: Combined V2.0quantlyMarket timing, Volatility hedge, Drawdown protectionJan 14, 202316.9%-44.9%0.59
My Perfect Vol Hedge: CombinedquantlyMarket timing, Volatility hedge, Drawdown protectionJan 10, 202319.6%-35.5%0.68
V1.6a Adaptive All Weather Portfolio+Battleship IIIquantlyMarket timing, Defensive rotation, Volatility hedgeJan 7, 202351.4%-32.6%1.95
V1.6 Adaptive All Weather Portfolio+Battleship III quantlyMarket timing, Risk parity, Defensive rotationJan 6, 202345.8%-32.6%1.96
Monthly JNK canaryquantlyMarket timing, Defensive rotation, Volatility hedgeJan 5, 202327.9%-32.4%1.23
Bonds/Defensive Framework l UVXYquantlyMarket timing, Risk parity, Volatility hedgeDec 30, 202220%-43.8%1.00
XLK vs XLP/U - Stocks and BondsquantlyMarket timing, Volatility hedge, Short hedgeDec 27, 202247%-29.4%1.59
AAA BondsquantlyMarket timing, Leveraged ETFs, Volatility hedgeDec 26, 202234%-29.4%1.52
V 1.1.0 | 🦠 Dividend Slime -- low MD/SD mutant | 🧪 Proteus 🧬 | Daily | BT June 27 2022 | 367.4% AR, 2.5% MD, 19.0% std. dev, 8.28 Sharpe (Dec13-2022)quantlyMarket timing, Volatility hedge, Short hedgeDec 13, 202239.2%-18.5%1.94
Dip The Scales - DCA RSI EditionquantlyMarket timing, Volatility hedge, Risk parityNov 30, 202240.5%-26.2%1.33
Copy of 5 - Deez the mad lad quantlyMarket timing, Defensive rotation, Volatility hedgeNov 30, 202238.4%-23.9%1.35
Volatility Index Black Swan Catcher W/TINA (Only meant for bear market)quantlyTrend following, Market timing, Volatility hedgeNov 28, 202243.3%-18.2%1.72
OG Pop Bots 2.1 l BrianE l Oct 28th 2011 | okhi2u less BIL modquantlyMarket timing, Volatility hedge, Leveraged ETFsNov 26, 202254.5%-29%1.36
Max Drawdown Black Swan CatcherquantlyMarket timing, Mean reversion, Volatility hedgeNov 21, 202227.7%-14.7%1.47
Total Market Hedged - RSI trendsquantlyMarket timing, Volatility hedge, Defensive rotationNov 21, 202231%-23.4%1.21
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
$ 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
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
(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
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
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
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
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
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
V1 | Frankensymphony | Michael BquantlyMarket timing, Defensive rotation, Volatility hedgeOct 31, 202243.3%-26.3%1.81
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
Vixen BasketquantlyMarket timing, Risk parity, Volatility hedgeOct 24, 202229.3%-44.8%0.92
OG Retirement Fund: Aggressive 1.1 (no K-1 edition) see notesquantlyMarket timing, Leveraged ETFs, Volatility hedgeOct 22, 202226.7%-17.6%1.67
V3.1 | A Better "LETF minimum drawdown" | DJKeyhole 🧙‍♂️ | No UGEquantlyMarket timing, Leveraged ETFs, Short hedgeOct 18, 202253.6%-46.3%1.98
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

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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