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.
| Strategy | Categories | Out-of-sample since | CAGR | Max drawdown | Sharpe |
|---|---|---|---|---|---|
| Copy of Adaptive All Weather Portfolio v1quantly | Market timing, Defensive rotation, Volatility hedge | Oct 12, 2022 | 25.4% | -21.2% | 1.68 |
| V1.1 | VIXY 5 Way Switch by Garen - with table codingquantly | Market timing, Bonds, Defensive rotation | Oct 7, 2022 | 1.5% | -7.7% | 0.81 |
| A Better "LETF minimum drawdown" V2 | DJKeyholequantly | Market timing, Risk parity, Defensive rotation | Oct 5, 2022 | 49.1% | -46.3% | 1.93 |
| A Better "LETF minimum drawdown" V1 | DJKeyholequantly | Market timing, Risk parity, Volatility hedge | Oct 5, 2022 | 48.1% | -41.7% | 1.92 |
| Low DD Moderate Gainquantly | Market timing, Momentum, Volatility hedge | Oct 1, 2022 | 48.7% | -49.2% | 1.22 |
| Sector Selector Ninja Modequantly | Market timing, Volatility hedge, Defensive rotation | Sep 29, 2022 | 35% | -26.7% | 1.33 |
| Hedged Regime Switching 2.2quantly | Market timing, Defensive rotation, Volatility hedge | Sep 25, 2022 | 59.6% | -27.2% | 1.61 |
| Fund Surf (1x) - RSI Hedgequantly | Market timing, Mean reversion, Volatility hedge | Sep 25, 2022 | 43.5% | -22.6% | 1.48 |
| Total Market Hedged (V 1.1)quantly | Market timing, Risk parity, Volatility hedge | Sep 23, 2022 | 59.3% | -36% | 1.49 |
| 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 |
| Layer 4: Standard Volatility Hedge (UUP/GLD)quantly | Risk parity, Buy and hold, Commodities | Sep 21, 2022 | 5.2% | -12% | 0.90 |
| SPY - Bull or Hedgequantly | Market timing, Risk parity, Volatility hedge | Sep 20, 2022 | 49.6% | -28% | 1.36 |
| Black Swan 🦢 V5 5/28/22 by Garen Phillipsquantly | Market timing, Risk parity, Bonds | Sep 5, 2022 | 18.2% | -24.4% | 0.71 |
| Mega Cap + Dippy Qutie V3 🍒quantly | Market timing, Defensive rotation, Volatility hedge | Aug 23, 2022 | 47.2% | -46.3% | 1.18 |
| Copy the Dragon Portfolioquantly | Market timing, Risk parity, Volatility hedge | Feb 12, 2022 | 12.2% | -36.3% | 0.92 |
| Dragon Portfolioquantly | Leveraged ETFs, Broad market, Volatility hedge | Jan 27, 2022 | 12% | -34.1% | 0.83 |
Backtest results are hypothetical and do not guarantee future returns. Strategies are shared by Quantly users for research only and are not investment advice.