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
Total Market Hedged - RSI trendsquantlyMarket timing, Volatility hedge, Defensive rotationNov 21, 202231%-23.4%1.21
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
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
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
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
AAA BondsquantlyMarket timing, Leveraged ETFs, Volatility hedgeDec 26, 202234%-29.4%1.52
XLK vs XLP/U - Stocks and BondsquantlyMarket timing, Volatility hedge, Short hedgeDec 27, 202247%-29.4%1.59
Bonds/Defensive Framework l UVXYquantlyMarket timing, Risk parity, Volatility hedgeDec 30, 202220%-43.8%1.00
Monthly JNK canaryquantlyMarket timing, Defensive rotation, Volatility hedgeJan 5, 202327.9%-32.4%1.23
V1.6 Adaptive All Weather Portfolio+Battleship III quantlyMarket timing, Risk parity, Defensive rotationJan 6, 202345.8%-32.6%1.96
V1.6a Adaptive All Weather Portfolio+Battleship IIIquantlyMarket timing, Defensive rotation, Volatility hedgeJan 7, 202351.4%-32.6%1.95
My Perfect Vol Hedge: CombinedquantlyMarket timing, Volatility hedge, Drawdown protectionJan 10, 202319.6%-35.5%0.68
Copy of My Perfect Vol Hedge: Combined V2.0quantlyMarket timing, Volatility hedge, Drawdown protectionJan 14, 202316.9%-44.9%0.59
Michael B Meet DalioquantlySector rotation, Risk parity, Defensive rotationJan 15, 202325.7%-11.4%2.10
Sandy's Golden DragonquantlyMarket timing, Risk parity, Volatility hedgeJan 20, 202330.9%-11.3%2.28
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
The Dave RamseyquantlyTrend following, Market timing, Volatility hedgeJan 23, 202346.7%-31.5%1.50
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
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
V1a All Weather Core + V1 New SOXL BallerquantlyMarket timing, Risk parity, Volatility hedgeMar 3, 202359.5%-9.1%2.12
HAA CANARY + DUAL MOMENTUM + BLACK SWAN CATCHERquantlyTrend following, Momentum, Market timingMar 4, 202344.6%-40.7%1.21
[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
Vol harvestquantlyMean reversion, Volatility hedge, Short hedgeMar 14, 202329.5%-38.8%0.96
OG v1.01 BBD - Scale In | Simple taxes modquantlyMarket timing, Momentum, Volatility hedgeMar 17, 20232.1%-57.5%0.21
2x Better UPRO - DailyquantlyTrend following, Momentum, Risk parityMar 23, 202351.1%-40.4%1.21
Boring TQQQ TrendzquantlyTrend following, Market timing, Risk parityMar 31, 202348.5%-21.6%1.85
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
Copy of Sandy's Golden Dragon 3.0quantlyMarket timing, Risk parity, Defensive rotationApr 4, 202328.5%-13.3%2.15
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
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
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
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
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

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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