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 |
|---|---|---|---|---|---|
| Sandy's Golden Dragon V4.7a (vol hedge? + beta hedge 2.0 + BAB 2)quantly | Market timing, Volatility hedge, Defensive rotation | Apr 9, 2023 | 40.4% | -13.3% | 2.49 |
| Bull or Bonds Safety townquantly | Market timing, Volatility hedge | Apr 18, 2023 | 50.2% | -47.2% | 1.51 |
| SPY UVXY Levelsquantly | Market timing, Volatility hedge, Bonds | Apr 21, 2023 | 15.3% | -11.1% | 1.17 |
| E-Safety Town l 8 February 2018quantly | Market timing, Volatility hedge, Short hedge | Apr 21, 2023 | 14.1% | -29.6% | 0.90 |
| Zero Beta Dividends - 8 Feb 2018quantly | Market timing, Volatility hedge, Short hedge | Apr 21, 2023 | 30.8% | -32.8% | 1.44 |
| Single Pops (Medium Leverage - No Black Swan Catcher) l 2 Nov 2011quantly | Market timing, Volatility hedge, Bonds | Apr 21, 2023 | 37.1% | -15.2% | 1.57 |
| Safety Towns (Master List)quantly | Market timing, Defensive rotation, Volatility hedge | Apr 22, 2023 | 35.2% | -10.7% | 2.13 |
| All Weather Tango 💃quantly | Market timing, Volatility hedge, Defensive rotation | Apr 23, 2023 | 13.3% | -12.9% | 1.68 |
| Vol Tango 💃quantly | Market timing, Volatility hedge, Broad market | Apr 23, 2023 | 8.1% | -36.8% | 0.60 |
| V1 BOTZ bot | QLD AI🤖 FTLT + Pure BS Catcher (Garen Phillips)quantly | Trend following, Momentum, Market timing | Apr 27, 2023 | 48.3% | -12.3% | 1.78 |
| Vol-ey Wolley Mashup Remixquantly | Volatility hedge, Short hedge, Defensive rotation | Apr 29, 2023 | 49.8% | -15.6% | 2.20 |
| Vol-ey Wolley Mashup Remix [No VIXM]quantly | Market timing, Volatility hedge, Short hedge | Apr 29, 2023 | 50.9% | -16.5% | 2.21 |
| The vol-y wolly 3 checkquantly | Market timing, Risk parity, Volatility hedge | Apr 29, 2023 | 43.9% | -29% | 1.60 |
| The vol-y wolly 2 checkquantly | Market timing, Volatility hedge, Defensive rotation | Apr 29, 2023 | 28.6% | -32.6% | 1.26 |
| V1b Vol-ey Wolley Mashup Remix [No VIXM]quantly | Market timing, Defensive rotation, Volatility hedge | May 2, 2023 | 52.5% | -15.3% | 2.32 |
| Simple Path Framework VTI _ Rev 1.0. May 8, 2023 (Shared)quantly | Market timing, Defensive rotation, Trend following | May 7, 2023 | 17.8% | -21.6% | 1.17 |
| Cocktail Rev 1.0 _ Updated May 8 (Shared)quantly | Market timing, Leveraged ETFs, Volatility hedge | May 7, 2023 | 31% | -13.1% | 1.76 |
Backtest results are hypothetical and do not guarantee future returns. Strategies are shared by Quantly users for research only and are not investment advice.