Trading 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 Regime Switching V2.2quantlyMarket timing, Risk parity, BondsSep 25, 202233.1%-29%1.25
Cockroach PortfolioquantlyTrend following, Market timing, BondsSep 25, 202210.1%-21.6%0.83
Copy of Blend: Simple Regime Switching and Dip Buying with Leveraged Nasdaq (2x) DereckNielsen ModquantlyTrend following, Market timing, Leveraged ETFsSep 25, 202237.5%-25.3%1.38
Simple Regime Switching and Dip Buying and Shorting with Leveraged Nasdaq (2x)quantlyTrend following, Market timing, Leveraged ETFsSep 24, 202232.6%-27.8%1.11
Blend: Simple Regime Switching and Dip Buying with Leveraged Nasdaq (2x)quantlyTrend following, Market timing, Short hedgeSep 24, 202229.3%-26.1%1.16
Total Market Hedged (V 1.1)quantlyMarket timing, Risk parity, Volatility hedgeSep 23, 202259.3%-36%1.49
Layer 1: Black Swan (RSI)quantlyMarket timing, Risk parity, Volatility hedgeSep 23, 202227.7%-22.2%1.12
Retirement: Momentum quantlyMomentum, Broad market, CommoditiesSep 22, 20229.9%-16.9%0.96
QLD/QIDquantlyMarket timing, Leveraged ETFs, BondsSep 22, 202214.7%-30%0.83
Layer 2: Hedged Bear Market (v 1.1)quantlyMarket timing, Risk parity, Short hedgeSep 21, 202215.6%-43.3%0.72
Layer 2: Hedged Bull (v 1.1)quantlyTrend following, Market timing, Risk paritySep 21, 202229.6%-33.9%1.30
Layer 4: Standard Volatility Hedge (UUP/GLD)quantlyRisk parity, Buy and hold, CommoditiesSep 21, 20225.2%-12%0.90
SPY - Bull or HedgequantlyMarket timing, Risk parity, Volatility hedgeSep 20, 202249.6%-28%1.36
50/50 S&P 500/Commodities by DereckNielsen | "Fund Surfing" ModquantlyMarket timing, Risk parity, Drawdown protectionSep 19, 202235.9%-37.5%1.21
Simple Regime Switching and Dip Buying with S&P 500quantlyTrend following, Mean reversion, Market timingSep 18, 202210.9%-36.8%0.70
Simple Regime Switching and Dip Buying with 2X SPY V0.3 | 20.7% AR | 22.3% DD | 02/2007-09/2022quantlyTrend following, Market timing, Defensive rotationSep 18, 202222.1%-21.6%1.16
5-50D RSI Mean ReversionquantlyMean reversion, Trend following, Market timingSep 17, 202234.4%-46.2%0.96
Black Swan 🦢 V5 5/28/22 by Garen PhillipsquantlyMarket timing, Risk parity, BondsSep 5, 202218.2%-24.4%0.71
Symphony Nesting: YINN-YANG / BUYDIPS / HFEARquantlyMarket timing, Dip buying, Drawdown protectionAug 29, 202245.6%-37.4%1.15
Mega Cap + Dippy Qutie V3 🍒quantlyMarket timing, Defensive rotation, Volatility hedgeAug 23, 202247.2%-46.3%1.18
2008 All-Stars Defense 🦢quantlyMarket timing, Defensive rotation, Risk parityAug 16, 202226.1%-42.5%0.88
Stocks and GoldquantlyBuy and hold, Broad market, CommoditiesAug 5, 202211%-49.7%0.70
Buy the Dips: Nasdaq 100/S&P 500quantlyDip buying, Market timing, BondsJul 17, 202220%-28.1%0.84
Bear: #BUYDIPS, Bull: #HFEARquantlyMarket timing, Dip buying, BondsJul 17, 202232.5%-34.1%1.14
Permanent Store of Wealth - 4 ETFs -quantlyBuy and hold, Broad market, BondsJul 1, 202211.9%-31%0.87
Dippy Qutie V.1 🍒 5/29/22quantlyMarket timing, Mean reversion, Defensive rotationMay 29, 202235.7%-39.6%1.04
1NS15 Risk On or Risk Off Bitcoin | Garen | https://www.investorcollab.comquantlyMarket timing, Crypto, BondsMay 20, 202222.6%-28.2%0.73
Global TrendquantlyTrend following, Market timing, Defensive rotationMay 15, 20226.2%-13.1%0.93
TQQQ Daily 60d Bond Trend, 2d Bond Trend, Drawdown, VixquantlyMarket timing, Risk parity, Drawdown protectionApr 4, 202252.7%-59.6%1.21
Enhanced 45-45-10quantlyMarket timing, Defensive rotation, BondsMar 22, 202214.4%-28.4%0.89
Classic 45-45-10quantlyBuy and hold, Broad market, BondsMar 22, 202210.1%-31.7%0.95
rising rates HFEAquantlyBuy and hold, Risk parity, Leveraged ETFsFeb 18, 202215.8%-45.3%0.83
The Anti-ESG PortfolioquantlyMarket timing, Sector rotationFeb 12, 202221%-35.9%1.07
Copy the Dragon PortfolioquantlyMarket timing, Risk parity, Volatility hedgeFeb 12, 202212.2%-36.3%0.92
Ride the Oil TrendquantlyMomentum, Market timing, Risk parityFeb 12, 20229%-49%0.52
Believe in Big TechquantlyMomentum, Tech / Nasdaq focus, Single stocksFeb 12, 202232%-51%1.04
Spread Across the MarketquantlyBuy and hold, Broad market, BondsFeb 12, 20227.6%-22.5%0.84
The Timeless 60/40quantlyBuy and hold, Broad market, BondsFeb 12, 20228.1%-35%0.71
Copy Ray DalioquantlyBuy and hold, Broad market, BondsFeb 12, 20226.7%-24%0.82
Copy David SwensenquantlyBuy and hold, Broad market, InternationalFeb 12, 20227.8%-26.1%0.71
Stoic Finance Presents: Inflation Spiral HedgequantlyBuy and hold, Commodities, BondsFeb 12, 20226.1%-25.6%0.66
Copy Warren BuffettquantlyBuy and hold, Broad market, BondsFeb 12, 202213.5%-30.8%0.91
Hedgefundies Refined: Leveraged Stocks and Bonds with a HedgequantlyMarket timing, Drawdown protection, BondsFeb 12, 202220.5%-57.2%0.88
The Not Boring: Rising Rates with Vol SwitchquantlyMarket timing, Risk parity, Defensive rotationFeb 12, 202221.6%-28.1%1.07
Pick the Trending SectorquantlyMomentum, Sector rotation, Trend followingFeb 12, 202210.3%-51.1%0.63
Diversification at its BestquantlyTrend following, Market timing, BondsFeb 12, 20225.4%-19.4%0.70
Diversify with Gold & the DollarquantlyRisk parity, Buy and hold, CommoditiesFeb 12, 20225.2%-12%0.90
Balanced PortfolioquantlyBuy and hold, Broad market, BondsFeb 4, 20228.3%-28.5%0.85
Diversified PortfolioquantlyBuy and hold, Broad market, Risk parityFeb 4, 202210.3%-57%0.59
Dragon PortfolioquantlyLeveraged ETFs, Broad market, Volatility hedgeJan 27, 202212%-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.

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