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
Copy of Rising Rates with Vol Switch | KYLE MODquantlyMarket timing, Risk parity, Defensive rotationFeb 3, 202334.2%-45.2%1.22
1NS55 | Garen | Dynamic Allocator LongquantlyMean reversion, Leveraged ETFs, BondsFeb 1, 202329.5%-51.4%0.96
Copy of QLD For The Long TermquantlyTrend following, Market timing, Short hedgeFeb 1, 202337.8%-30%1.44
2x-3x Leveraged Adaptive Asset Allocation | GiantStepsquantlyMarket timing, Risk parity, Leveraged ETFsJan 31, 202314.2%-36%0.78
V1 Simple SPY Reddit RebalancerquantlyMarket timing, Momentum, Defensive rotationJan 30, 202315.9%-26.5%0.92
Convertible ArbquantlyMarket timing, Risk parity, Defensive rotationJan 29, 20236.8%-15.4%0.88
v2.1a of Sandy's OG Boring Adaptive DragonquantlyMarket timing, Defensive rotation, Drawdown protectionJan 28, 202327.2%-13.2%2.08
VIXn' BEmod - Nov 2nd 2011quantlyMarket timing, Risk parity, Defensive rotationJan 27, 202341.6%-35.4%1.34
V1 BOTZ bot | QLD AI🤖 FTLTquantlyTrend following, Momentum, Short hedgeJan 27, 202342.6%-24.9%1.57
Master Adaptive Boring Golden DragonquantlyMarket timing, Defensive rotation, Drawdown protectionJan 27, 202326.6%-11.9%2.07
v1.6 Adaptive All Weather PortfolioquantlyMarket timing, Defensive rotation, Risk parityJan 27, 202323.7%-14.1%1.53
V1 | Retirement Fund | Michael B | AggressivequantlyTrend following, Market timing, Leveraged ETFsJan 26, 202324.1%-18%1.70
Sandy's Golden Dragon V2.0quantlyMarket timing, Risk parity, Volatility hedgeJan 26, 202333.3%-11.6%2.29
The Adaptive Dragon V1.0.1aquantlyMarket timing, Defensive rotation, Drawdown protectionJan 26, 202334.8%-15.5%2.09
V3.0.1 of Sandy's Boring Adaptive DragonquantlyMarket timing, Defensive rotation, Drawdown protectionJan 26, 202327.8%-13.2%2.16
Copy of The Adaptive Dragon V1.0.1bquantlyMarket timing, Leveraged ETFs, Defensive rotationJan 26, 202334.7%-13.5%2.16
The Adaptive Dragon V1.0.1quantlyMarket timing, Leveraged ETFs, Defensive rotationJan 26, 202329.6%-11.3%2.08
V1.1 | Retirement Fund | Michael B | Aggressive (Higher Volume)quantlyTrend following, Market timing, Risk parityJan 26, 202325.1%-15%1.80
V2.0 of Sandy's Boring Adaptive DragonquantlyMarket timing, Defensive rotation, Drawdown protectionJan 26, 202323.7%-13%1.90
3x Leveraged | Dereck's Secular Market FrameworkquantlyLeveraged ETFs, Trend following, Market timingJan 24, 202346.1%-41.8%1.17
2x Leveraged | Dereck's Secular Market FrameworkquantlyTrend following, Market timing, Leveraged ETFsJan 24, 202332.5%-35.3%1.13
The Dave RamseyquantlyTrend following, Market timing, Volatility hedgeJan 23, 202346.7%-31.5%1.50
V1a Magic Internet Money (+ Gain Train)quantlyMarket timing, Defensive rotation, Risk parityJan 22, 202347.2%-53%1.12
V1a Deez the mad lad (Golden Ark Ballers)quantlyMarket timing, Defensive rotation, Drawdown protectionJan 22, 202359.4%-28.9%1.41
V1b Magic Internet Money (+ Golden Baller)quantlyMarket timing, Short hedge, Drawdown protectionJan 22, 202335.2%-46.9%0.83
Copy of DBMF ReplicationquantlyMarket timing, Leveraged ETFs, Risk parityJan 20, 20238.7%-25.1%0.65
Benchmark Basic 60:40 Portfolio (60% SPY | 40% BND)quantlyBuy and hold, Broad market, BondsJan 20, 20238.1%-34.7%0.71
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
V1b 15/15 BB + MIM CONSquantlyMarket timing, Defensive rotation, Drawdown protectionJan 19, 202360%-58.2%1.04
SafetyquantlyBuy and hold, Broad market, CommoditiesJan 19, 20233.1%-22.4%0.30
Blend: Cautious Fund Surfing | 3x & V1.1 | Bear BUYDIPS, Bull HFEARquantlyMarket timing, Defensive rotation, Leveraged ETFsJan 18, 202335.5%-33.2%1.43
V1b Zero Beta Sack of YOLOquantlyMarket timing, Defensive rotation, Drawdown protectionJan 18, 202339.2%-37%1.27
Cautious Fund Surfing | SPY vs. SHY | Backtest to 9/16/2002quantlyMarket timing, Broad market, BondsJan 17, 202312%-25.8%1.01
Michael B Meet DalioquantlySector rotation, Risk parity, Defensive rotationJan 15, 202325.7%-11.4%2.10
[!] Michael B Meet Dalio infused with Simple Drawdown (Shared)quantlyMarket timing, Risk parity, Defensive rotationJan 15, 202324%-11.3%2.03
Chowmeini's Simple TECL with SafetyquantlyMarket timing, Leveraged ETFs, Defensive rotationJan 14, 202338.2%-27.6%1.24
V0.0.2 Managed MadnessquantlyMarket timing, Defensive rotation, BondsJan 14, 202331%-15.4%1.70
Copy of My Perfect Vol Hedge: Combined V2.0quantlyMarket timing, Volatility hedge, Drawdown protectionJan 14, 202316.9%-44.9%0.59
Cautious Fund Surfing | SPY vs. SHY | 1xquantlyMarket timing, Bonds, Broad marketJan 13, 20239.9%-13.3%1.17
Cautious Fund Surfing | 1xquantlyMarket timing, Defensive rotation, Broad marketJan 13, 202311.6%-17.3%1.08
Cautious Fund Surfing | 2xquantlyMarket timing, Risk parity, Leveraged ETFsJan 13, 202319.3%-30.4%1.05
Cautious Fund Surfing | SPY vs. SHY | 2xquantlyMarket timing, Bonds, Leveraged ETFsJan 13, 202317.8%-26.5%1.06
Master RunnerquantlyMarket timing, Leveraged ETFs, Defensive rotationJan 13, 202326.6%-11%2.27
Cautious Fund Surfing | 3xquantlyMarket timing, Risk parity, Defensive rotationJan 13, 202332.9%-37.7%1.25
Cautious Fund Surfing | SPY vs. SHY | 3xquantlyMarket timing, Bonds, Leveraged ETFsJan 13, 202330.4%-36.6%1.21
V0.0.1 Managed MadnessquantlyMarket timing, Short hedge, Drawdown protectionJan 11, 202330%-22.4%1.64
AAA w/ ERXquantlyMarket timing, Risk parity, Defensive rotationJan 11, 202333.2%-31.2%1.24
V1.1 | Bear BUYDIPS, Bull HFEAR | Michael B | Safety Mix UpdatequantlyMarket timing, Risk parity, Defensive rotationJan 11, 202336.5%-34.7%1.21

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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