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.
| Strategy | Categories | Out-of-sample since | CAGR | Max drawdown | Sharpe |
|---|---|---|---|---|---|
| Copy of DOT COM Bust (Apr 26 1999) | Newbie Guidequantly | Trend following, Market timing, Defensive rotation | Nov 6, 2022 | 14.5% | -27% | 0.84 |
| 20% 3.0.4a + 80% SHY 10Y AR 59.7% DD 11.7% Beta 0.17 | 4NOV12-4NOV22| Tribute to Paretoquantly | Market timing, Leveraged ETFs, Volatility hedge | Nov 6, 2022 | 42.5% | -24.9% | 2.32 |
| V1 | Zero-Beta Strategy | GiantSteps | Adaptive Asset Allocationquantly | Market timing, Risk parity, Short hedge | Nov 6, 2022 | 14.6% | -20.9% | 1.64 |
| Drawdown/Skim Bots (USDU, no UUP)quantly | Market timing, Risk parity, Volatility hedge | Nov 5, 2022 | 30.3% | -13.9% | 1.73 |
| Submission to Zero Beta Contest No. 2 - GiantStepsquantly | Market timing, Risk parity, Leveraged ETFs | Nov 5, 2022 | 15.2% | -21.1% | 1.63 |
| V1.0 | Beta Pauper | HinnomTX | Monthly Zero Beta Symphony | β=0.00 | 1/1/2015-10/10/2022quantly | Leveraged ETFs, Short hedge, Defensive rotation | Nov 5, 2022 | 1.6% | -38.3% | 0.19 |
| i5 - QQQ Bonds Basketquantly | Market timing, Risk parity, Bonds | Nov 5, 2022 | 40.2% | -28.2% | 1.62 |
| Submission to the Zero Beta Contest No. 3 - GiantStepsquantly | Market timing, Risk parity, Leveraged ETFs | Nov 5, 2022 | 24.7% | -31.5% | 1.59 |
| V2 | Commander BND Monthly | HinnomTX | Trades 12 Times / Year | 109% AR | 25.1% DD | 12/2013-22quantly | Market timing, Defensive rotation, Leveraged ETFs | Nov 5, 2022 | 40.3% | -56.5% | 1.04 |
| V2.0u | Commander BND Unleveraged Monthly | HinnomTX | Trades 12 Times / Year | 38% AR | 19.1% DD | 12/2013-22quantly | Market timing, Short hedge, Defensive rotation | Nov 5, 2022 | 14.2% | -27% | 0.83 |
| MARA BETA HEDGEquantly | Risk parity, Buy and hold, Bonds | Nov 5, 2022 | 3.2% | -8.9% | 0.99 |
| V 1a | 🚂 Gain Train DGAF | Deez | (A: 0.30, B: 0.01, R^2: 0, R: 0.02) BT - 1JAN2015quantly | Market timing, Short hedge, Risk parity | Nov 5, 2022 | 21.4% | -30.8% | 1.17 |
| LOW BETA TRIAL2quantly | Trend following, Market timing, Volatility hedge | Nov 5, 2022 | 42.2% | -30.6% | 1.36 |
| Submission to the Zero Beta Contest No. 5 - GiantStepsquantly | Momentum, Risk parity, Market timing | Nov 5, 2022 | 10.2% | -18.6% | 0.93 |
| Submission to Zero Beta Contest No. 1 - GiantStepsquantly | Market timing, Risk parity, Leveraged ETFs | Nov 5, 2022 | 14.6% | -20.9% | 1.64 |
| Stop the Drop and Diversify a modified Opus-12 by Perfektquantly | Market timing, Defensive rotation, Risk parity | Nov 4, 2022 | 15.3% | -13.5% | 1.32 |
| v1.5.0 | Dippy Qutie | Garen,Pietros,EricS - BrianE Mod (In.Vol) l Nov 20th 2011quantly | Market timing, Risk parity, Leveraged ETFs | Nov 4, 2022 | 40.4% | -27.5% | 1.52 |
| What stock market?quantly | Market timing, Leveraged ETFs, Short hedge | Nov 4, 2022 | 5.6% | -16.5% | 0.63 |
| RSI Bug ?quantly | Market timing, Mean reversion, Bonds | Nov 4, 2022 | 6.7% | -31.9% | 0.61 |
| Submission to the Zero Beta Contest No. 4 - GiantStepsquantly | Momentum, Risk parity, Market timing | Nov 4, 2022 | 10.8% | -20% | 0.90 |
| Relaxed Trader Algoquantly | Trend following, Market timing, Bonds | Nov 4, 2022 | 8.4% | -22.2% | 0.79 |
| Exhibit 4 | Adaptive Asset Allocation | 4 choose 2quantly | Momentum, Risk parity, Defensive rotation | Nov 3, 2022 | 9.5% | -15.5% | 0.95 |
| Anti-chop QLD For The Long Termquantly | Trend following, Market timing, Short hedge | Nov 2, 2022 | 36.4% | -30% | 1.41 |
| BACKTEST v1.3a | Adaptive All Weather Portfolioquantly | Market timing, Defensive rotation, Bonds | Nov 2, 2022 | 30.5% | -20.7% | 1.58 |
| Copy of V2 - no leverage (69.8% w 22.0 dd) since 10-28-11quantly | Trend following, Market timing, Volatility hedge | Nov 2, 2022 | 55.8% | -26.5% | 1.72 |
| Factor Alphaquantly | Trend following, Momentum, Market timing | Nov 1, 2022 | 14.9% | -35.1% | 0.87 |
| V1 | Frankensymphony | Michael Bquantly | Market timing, Defensive rotation, Volatility hedge | Oct 31, 2022 | 43.3% | -26.3% | 1.81 |
| BACKTEST v1.3 | Adaptive All Weather Portfolioquantly | Market timing, Leveraged ETFs, Defensive rotation | Oct 30, 2022 | 26.6% | -20.7% | 1.60 |
| Exhibit 4 | Adaptive Asset Allocation | 3 choose 2 - QLD, QID, GLDquantly | Market timing, Risk parity, Short hedge | Oct 30, 2022 | 11% | -27.3% | 0.67 |
| V 1.1 | 📈 Levered S&P 10 Actively Traded | Deez | PRODquantly | Mean reversion, Market timing, Short hedge | Oct 30, 2022 | 28.8% | -17.2% | 1.46 |
| V2 | Emerging Markets | Otterly Foolish | Dereck Nielsen Modquantly | Trend following, Momentum, Market timing | Oct 30, 2022 | 47.7% | -38% | 1.12 |
| VIXn' Short l BrianE Mod l Nov 2nd 2011quantly | Market timing, Risk parity, Volatility hedge | Oct 30, 2022 | 24.2% | -18.6% | 1.27 |
| v1.3 | Adaptive All Weather Portfolioquantly | Market timing, Defensive rotation, Risk parity | Oct 30, 2022 | 27.5% | -20.8% | 1.62 |
| Exhibit 3 | ADAPTIVE ASSET ALLOCATION | 5C2quantly | Momentum, Market timing, Defensive rotation | Oct 28, 2022 | 11.9% | -17.3% | 0.97 |
| V1.2a Adaptive All Weather Portfolio | Garen Crash Protection Modquantly | Market timing, Defensive rotation, Drawdown protection | Oct 28, 2022 | 31.9% | -20.8% | 1.61 |
| Exhibit 3 | ADAPTIVE ASSET ALLOCATIONquantly | Momentum, Market timing, Broad market | Oct 27, 2022 | 6.8% | -23.3% | 0.66 |
| Exhibit 1 | ADAPTIVE ASSET ALLOCATIONquantly | Buy and hold, Broad market, Bonds | Oct 27, 2022 | 6.5% | -22.8% | 0.63 |
| Exhibit 2 | ADAPTIVE ASSET ALLOCATIONquantly | Risk parity, Buy and hold, Broad market | Oct 27, 2022 | 5.4% | -21.6% | 0.65 |
| V 1.0 | 📈 Actively Managed S&P 10 | Deezquantly | Mean reversion, Market timing, Bonds | Oct 26, 2022 | 31.8% | -23.8% | 1.48 |
| *WIP* Beat Market rules + Actively Managed S&P 10quantly | Trend following, Momentum, Risk parity | Oct 26, 2022 | 28.9% | -29% | 1.35 |
| Vixen Basketquantly | Market timing, Risk parity, Volatility hedge | Oct 24, 2022 | 29.3% | -44.8% | 0.92 |
| QQQ Bonds Basket l BrianEquantly | Trend following, Risk parity, Short hedge | Oct 24, 2022 | 45.3% | -29.3% | 1.48 |
| v1.1 Low Beta One Liner - no K-1 editionquantly | Momentum, Market timing, Broad market | Oct 24, 2022 | 10% | -19.9% | 0.84 |
| v1.2 Adaptive All Weather Portfolio | Garen Crash Protection Modquantly | Market timing, Defensive rotation, Risk parity | Oct 24, 2022 | 28% | -20.8% | 1.63 |
| V1 | Safety Mix | Michael Bquantly | Buy and hold, Commodities, Bonds | Oct 24, 2022 | 6% | -7.1% | 1.10 |
| Adaptive All Weather Portfolio v1.1quantly | Market timing, Leveraged ETFs, Commodities | Oct 24, 2022 | 25.2% | -20.5% | 1.55 |
| V0.1 | Retirement Fund | Michael Bquantly | Trend following, Market timing, Defensive rotation | Oct 23, 2022 | 16.8% | -17.6% | 1.36 |
| V1 | Safer 20 Year Treasury Bonds | Michael Bquantly | Market timing, Defensive rotation, Bonds | Oct 23, 2022 | 6% | -22.8% | 0.59 |
| OG 2x edition of v1.1 of Risk On/Risk Off Hedgefundie (No K-1)quantly | Market timing, Leveraged ETFs, Bonds | Oct 22, 2022 | 44.2% | -41.8% | 1.40 |
| OG Retirement Fund: Aggressive 1.1 (no K-1 edition) see notesquantly | Market timing, Leveraged ETFs, Volatility hedge | Oct 22, 2022 | 26.7% | -17.6% | 1.67 |
Backtest results are hypothetical and do not guarantee future returns. Strategies are shared by Quantly users for research only and are not investment advice.