QUANTUS STRATEGIES

Quant strategy backtests, with the full scorecard

Quantus is a quantitative investing platform for Korean and US markets. Rules, backtests and month-end allocations for 32 strategies are published in full.

Public strategies: 32
Longest backtest: 20.3 yrs
Median CAGR: 13.0%

Source: Quantus public strategy catalog · Each strategy's period and update date are shown on its detail page. Past backtest results do not guarantee future returns.

32 strategies · highest CAGR first

Nvidia Leverage Switching

CAGR: 96.15%
Max drawdown: -36.5%
Period: 3.9 yrs

Since 2022.12 · as of 10/21

Korea Semiconductor Leverage Switching

CAGR: 54.95%
Max drawdown: -66.9%
Period: 2.0 yrs

Since 2024.10 · as of 10/22

Alphabet Leverage Switching

CAGR: 34.06%
Max drawdown: -30.0%
Period: 4.1 yrs

Since 2022.09 · as of 10/21

Gold Alpha Switching Active (Korea-Listed ETFs)

CAGR: 32.59%
Max drawdown: -33.9%
Period: 2.7 yrs

Since 2024.01 · as of 10/21

Nasdaq 100 Leverage Switching

CAGR: 29.51%
Max drawdown: -41.8%
Period: 20.3 yrs

Since 2006.06 · as of 10/21

US Semiconductor Leverage Switching

CAGR: 28.85%
Max drawdown: -50.6%
Period: 19.6 yrs

Since 2007.02 · as of 10/21

Gold Alpha Switching Active

CAGR: 25.92%
Max drawdown: -26.9%
Period: 7.8 yrs

Since 2019.01 · as of 10/21

Apple Leverage Switching

CAGR: 23.81%
Max drawdown: -31.1%
Period: 4.2 yrs

Since 2022.08 · as of 10/21

S&P 500 Leverage Switching

CAGR: 23.78%
Max drawdown: -36.0%
Period: 11.0 yrs

Since 2015.10 · as of 10/21

Microsoft Leverage Switching

CAGR: 19.60%
Max drawdown: -41.2%
Period: 4.1 yrs

Since 2022.09 · as of 10/21

Amazon Leverage Switching

CAGR: 18.86%
Max drawdown: -43.9%
Period: 4.1 yrs

Since 2022.09 · as of 10/21

HAA Simple (Hybrid Asset Allocation)

CAGR: 17.78%
Max drawdown: -24.4%
Period: 13.4 yrs

Since 2013.06 · as of 10/21

Quantus Global All-Weather Active

CAGR: 16.66%
Max drawdown: -12.9%
Period: 7.8 yrs

Since 2019.01 · as of 10/21

LAA (Lethargic Asset Allocation)

CAGR: 13.85%
Max drawdown: -23.2%
Period: 13.4 yrs

Since 2013.06 · as of 10/21

HAA Balanced (Hybrid Asset Allocation)

CAGR: 13.54%
Max drawdown: -24.4%
Period: 13.4 yrs

Since 2013.06 · as of 10/21

ADM (Accelerating Dual Momentum)

CAGR: 13.21%
Max drawdown: -24.4%
Period: 13.4 yrs

Since 2013.06 · as of 10/21

Quantus Global All-Weather Active V2

CAGR: 12.86%
Max drawdown: -12.6%
Period: 4.8 yrs

Since 2022.01 · as of 10/21

GEM (Global Equities Momentum, Dual Momentum)

CAGR: 11.52%
Max drawdown: -27.4%
Period: 13.4 yrs

Since 2013.06 · as of 10/21

Quantus Monthly Dividend Rotation

CAGR: 11.05%
Max drawdown: -14.0%
Period: 5.0 yrs

Since 2021.10 · as of 10/21

BAA-G4 (Bold Asset Allocation)

CAGR: 10.58%
Max drawdown: -26.5%
Period: 13.4 yrs

Since 2013.06 · as of 10/21

PAA (Protective Asset Allocation)

CAGR: 10.25%
Max drawdown: -24.2%
Period: 13.4 yrs

Since 2013.06 · as of 10/21

DAA (Defensive Asset Allocation)

CAGR: 10.22%
Max drawdown: -25.3%
Period: 13.4 yrs

Since 2013.06 · as of 10/21

BAA-G12 (Bold Asset Allocation)

CAGR: 10.18%
Max drawdown: -26.8%
Period: 13.4 yrs

Since 2013.06 · as of 10/21

RAA (Resilient Asset Allocation)

CAGR: 9.75%
Max drawdown: -23.2%
Period: 13.4 yrs

Since 2013.06 · as of 10/21

Meta Leverage Switching

CAGR: 8.93%
Max drawdown: -47.8%
Period: 2.4 yrs

Since 2024.06 · as of 10/21

Tesla Leverage Switching

CAGR: 8.69%
Max drawdown: -67.2%
Period: 4.2 yrs

Since 2022.08 · as of 10/21

KOSPI 200 Leverage Switching

CAGR: 8.15%
Max drawdown: -59.4%
Period: 15.0 yrs

Since 2011.10 · as of 10/22

Quantus Global All-Weather Active (Korea-Listed ETFs)

CAGR: 7.51%
Max drawdown: -11.1%
Period: 4.8 yrs

Since 2022.01 · as of 10/22

VAA-G12 (Vigilant Asset Allocation)

CAGR: 7.41%
Max drawdown: -25.5%
Period: 13.4 yrs

Since 2013.06 · as of 10/21

VAA-G4 (Vigilant Asset Allocation)

CAGR: 7.19%
Max drawdown: -25.7%
Period: 13.4 yrs

Since 2013.06 · as of 10/21

Quantus Dynamic Bond Allocation (DBA)

CAGR: 6.38%
Max drawdown: -23.9%
Period: 13.4 yrs

Since 2013.06 · as of 10/21

KOSDAQ 150 Leverage Switching

CAGR: 2.89%
Max drawdown: -64.5%
Period: 10.8 yrs

Since 2015.12 · as of 10/22

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This service is for reference only and does not constitute investment advice or guarantee returns. All investment decisions and responsibility rest with the user.

Past backtest results do not guarantee future returns.