Blend: Regime Switching
Backtest results
Metrics
1Y · since Oct 2025Blend: Regime Switching | |
|---|---|
| Total Return | +2.66% |
| CAGR | +2.68% |
| Sharpe | 0.23 |
| Calmar | 0.20 |
| Max DD | -13.12% |
| Volatility | 25.52% |
| Win Rate | 50.6% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Dynamic and disciplined, this strategy mainly holds leveraged Nasdaq (TQQQ) and oil (DBO) when the S&P 500 and Treasury 20-year are trending up. It switches to dollar (UUP) or long Treasury (TLT) when the bond trend falters, and to volatility (UVXY) or short-QQQ (QID) when RSI signals overbought. It protects itself by moving into cash-equivalent BIL or short-SPY (SH) when the market turns defensive.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Blend: Regime Switching?
Dynamic and disciplined, this strategy mainly holds leveraged Nasdaq (TQQQ) and oil (DBO) when the S&P 500 and Treasury 20-year are trending up. It switches to dollar (UUP) or long Treasury (TLT) when the bond trend falters, and to volatility (UVXY) or short-QQQ (QID) when RSI signals overbought. It protects itself by moving into cash-equivalent BIL or short-SPY (SH) when the market turns defensive.
What is Blend: Regime Switching holding today?
As of Oct 30, 2026, Blend: Regime Switching allocates to QLD 64.6%, QQQ 18.8%, SPXL 5.6%, BIL 5%, DBO 5%, TMF 1.1%.
How has Blend: Regime Switching performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Blend: Regime Switching returned +3.3% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Blend: Regime Switching?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Blend: Regime Switching in a hypothetical backtest was -13.1%.
How do I use Blend: Regime Switching?
Open Blend: Regime Switching in Quantly to rerun the backtest, adjust the rules, and paper trade it. You can also connect a supported brokerage to trade your version live.
Backtest results are hypothetical and do not guarantee future returns. Strategies are shared by Quantly users for research only and are not investment advice.