Blend: Simple Regime Switching and Dip Buying with Leveraged Nasdaq (2x)
Backtest results
Metrics
1Y · since Oct 2025Blend: Simple Regime Switching and Dip Buying with Leveraged Nasdaq (2x) | |
|---|---|
| Total Return | +13.73% |
| CAGR | +13.85% |
| Sharpe | 0.64 |
| Calmar | 0.98 |
| Max DD | -14.16% |
| Volatility | 25.45% |
| Win Rate | 52.2% |
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, the strategy mainly holds leveraged Nasdaq (QLD) when the S&P 500 is above its 200-day average, switching to a balanced mix of QLD and QQQ or to defensive staples (XLP) and short-QQQ (QID) when the market falls below that trend or is not oversold. It protects itself by moving into the inverse fund (QID) or staples (XLP) whenever the S&P 500 is trending down or the RSI is not below 30, ensuring a risk-off stance during market stress.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Blend: Simple Regime Switching and Dip Buying with Leveraged Nasdaq (2x)?
Dynamic and disciplined, the strategy mainly holds leveraged Nasdaq (QLD) when the S&P 500 is above its 200-day average, switching to a balanced mix of QLD and QQQ or to defensive staples (XLP) and short-QQQ (QID) when the market falls below that trend or is not oversold. It protects itself by moving into the inverse fund (QID) or staples (XLP) whenever the S&P 500 is trending down or the RSI is not below 30, ensuring a risk-off stance during market stress.
What is Blend: Simple Regime Switching and Dip Buying with Leveraged Nasdaq (2x) holding today?
As of Oct 30, 2026, Blend: Simple Regime Switching and Dip Buying with Leveraged Nasdaq (2x) allocates to QQQ 75%, QLD 25%.
How has Blend: Simple Regime Switching and Dip Buying with Leveraged Nasdaq (2x) performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Blend: Simple Regime Switching and Dip Buying with Leveraged Nasdaq (2x) returned +15.1% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Blend: Simple Regime Switching and Dip Buying with Leveraged Nasdaq (2x)?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Blend: Simple Regime Switching and Dip Buying with Leveraged Nasdaq (2x) in a hypothetical backtest was -14.2%.
How do I use Blend: Simple Regime Switching and Dip Buying with Leveraged Nasdaq (2x)?
Open Blend: Simple Regime Switching and Dip Buying with Leveraged Nasdaq (2x) 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.