Copy of Franklin Simple Regime Switching, Dip Buying, Shorting with Leveraged Nasdaq (2x), and MACD
Backtest results
Metrics
1Y · since Oct 2025Copy of Franklin Simple Regime Switching, Dip Buying, Shorting with Leveraged Nasdaq (2x), and MACD | |
|---|---|
| Total Return | +12.12% |
| CAGR | +12.22% |
| Sharpe | 0.53 |
| Calmar | 0.72 |
| Max DD | -17.07% |
| Volatility | 30.27% |
| Win Rate | 51.4% |
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 risk-aware, the strategy mainly holds leveraged Nasdaq (QLD) and the broad index (QQQ) when the S&P 500 is above its 200-day average, but shifts to long Treasury (TLT) when the trend weakens. When the 200-day line falls below the 50-day line, it either buys the Nasdaq lever (QLD) if the market is oversold or balances between consumer staples (XLP) and short-term inverse Nasdaq (QID) to protect against downside.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Copy of Franklin Simple Regime Switching, Dip Buying, Shorting with Leveraged Nasdaq (2x), and MACD?
Dynamic and risk-aware, the strategy mainly holds leveraged Nasdaq (QLD) and the broad index (QQQ) when the S&P 500 is above its 200-day average, but shifts to long Treasury (TLT) when the trend weakens. When the 200-day line falls below the 50-day line, it either buys the Nasdaq lever (QLD) if the market is oversold or balances between consumer staples (XLP) and short-term inverse Nasdaq (QID) to protect against downside.
What is Copy of Franklin Simple Regime Switching, Dip Buying, Shorting with Leveraged Nasdaq (2x), and MACD holding today?
As of Oct 30, 2026, Copy of Franklin Simple Regime Switching, Dip Buying, Shorting with Leveraged Nasdaq (2x), and MACD allocates to QLD 50%, QQQ 50%.
How has Copy of Franklin Simple Regime Switching, Dip Buying, Shorting with Leveraged Nasdaq (2x), and MACD performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Copy of Franklin Simple Regime Switching, Dip Buying, Shorting with Leveraged Nasdaq (2x), and MACD returned +13.7% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Copy of Franklin Simple Regime Switching, Dip Buying, Shorting with Leveraged Nasdaq (2x), and MACD?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Copy of Franklin Simple Regime Switching, Dip Buying, Shorting with Leveraged Nasdaq (2x), and MACD in a hypothetical backtest was -17.1%.
How do I use Copy of Franklin Simple Regime Switching, Dip Buying, Shorting with Leveraged Nasdaq (2x), and MACD?
Open Copy of Franklin Simple Regime Switching, Dip Buying, Shorting with Leveraged Nasdaq (2x), and MACD 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.