Hedged Regime Switching 2.2
Backtest results
Metrics
1Y · since Oct 2025Hedged Regime Switching 2.2 | |
|---|---|
| Total Return | -15.07% |
| CAGR | -15.18% |
| Sharpe | -0.38 |
| Calmar | -0.67 |
| Max DD | -22.66% |
| Volatility | 31.05% |
| Win Rate | 49.4% |
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 defensive, the strategy mainly holds leveraged Nasdaq (QLD) when the S&P 500 is below its 200-day trend and the market is oversold, but it switches to a mix of short-term bonds (BSV) and short QQQ (PSQ) when VIX rises or the S&P 500 is overbought. It also pivots to the dollar (UUP) or long-term bonds (TLT) when both the S&P 500 and Treasury 20-year trends are positive, protecting itself by moving into defensive assets whenever the market turns risk-off.
Current allocation
What the rules select as of Oct 30, 2026.
- QLD100%
ProShares Ultra QQQ
Frequently asked questions
What is Hedged Regime Switching 2.2?
Dynamic and defensive, the strategy mainly holds leveraged Nasdaq (QLD) when the S&P 500 is below its 200-day trend and the market is oversold, but it switches to a mix of short-term bonds (BSV) and short QQQ (PSQ) when VIX rises or the S&P 500 is overbought. It also pivots to the dollar (UUP) or long-term bonds (TLT) when both the S&P 500 and Treasury 20-year trends are positive, protecting itself by moving into defensive assets whenever the market turns risk-off.
What is Hedged Regime Switching 2.2 holding today?
As of Oct 30, 2026, Hedged Regime Switching 2.2 allocates to QLD 100%.
How has Hedged Regime Switching 2.2 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Hedged Regime Switching 2.2 returned -15% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Hedged Regime Switching 2.2?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Hedged Regime Switching 2.2 in a hypothetical backtest was -22.7%.
How do I use Hedged Regime Switching 2.2?
Open Hedged Regime Switching 2.2 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.