Simple Regime Switching and Dip Buying and Shorting with Leveraged Nasdaq (2x)
Backtest results
Metrics
1Y · since Oct 2025Simple Regime Switching and Dip Buying and Shorting with Leveraged Nasdaq (2x) | |
|---|---|
| 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 disciplined, the strategy mainly holds leveraged Nasdaq (QLD) and the broad Nasdaq (QQQ) when the S&P 500 is above its 200-day average, signaling a risk-on market. When the S&P 500 falls below that average, it switches to a defensive mix of consumer staples (XLP) and a short-term Nasdaq inverse (QID) unless the market is oversold, in which case it stays in QLD to capture a rebound.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Simple Regime Switching and Dip Buying and Shorting with Leveraged Nasdaq (2x)?
Dynamic and disciplined, the strategy mainly holds leveraged Nasdaq (QLD) and the broad Nasdaq (QQQ) when the S&P 500 is above its 200-day average, signaling a risk-on market. When the S&P 500 falls below that average, it switches to a defensive mix of consumer staples (XLP) and a short-term Nasdaq inverse (QID) unless the market is oversold, in which case it stays in QLD to capture a rebound.
What is Simple Regime Switching and Dip Buying and Shorting with Leveraged Nasdaq (2x) holding today?
As of Oct 30, 2026, Simple Regime Switching and Dip Buying and Shorting with Leveraged Nasdaq (2x) allocates to QLD 50%, QQQ 50%.
How has Simple Regime Switching and Dip Buying and Shorting with Leveraged Nasdaq (2x) performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Simple Regime Switching and Dip Buying and Shorting with Leveraged Nasdaq (2x) returned +13.7% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Simple Regime Switching and Dip Buying and Shorting with Leveraged Nasdaq (2x)?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Simple Regime Switching and Dip Buying and Shorting with Leveraged Nasdaq (2x) in a hypothetical backtest was -17.1%.
How do I use Simple Regime Switching and Dip Buying and Shorting with Leveraged Nasdaq (2x)?
Open Simple Regime Switching and Dip Buying and Shorting 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.