Simple Regime Switching and Dip Buying with 2X SPY V0.3 | 20.7% AR | 22.3% DD | 02/2007-09/2022
Backtest results
Metrics
1Y · since Oct 2025Simple Regime Switching and Dip Buying with 2X SPY V0.3 | 20.7% AR | 22.3% DD | 02/2007-09/2022 | |
|---|---|
| Total Return | +9.27% |
| CAGR | +9.35% |
| Sharpe | 0.54 |
| Calmar | 0.79 |
| Max DD | -11.79% |
| Volatility | 20.81% |
| Win Rate | 52.6% |
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, the strategy mainly holds leveraged S&P 500 (SSO) and long-term Treasury (TLT) when the S&P 500 price is above its 200-day moving average, signaling a risk-on market. When the index falls below that trend line, it switches to a defensive mix of consumer staples (XLP), gold (GLD) and the U.S. dollar (UUP) to protect against downside, while a sharp dip in the index triggers a temporary shift to the 2× Nasdaq (QLD) for a rebound play.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Simple Regime Switching and Dip Buying with 2X SPY V0.3 | 20.7% AR | 22.3% DD | 02/2007-09/2022?
Dynamic and disciplined, the strategy mainly holds leveraged S&P 500 (SSO) and long-term Treasury (TLT) when the S&P 500 price is above its 200-day moving average, signaling a risk-on market. When the index falls below that trend line, it switches to a defensive mix of consumer staples (XLP), gold (GLD) and the U.S. dollar (UUP) to protect against downside, while a sharp dip in the index triggers a temporary shift to the 2× Nasdaq (QLD) for a rebound play.
What is Simple Regime Switching and Dip Buying with 2X SPY V0.3 | 20.7% AR | 22.3% DD | 02/2007-09/2022 holding today?
As of Oct 30, 2026, Simple Regime Switching and Dip Buying with 2X SPY V0.3 | 20.7% AR | 22.3% DD | 02/2007-09/2022 allocates to GLD 25%, QLD 25%, SSO 25%, TLT 25%.
How has Simple Regime Switching and Dip Buying with 2X SPY V0.3 | 20.7% AR | 22.3% DD | 02/2007-09/2022 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Simple Regime Switching and Dip Buying with 2X SPY V0.3 | 20.7% AR | 22.3% DD | 02/2007-09/2022 returned +9.8% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Simple Regime Switching and Dip Buying with 2X SPY V0.3 | 20.7% AR | 22.3% DD | 02/2007-09/2022?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Simple Regime Switching and Dip Buying with 2X SPY V0.3 | 20.7% AR | 22.3% DD | 02/2007-09/2022 in a hypothetical backtest was -11.8%.
How do I use Simple Regime Switching and Dip Buying with 2X SPY V0.3 | 20.7% AR | 22.3% DD | 02/2007-09/2022?
Open Simple Regime Switching and Dip Buying with 2X SPY V0.3 | 20.7% AR | 22.3% DD | 02/2007-09/2022 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.