Simple Regime Switching and Dip Buying with S&P 500
Backtest results
Metrics
1Y · since Oct 2025Simple Regime Switching and Dip Buying with S&P 500 | |
|---|---|
| Total Return | +12.97% |
| CAGR | +13.08% |
| Sharpe | 1.04 |
| Calmar | 2.02 |
| Max DD | -6.49% |
| Volatility | 12.60% |
| 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
A sharp-edge strategy keeps the S&P 500 (SPY) when the index is above its 200-day moving average or has fallen into an oversold zone, and shifts to consumer staples (XLP) when the market is neither trending up nor oversold. The switch protects the portfolio by moving into a defensive sector whenever the S&P 500 shows weak momentum or a lack of trend.
Current allocation
What the rules select as of Oct 30, 2026.
- SPY100%
State Street SPDR S&P 500 ETF Trust
Frequently asked questions
What is Simple Regime Switching and Dip Buying with S&P 500?
A sharp-edge strategy keeps the S&P 500 (SPY) when the index is above its 200-day moving average or has fallen into an oversold zone, and shifts to consumer staples (XLP) when the market is neither trending up nor oversold. The switch protects the portfolio by moving into a defensive sector whenever the S&P 500 shows weak momentum or a lack of trend.
What is Simple Regime Switching and Dip Buying with S&P 500 holding today?
As of Oct 30, 2026, Simple Regime Switching and Dip Buying with S&P 500 allocates to SPY 100%.
How has Simple Regime Switching and Dip Buying with S&P 500 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Simple Regime Switching and Dip Buying with S&P 500 returned +13.6% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Simple Regime Switching and Dip Buying with S&P 500?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Simple Regime Switching and Dip Buying with S&P 500 in a hypothetical backtest was -6.5%.
How do I use Simple Regime Switching and Dip Buying with S&P 500?
Open Simple Regime Switching and Dip Buying with S&P 500 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.