Simple Regime Switching V2.2
Backtest results
Metrics
1Y · since Oct 2025Simple Regime Switching V2.2 | |
|---|---|
| Total Return | -6.01% |
| CAGR | -6.06% |
| Sharpe | -0.06 |
| Calmar | -0.35 |
| Max DD | -17.20% |
| Volatility | 30.26% |
| Win Rate | 48.6% |
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 risk-aware, the strategy mainly holds leveraged Nasdaq (QLD) or short-term bonds (SHY) depending on the S&P 500 trend. When the S&P 500 is above its 200-day moving average it switches to a dollar-demanded leveraged fund (UUP) or long-term bonds (TLT) if the Treasury trend is weak, and otherwise it balances between a short-QQQ (QID) and consumer staples (XLP) to protect against market stress.
Current allocation
What the rules select as of Oct 30, 2026.
- QLD100%
ProShares Ultra QQQ
Frequently asked questions
What is Simple Regime Switching V2.2?
Dynamic and risk-aware, the strategy mainly holds leveraged Nasdaq (QLD) or short-term bonds (SHY) depending on the S&P 500 trend. When the S&P 500 is above its 200-day moving average it switches to a dollar-demanded leveraged fund (UUP) or long-term bonds (TLT) if the Treasury trend is weak, and otherwise it balances between a short-QQQ (QID) and consumer staples (XLP) to protect against market stress.
What is Simple Regime Switching V2.2 holding today?
As of Oct 30, 2026, Simple Regime Switching V2.2 allocates to QLD 100%.
How has Simple Regime Switching V2.2 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Simple Regime Switching V2.2 returned -6% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Simple Regime Switching V2.2?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Simple Regime Switching V2.2 in a hypothetical backtest was -17.2%.
How do I use Simple Regime Switching V2.2?
Open Simple Regime Switching V2.2 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.