V2 Sideways Market Mod Below the SPY 200d SMA | FINAL | DereckN Replace TQQQ and SQQQ with SOXL and SOXS
Backtest results
Metrics
1Y · since Oct 2025V2 Sideways Market Mod Below the SPY 200d SMA | FINAL | DereckN Replace TQQQ and SQQQ with SOXL and SOXS | |
|---|---|
| Total Return | +33.71% |
| CAGR | +34.02% |
| Sharpe | 1.24 |
| Calmar | 3.44 |
| Max DD | -9.88% |
| Volatility | 26.35% |
| Win Rate | 75.1% |
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 semiconductor (SOXL) and inverse semiconductor (SOXS) when the market is trending down or the Nasdaq is oversold, switching to broad index (SPY) or short QQQ (PSQ) when the S&P 500 falls 12% in 60 days. It protects itself by moving into cash-equivalent BIL when the S&P 500 is below its 200-day average, and by shifting to technology (TECL) or the Dow (UDOW) when the market shows weak momentum.
Current allocation
What the rules select as of Oct 30, 2026.
- BIL100%
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Frequently asked questions
What is V2 Sideways Market Mod Below the SPY 200d SMA | FINAL | DereckN Replace TQQQ and SQQQ with SOXL and SOXS?
Dynamic and defensive, the strategy mainly holds leveraged semiconductor (SOXL) and inverse semiconductor (SOXS) when the market is trending down or the Nasdaq is oversold, switching to broad index (SPY) or short QQQ (PSQ) when the S&P 500 falls 12% in 60 days. It protects itself by moving into cash-equivalent BIL when the S&P 500 is below its 200-day average, and by shifting to technology (TECL) or the Dow (UDOW) when the market shows weak momentum.
What is V2 Sideways Market Mod Below the SPY 200d SMA | FINAL | DereckN Replace TQQQ and SQQQ with SOXL and SOXS holding today?
As of Oct 30, 2026, V2 Sideways Market Mod Below the SPY 200d SMA | FINAL | DereckN Replace TQQQ and SQQQ with SOXL and SOXS allocates to BIL 100%.
How has V2 Sideways Market Mod Below the SPY 200d SMA | FINAL | DereckN Replace TQQQ and SQQQ with SOXL and SOXS performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, V2 Sideways Market Mod Below the SPY 200d SMA | FINAL | DereckN Replace TQQQ and SQQQ with SOXL and SOXS returned +33.8% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of V2 Sideways Market Mod Below the SPY 200d SMA | FINAL | DereckN Replace TQQQ and SQQQ with SOXL and SOXS?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of V2 Sideways Market Mod Below the SPY 200d SMA | FINAL | DereckN Replace TQQQ and SQQQ with SOXL and SOXS in a hypothetical backtest was -9.9%.
How do I use V2 Sideways Market Mod Below the SPY 200d SMA | FINAL | DereckN Replace TQQQ and SQQQ with SOXL and SOXS?
Open V2 Sideways Market Mod Below the SPY 200d SMA | FINAL | DereckN Replace TQQQ and SQQQ with SOXL and SOXS 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.