Blend: Simple Regime Switching and Dip Buying with Leveraged Nasdaq (2x)
Today’s Change (Nov 5, 2026)
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About
A market-timing strategy that stays mostly in Nasdaq when conditions look strong, buys hard Nasdaq dips aggressively, and shifts to defensive stocks plus a partial Nasdaq hedge when conditions weaken.
How it worksThe strategy first checks the overall U.S. stock market using SPY (an S&P 500 fund). If SPY is above its 200-day average price, it assumes the market trend is healthy and leans heavily into Nasdaq funds, mainly QQQ and some QLD (a 2x boosted version of QQQ).
If SPY is below that long-term trend line, it asks a second question: has the market been hit very hard recently? It measures that with 10-day RSI, a short-term “stress gauge.” If RSI is below 30, it treats that as an oversold dip and buys QLD aggressively for a rebound.
If the market is weak and not yet extremely oversold, it gets defensive: mostly XLP, which holds everyday-necessities companies, plus a smaller position in QID, which rises when the Nasdaq falls.
Value propNasdaq-led regime strategy seeks big upside via rapid dip buys and selective hedges. Out-of-sample return ~30.8% vs ~21% for S&P; Calmar ~1.24, Sharpe ~1.15. Be aware of higher drawdowns (~25%).
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.19 | 0.8 | 0.38 | 0.62 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 795.39% | 11.41% | -1.04% | -0.34% | 0.66 | |
| 19,490.58% | 29.72% | -10.93% | -6% | 1.16 |
Initial Investment
$10,000.00
Final Value
$1,959,057.64Regulatory Fees
$1,465.74
Total Slippage
$10,465.39
Invest in this strategy
OOS Start Date
Sep 25, 2022
Trading Setting
Threshold 25%
Type
Stocks
Category
Trend following, dip buying, regime switching, nasdaq, leveraged etfs, defensive sector rotation