Blend: Simple Regime Switching and Dip Buying with Leveraged S&P (2x) DereckNielsen Mod
Today’s Change (Sep 21, 2026)
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About
A 50/50 blend that rides S&P 500 uptrends (sometimes with 2x leverage), buys sharp dips, and in weak markets rotates to defensive stocks and the U.S. dollar—or even a −2x short S&P fund. Rebalanced daily.
How it worksThe portfolio splits into two equal rule sets and watches SPY (S&P 500). If price is above its 200‑day average (long‑term uptrend), it holds SPY; on sharp drops (RSI<30, a short‑term “very oversold” gauge), it uses SSO (2x SPY). If below the 200‑day (downtrend), it shifts to XLP (defensive stocks) + UUP (U.S. dollar). In one sleeve, if weakness is acute (below 20‑day), it picks SDS (−2x SPY) or BSV (short‑term bonds), whichever is stronger. Rebalanced daily. Note: despite the name, it uses S&P 500 ETFs.
Value propOut-of-sample, this strategy targets ~18.72% annualized return vs ~17.82% for the S&P, using trend-following with dip-buying and defensive rotations. Higher upside, but larger drawdowns and slightly lower OOS Sharpe.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.16 | 0.63 | 0.29 | 0.54 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 634.23% | 10.84% | -0.5% | 2.26% | 0.62 | |
| 5,828.59% | 23.45% | -0.78% | 2.43% | 1.04 |
Initial Investment
$10,000.00
Final Value
$592,859.39Regulatory Fees
$983.30
Total Slippage
$6,594.91
Invest in this strategy
OOS Start Date
Jan 7, 2025
Trading Setting
Daily
Type
Stocks
Category
Equities, tactical asset allocation, regime switching, trend following, dip buying, leveraged etfs, inverse etfs, defensive rotation
Tickers in this symphonyThis symphony trades 6 assets in total