Simple Regime Switching and Dip Buying with 2X SPY V0.3 | 20.7% AR | 22.3% DD | 02/2007-09/2022
Today’s Change (Oct 22, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
A market-timing strategy that gets aggressive in strong markets, turns defensive in weak markets, and occasionally buys sharp selloffs for a rebound.
How it worksThis strategy first asks: “Is the U.S. stock market in a healthy long-term trend?” It checks whether SPY (a stand-in for the S&P 500) is above its 200-day average price.
If yes, it owns a growth mix led by 2x stock funds (SSO for the S&P 500 and QLD for the Nasdaq), plus long-term Treasury bonds (TLT) and gold (GLD).
If no, it usually moves to safer holdings: consumer staples stocks (XLP), gold, and the U.S. dollar (UUP). But if the market has fallen very hard very quickly, it temporarily buys SSO to try to catch a rebound.
Value propLeveraged but disciplined, this strategy beats the S&P on risk-adjusted terms with higher OOS Sharpe (~1.37 vs 1.22), ~30% annualized return vs ~20%, and smaller drawdown (~14.6% vs ~18.8%), driven by regime switching and hedges.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.14 | 0.72 | 0.5 | 0.7 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 658.9% | 10.87% | -0.05% | 3.57% | 0.63 | |
| 5,487.43% | 22.73% | -3.01% | 1.84% | 1.12 |
Initial Investment
$10,000.00
Final Value
$558,743.44Regulatory Fees
$431.36
Total Slippage
$2,795.63
Invest in this strategy
OOS Start Date
Sep 19, 2022
Trading Setting
Threshold 15%
Type
Stocks
Category
Regime switching, trend following, dip buying, leveraged equity, defensive rotation, multi-asset
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type