SPY strategy research
Research how market-regime rules behaved historically.
Backtest a rules-based rotation between SPY and short-duration Treasuries, plus hypothetical recurring contributions, using transparent historical data and complete transaction ledgers.
Research only. Outputs are hypothetical historical simulations—not personalized advice, recommendations, or instructions to trade. SPY and bond ETFs can lose value.
Daily decision tree
Three rules. Two allocations.
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Start with the question you want to answer.
SPY · Lump sum
01SPY Regime Rotation
Test a simpler SPY and short-duration Treasury allocation with no leveraged or inverse ETFs.
Run SPY backtest
SPY · Recurring
02SPY Regime Rotation Recurring
Apply identical hypothetical contributions to SPY Regime Rotation and SPY buy-and-hold.
Run contribution comparison
Nasdaq-100 · Lump sum
03QQQ Regime Rotation
Test a rules-based rotation between QQQ and short-duration Treasuries.
Run QQQ backtest
Nasdaq-100 · Recurring
04QQQ Regime Rotation Recurring
Compare weekly hypothetical contributions to QQQ Regime Rotation, QQQ, and SPY.
Run contribution comparison
Small caps · Lump sum
05IWM Regime Rotation
Test a rules-based rotation between the Russell 2000 ETF and short-duration Treasuries.
Run IWM backtest
Small caps · Recurring
06IWM Regime Rotation Recurring
Compare weekly hypothetical contributions to IWM Regime Rotation, IWM, and SPY.
Run contribution comparison
Total market · Lump sum
07VTI Regime Rotation
Rotate between the broad U.S. stock market and short-duration bonds.
Run VTI backtest
Total market · Recurring
08VTI Regime Rotation Recurring
Compare recurring contributions across VTI Regime Rotation, VTI, and SPY.
Run contribution comparison
Semiconductors · Lump sum
09SMH Regime Rotation
Research unleveraged semiconductor exposure with a defensive bond allocation.
Run SMH backtest
Semiconductors · Recurring
010SMH Regime Rotation Recurring
Compare recurring contributions across SMH Regime Rotation, SMH, and SPY.
Run contribution comparison
Equal weight · Lump sum
011RSP Regime Rotation
Test equal-weight S&P 500 exposure with a short-duration bond defense.
Run RSP backtest
Equal weight · Recurring
012RSP Regime Rotation Recurring
Compare recurring contributions across RSP Regime Rotation, RSP, and SPY.
Run contribution comparison
Dow Jones · Lump sum
013DIA Regime Rotation
Test Dow Jones exposure with a rules-based short-duration bond defense.
Run DIA backtest
Dow Jones · Recurring
014DIA Regime Rotation Recurring
Compare recurring contributions across DIA Regime Rotation, DIA, and SPY.
Run contribution comparison
Theoretical 2000s · Lump sum
015TQQQ Historical Rotation
Rotate among TQQQ, TECL, SQQQ, and BSV through the 2000s using theoretical early prices and actual ETF data when available.
Run historical TQQQ backtest
Theoretical 2000s · Recurring
016TQQQ Historical Recurring
Apply regular deposits to the TQQQ, TECL, SQQQ, and BSV rotation using theoretical early history and actual ETF data.
Run historical contributions
Lump-sum backtest
017TQQQ Regime Rotation
Simulate one hypothetical starting balance across trend, oversold, and defensive regimes, then compare the historical result with TQQQ and SPY buy-and-hold.
Run historical backtest
Recurring backtest
018Test recurring contributions
Model hypothetical daily, weekly, biweekly, or monthly contributions while the rules determine which asset receives simulated capital.
Run contribution backtest
S&P 500 · Backtest
019SPXL Regime Rotation
Backtest historical rotations among SPXL, SPXS, and BSV using the same transparent trend, RSI, and defensive-momentum rules.
Backtest SPXL rules
S&P 500 · Recurring
020SPXL contribution research
Apply identical hypothetical deposits to SPXL Regime Rotation, SPXL buy-and-hold, and SPY over historical periods.
Run contribution backtest
Semiconductors · Backtest
021SOXL Regime Rotation
Backtest historical rotations among SOXL, SOXS, and BSV using trend, RSI, and defensive-momentum rules.
Backtest SOXL rules
Small caps · Backtest
022TNA Regime Rotation
Backtest historical rotations among TNA, TZA, and BSV using trend, RSI, and defensive-momentum rules.
Backtest TNA rules
Semiconductors · Recurring
023SOXL contribution research
Compare hypothetical recurring deposits in SOXL Regime Rotation with SOXL buy-and-hold and SPY over historical periods.
Run contribution backtest
Small caps · Recurring
024TNA contribution research
Compare hypothetical recurring deposits in TNA Regime Rotation with TNA buy-and-hold and SPY over historical periods.
Run contribution backtest
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