Regime Detector
StaticProaggressiveBased on research by Neat_Bug1775 (Reddit) · Neat_Bug1775 (Reddit). Regime Detector
This is BestFolio's independent implementation. Not affiliated with or endorsed by the original author.
Launched 2024About this Strategy
Multi-signal regime detection system for SSO/SHV rotation. Monitors 6 macro indicators (price trend, VIX, ADX, credit spreads, canary assets, breadth) to build a composite score.
The complete strategy logic, asset universe, and rebalancing rules are available to Pro subscribers. This includes the full methodology description, author notes, and implementation details.
Pro subscribers also get access to current signals, full backtest history, and the ability to blend this strategy into custom portfolios.
Strategy Rules
Pro subscribers only
- 1Compute 6 daily signals: price trend, VIX level, ADX direction, credit ratio, canary, breadth
- 2Each signal contributes +1, 0, or -1 to composite score (-6 to +6)
- 3When risk-on: slow exit if score <= 0 for 15 days, fast exit if score <= -3 for 3 days
- 4When risk-off: re-enter if score >= +2 for 7 consecutive days
- 5Binary allocation: 100% SSO or 100% SHV
Key Differentiators
Research Source
Based on research by Neat_Bug1775 (Reddit)
Neat_Bug1775 (Reddit). Regime Detector
Strategy Info
- Type
- Tactical (TAA)
- Frequency
- daily
- Next Rebalance
- May 2209:30 ET (today)
- Variants
- 2
- Risk Category
- aggressive
- Tags
- momentum, leveraged
- Type
- Tactical / Leveraged Rotation
- Trading Frequency
- Daily (signals on regime change only)
- Signal Count
- 6 macro indicators, composite score -6 to +6
- Price Trend
- SPY vs 200-day SMA with 3-day hysteresis
- Volatility
- VIX levels (< 20 bullish, > 30 bearish)
- Credit Spreads
- HYG/LQD ratio vs 50-day SMA
- Slow Exit
- Score <= 0 for 15 consecutive days
- Fast Exit
- Score <= -3 for 3 consecutive days
- Reentry
- Score >= +2 for 7 consecutive days
- Risk On Asset
- SSO (2x S&P 500) or UPRO (3x SmartLeverage variant)
- Risk Off Asset
- SHV (short-term treasuries)
- Data Source
- Institutional-grade market data (SPY, ^VIX, HYG, LQD, EEM, IWM, RSP)
Asset Classes
Regime Detector at a glance
Regime Detector is a tactical asset allocation (TAA) strategy by Neat_Bug1775 (Reddit) across US Equity (2x/3x Leveraged), Short-Term Treasuries, rebalanced daily. Backtested 1990-10-09 to 2026-05-21 (35.6 years): 12.7% CAGR, 0.62 Sharpe, -67.9% max drawdown, 23.9% volatility.
- Type
- Tactical (TAA)
- Author
- Neat_Bug1775 (Reddit)
- Rebalancing
- Daily
- Risk
- Aggressive
- Period
- 1990-10-09 to 2026-05-21
- CAGR
- 12.7%
- Sharpe
- 0.62
- Max Drawdown
- -67.9%
- Volatility
- 23.9%
Regime Detector — Tactical Asset Allocation Strategy
Regime Detector is a composite scoring system by Reddit user Neat_Bug1775 that monitors 6 macro signals daily to determine whether to hold SSO (2x S&P 500) or SHV (short-term treasuries).
The six signals each contribute +1, 0, or -1 to a composite score (-6 to +6): price trend (SPY vs 200-SMA with 3-day hysteresis), VIX level, ADX(14) trend strength, credit spreads (HYG/LQD ratio vs 50-SMA), canary universe (HYG/EEM/IWM vs 50-SMA), and market breadth (RSP/SPY ratio vs 50-SMA).
Backtest Performance (1990-10-09 to 2026-05-21)
| Metric | Regime Detector |
|---|---|
| Compound Annual Growth Rate (CAGR) | 12.7% |
| Maximum Drawdown | -67.9% |
| Sharpe Ratio | 0.62 |
| Sortino Ratio | 0.72 |
| Annualized Volatility | 23.9% |
| Calmar Ratio | 0.19 |
| Total Return | 7052.6% |
| Backtest Period | 35.6 years |
Strategy Details
- Type
- Tactical (TAA)
- Rebalancing
- daily
- Risk Level
- aggressive
- Variants
- 2
- Author
- Neat_Bug1775 (Reddit)
- Source
- Neat_Bug1775 (Reddit). Regime Detector
Asset Classes
- US Equity (2x/3x Leveraged)
- Short-Term Treasuries
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