Hello everyone,
I recently noticed two new screens available on Portfolio123: the "QQQ Risk Regime ETF Rotation" and its version with leverage, the "QQQ Risk Regime ETF Rotation 2X".
I couldn't find an official announcement, newsletter, or blog post introducing them (though I might have missed it). Since they look quite interesting, I thought it would be great to start a discussion thread here to gather thoughts from the community!
Why this screen caught my attention
What appeals to me most about this screen is its simplicity. It relies on very few rules, yet it delivers impressive historical performance—especially the 2X leveraged version.
To give some context: part of my overall portfolio is currently exposed to European micro-caps. Until now, I hadn't found a strategy focused on US large caps that was compelling or performant enough to serve as a meaningful complement/diversification tool. This rotation screen seems to fit that role nicely.
Questions / Discussion Points
I'd love to get the community’s insights on a few aspects:
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Overall Impression: What are your general thoughts on these new screens?
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Timing Mechanism: What do you think of the market regime timing system used to switch positions? How robust does it appear to be?
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Leverage & Risk (2X & 3X):
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How do you feel about using 2X leveraged ETFs within this specific regime-switching logic?
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Has anyone considered applying a similar regime filter to 3X leveraged ETFs (e.g., TQQQ/UPRO)?
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Looking forward to reading your feedback and ideas!
Best regards,
Hugo