[{"data":1,"prerenderedAt":40},["ShallowReactive",2],{"strategy-w06":3},{"id":4,"name":5,"family":6,"tags":7,"universe":9,"bars":10,"rules":11,"sizing":12,"cadence":13,"original":14,"testable":22,"not_testable_reason":23,"prompt":24,"deviation":25,"source_file":26,"prompt_note":27,"collection":28,"collection_name":29,"bars_label":30,"universe_short":31,"rule_short":11,"links":32,"verdict":39,"result":25,"chart":25},"W06","Signal Change Defensive","Defensive rotation",[8],"Trend following","SPY, EFA, EEM, TLT, IEF, GLD, DBC and VNQ","daily","If SPY closes above its 200-day SMA, hold SPY, EFA, EEM, DBC and VNQ; otherwise hold TLT, IEF and GLD. Trade only when the regime flips.","Equal weight within the active group","on regime change",{"total_return":15,"cagr":16,"sharpe":17,"max_dd":18,"win_rate":19,"profit_factor":20,"span":21},132.21,4.54,0.26,-24.57,41.1,1.64,"2007-2025",false,"Its signal is SPY's trend, applied to other ETFs. An Orbital strategy decides each symbol on that symbol's own bars.","Trade SPY, EFA, EEM, TLT, IEF, GLD, DBC and VNQ on daily bars. Buy an ETF with 12% of equity when it closes above its own 200-day SMA, and sell it when it closes below its 200-day SMA. Long only; uninvested capital stays in cash. Backtest from November 21, 2016 to October 30, 2026 with $100,000.",null,"example_weights_06_signal_change_defensive.py","Closest Orbital version: Orbital decides each ETF on its own bars, so each one follows its own 200-day SMA instead of SPY's, at a fixed 12% of equity. Without the switch between the risk-on and defensive groups, this is a per-ETF trend filter rather than a regime rotation.","retest","The viral 50, re-tested","Daily","8 multi-asset ETFs",[33,36],[34,35],"Source code","https://github.com/QuantJourneyOrg/quantjourney-bt/blob/main/strategies/example_weights_06_signal_change_defensive.py",[37,38],"Original results","https://backtester.quantjourney.cloud/strategies/example-weights-06-signal-change-defensive","skip",1794261303665]