What's the criteria for this entry/exit strategy? If I'm understanding this correctly, you are just showing the annual return/drawdown data for the SPY and QQQ indices.
Personally, I think that the historical time frame you are looking at may be too short. The entire historical record occurs during a period of falling rates.
It's certainly possible that inflation/rates peak next year and we end up in the same low rate (i.e. ~ 4% inflation or lower) that we've been in for the last 3 decades. Lately, I've looked at the late 1960s as a potential analogue for current market conditions. Peak to trough on the S&P500 was ~ -38% and it occurred over a period of ~2 years (and of course there was the larger pullback in the early 1970s).
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