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🧦 SOXX RSI Machin, updated from Mr D
Today’s Change
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About

Daily, tactical chip-sector strategy. Uses a 0–100 “speedometer” (RSI) on SOXX to switch between 3x long (SOXL), 3x short (SOXS), or mostly T‑bills (BIL). Contrarian short at long-term extremes; buy dips or short tactically; applies to ~50% of the portfolio.
NutHow it works
Each day it reads a “speedometer” (RSI, 0–100) on the chip sector ETF (SOXX). Higher = recently ran up; lower = recently fell. - If the long-term gauge is very high (>65 on 200 days), it bets against chips (SOXS). - Else if the short-term gauge is weak (<42 on 2 days), it usually buys the dip (SOXL) unless the short-term looks too hot, then it shorts (SOXS). - Otherwise it parks mostly in T‑bills (BIL) with a small short (SOXS). This block uses up to 50% of the portfolio.
CheckmarkValue prop
Out-of-sample edge: ~37% annualized return vs SPY ~23%, with 3x semis exposure to capture upside. Expect larger drawdowns ~50%; best for long-horizon, risk-tolerant investors seeking higher growth than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.31
1.58
0.2
0.44
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
655.5%
13.79%
0.19%
3.76%
0.84
23,023.25%
41.6%
25.94%
47.34%
0.87
Initial Investment
$10,000.00
Final Value
$2,312,325.09
Regulatory Fees
$12,376.49
Total Slippage
$71,867.54
Invest in this strategy
OOS Start Date
Dec 4, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical, semiconductors, rsi/momentum, leveraged etfs 3x, daily rebalancing, market timing
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type