? SOXX RSI Machine | 1st RSI from 63 to 73 | Deez | 3YR-BT: AR 391.9% DD: 52.0% | 15NOV2022
Today’s Change (Mar 5, 2026)
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About
Aggressive, rules-based swing strategy that times semiconductor booms and busts using a simple “heat” score (RSI), flipping between 3x bull (SOXL) and 3x bear (SOXS). When no clear edge, it rotates among the dollar, gold, T‑bills, commodities, and mild shorts; a small COST/UNH sleeve adds defense.
How it worksIt’s a rule-based swing trader that mainly times the semiconductor sector with a “heat” gauge called RSI (0–100; >70 = hot/overbought, <30 = cold/oversold).
- If semis look very hot, it flips short (SOXS). If they look washed out, it buys the 3x bull (SOXL).
- Otherwise it rotates among the U.S. dollar, gold, T‑bills, commodities, and mild index shorts using quick checks on stock/bond strength and whether stocks are too hot/cold.
- A small sleeve holds COST/UNH unless markets wobble, then hides in T‑bills.
Value propOut-of-sample strategy targets explosive semiconductor cycles with 3x exposure. Delivers ~57% annualized return vs SPY ~21%, Calmar ~1.1, and a strong risk-adjusted profile despite occasional 50%+ drawdowns. Higher upside, higher risk than the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.68 | 1.99 | 0.27 | 0.52 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 358.07% | 13.38% | -0.15% | 0.4% | 0.81 | |
| 802,639.24% | 109.93% | 3.78% | 0.6% | 1.44 |
Initial Investment
$10,000.00
Final Value
$80,273,924.20Regulatory Fees
$338,182.42
Total Slippage
$2,397,000.05
Invest in this strategy
OOS Start Date
Jun 16, 2023
Trading Setting
Threshold 6.9%
Type
Stocks
Category
Tactical allocation,momentum and mean reversion,leveraged etfs,semiconductors,market timing,defensive sleeve,multi-asset rotation
Tickers in this symphonyThis symphony trades 17 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
COST
Costco Wholesale Corp
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
SH
ProShares Short S&P500
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
Stocks