Semiconductor Ballers (Longer Backtest)
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About
A daily, rules-based strategy that rides big uptrends in semiconductors and tech with 3x ETFs, then flips to bearish ETFs, bonds, or cash-like Treasuries when trends turn or markets overheat. Uses simple trend and “speed/heat” gauges plus a rate/volatility overlay.
Each day the strategy checks a few simple things:
- Are chip stocks in an uptrend? If yes, it buys the strongest of a few fast tech funds (like 3x semis, 3x tech, 3x Nasdaq). If not, it flips to bearish funds or safe Treasuries.
- Are interest rates falling or rising? It uses a long‑Treasury fund (TLT) as a guide. Falling rates favor long bonds (TMF) and growth/tech; rising rates favor short bonds (TMV) and defense.
- Is the market overheated or spiking? If tech is red‑hot or jumps too fast in a day, it may briefly use a volatility fund (UVXY) as an airbag.
It uses two plain ideas to time switches: trend (average price over recent days) and “speed/heat” (RSI: a simple 0–100 gauge of whether prices ran up or down too fast).
Out-of-sample: ~97.7% annual return vs SPY ~28.4%; Calmar ~2.06; Sharpe ~1.14. Uses trend and rate/volatility signals to chase semis/tech upside with hedges, aiming higher risk-adjusted growth than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.63 | 0.92 | 0.05 | 0.21 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 627.07% | 14.97% | 2.19% | 5.01% | 0.92 | |
| 225,220,100,234.14% | 354.77% | 24.06% | 56.09% | 2.45 |
Initial Investment
$10,000.00
Final Value
$22,522,010,033,413.56Regulatory Fees
$8,621,299,261.24
Total Slippage
$9,850,760,973.25
Invest in this strategy
OOS Start Date
Mar 16, 2025
Trading Setting
Daily
Type
Stocks
Category
Leveraged etf trend-following, momentum + mean reversion, semiconductors/tech focus, tactical risk-on/risk-off, volatility hedge
Tickers in this symphonyThis symphony trades 38 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DIG
ProShares Ultra Energy
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
EPI
WisdomTree India Earnings Fund ETF
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
Stocks
EWZ
iShares MSCI Brazil ETF
Stocks