Adaptive Asset Allocation | SMA trend strategy | GiantSteps | Leveraged Replace UPRO with SOXL
Backtest results
Metrics
1Y · since Oct 2025Adaptive Asset Allocation | SMA trend strategy | GiantSteps | Leveraged Replace UPRO with SOXL | |
|---|---|
| Total Return | +5.79% |
| CAGR | +5.84% |
| Sharpe | 0.43 |
| Calmar | 0.56 |
| Max DD | -10.34% |
| Volatility | 16.12% |
| Win Rate | 57.8% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Dynamic and disciplined, the strategy mainly holds leveraged semiconductor (SOXL) when the S&P 500 outpaces the dollar and Treasury returns, then shifts to a dollar-oriented (UUP) or long-term Treasury (TMF) position when the market underperforms, protecting itself by balancing risk through inverse-volatility weighting.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Adaptive Asset Allocation | SMA trend strategy | GiantSteps | Leveraged Replace UPRO with SOXL?
Dynamic and disciplined, the strategy mainly holds leveraged semiconductor (SOXL) when the S&P 500 outpaces the dollar and Treasury returns, then shifts to a dollar-oriented (UUP) or long-term Treasury (TMF) position when the market underperforms, protecting itself by balancing risk through inverse-volatility weighting.
What is Adaptive Asset Allocation | SMA trend strategy | GiantSteps | Leveraged Replace UPRO with SOXL holding today?
As of Oct 30, 2026, Adaptive Asset Allocation | SMA trend strategy | GiantSteps | Leveraged Replace UPRO with SOXL allocates to UUP 97%, SOXL 3%.
How has Adaptive Asset Allocation | SMA trend strategy | GiantSteps | Leveraged Replace UPRO with SOXL performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Adaptive Asset Allocation | SMA trend strategy | GiantSteps | Leveraged Replace UPRO with SOXL returned +4.6% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Adaptive Asset Allocation | SMA trend strategy | GiantSteps | Leveraged Replace UPRO with SOXL?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Adaptive Asset Allocation | SMA trend strategy | GiantSteps | Leveraged Replace UPRO with SOXL in a hypothetical backtest was -10.8%.
How do I use Adaptive Asset Allocation | SMA trend strategy | GiantSteps | Leveraged Replace UPRO with SOXL?
Open Adaptive Asset Allocation | SMA trend strategy | GiantSteps | Leveraged Replace UPRO with SOXL in Quantly to rerun the backtest, adjust the rules, and paper trade it. You can also connect a supported brokerage to trade your version live.
Backtest results are hypothetical and do not guarantee future returns. Strategies are shared by Quantly users for research only and are not investment advice.