Leveraged Adaptive Asset Allocation | GiantSteps Repace UPRO with SOXL
Backtest results
Metrics
1Y · since Oct 2025Leveraged Adaptive Asset Allocation | GiantSteps Repace UPRO with SOXL | |
|---|---|
| Total Return | +5.05% |
| CAGR | +5.09% |
| Sharpe | 0.39 |
| Calmar | 0.49 |
| Max DD | -10.34% |
| Volatility | 16.13% |
| Win Rate | 57.4% |
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 aggressive, it mainly holds leveraged semiconductor (SOXL) and shifts to the dollar (UUP) or long treasury (TMF) when the S&P 500's 126-day return falls behind the dollar or when the dollar lags the Treasury. It balances risk by inverse-volatility weighting, protecting itself by moving to safer assets when the market's relative performance weakens.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Leveraged Adaptive Asset Allocation | GiantSteps Repace UPRO with SOXL ?
Dynamic and aggressive, it mainly holds leveraged semiconductor (SOXL) and shifts to the dollar (UUP) or long treasury (TMF) when the S&P 500's 126-day return falls behind the dollar or when the dollar lags the Treasury. It balances risk by inverse-volatility weighting, protecting itself by moving to safer assets when the market's relative performance weakens.
What is Leveraged Adaptive Asset Allocation | GiantSteps Repace UPRO with SOXL holding today?
As of Oct 30, 2026, Leveraged Adaptive Asset Allocation | GiantSteps Repace UPRO with SOXL allocates to UUP 97%, SOXL 3%.
How has Leveraged Adaptive Asset Allocation | GiantSteps Repace UPRO with SOXL performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Leveraged Adaptive Asset Allocation | GiantSteps Repace UPRO with SOXL returned +3.9% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Leveraged Adaptive Asset Allocation | GiantSteps Repace UPRO with SOXL ?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Leveraged Adaptive Asset Allocation | GiantSteps Repace UPRO with SOXL in a hypothetical backtest was -10.8%.
How do I use Leveraged Adaptive Asset Allocation | GiantSteps Repace UPRO with SOXL ?
Open Leveraged Adaptive Asset Allocation | GiantSteps Repace 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.