Satellite Sleeve

SOXL Adaptive Reentry

Higher-volatility semiconductor sleeve using a shorter trend filter and distance-based reentry logic.

Method

Strategy Principle

2010-03-11 to 2026-05-01

The model treats SOXL as a satellite sleeve, so it uses a faster 100-day moving average instead of TQQQ's slower 220-day trend filter.
The live runtime requires five-session confirmation and uses distance from the moving average to manage reentry after defensive periods.
The intent is to capture semiconductor momentum while avoiding some of the deepest path-dependent losses from holding SOXL continuously.

Target 100% means one notional unit of SOXL in this sleeve.
The sleeve is more active than TQQQ, so turnover and signal flips are materially higher.
Cash is the defensive allocation when the model is not at full target.

Research Baseline

Period Return 1,447.06x

CAGR 57%

MaxDD -59.4%

Calmar 0.96

Sharpe 1

Turnover 126

Signal Flips 342

Today

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Audit

Price, signal state, entry/exit markers, exposure, and equity audit.

Execution Log

Run / Check Time	Signal Cutoff	Execute	State	Target	Cash	Changed	Reason

Downloads

Risk Notice

SOXL already embeds daily 3x ETF leverage and is more volatile than broad Nasdaq exposure.
The reentry rule can miss sharp V-shaped rebounds or reenter before a decline is fully repaired.