Semis Signal (Schwoerer) at a glance
Semis Signal (Schwoerer) is a tactical asset allocation (TAA) strategy by Martin Schwoerer across US Equity, Cash, rebalanced monthly. Backtested 1986-07-31 to 2026-04-24 (39.7 years): 9.3% CAGR, 0.75 Sharpe, -33.7% max drawdown, 13.0% volatility.
- Type
- Tactical (TAA)
- Author
- Martin Schwoerer
- Rebalancing
- Monthly
- Risk
- Moderate
- Period
- 1986-07-31 to 2026-04-24
- CAGR
- 9.3%
- Sharpe
- 0.75
- Max Drawdown
- -33.7%
- Volatility
- 13.0%
Semis Signal (Schwoerer) — Tactical Asset Allocation Strategy
The Semiconductor Signal uses SOXX as a leading indicator for broad equity allocation. When SOXX is above its 200-day SMA (with optional 50-day golden cross confirmation), the portfolio holds SPY; otherwise BIL.
Backtest Performance (1986-07-31 to 2026-04-24)
| Metric | Semis Signal (Schwoerer) |
|---|---|
| Compound Annual Growth Rate (CAGR) | 9.3% |
| Maximum Drawdown | -33.7% |
| Sharpe Ratio | 0.75 |
| Sortino Ratio | 0.75 |
| Annualized Volatility | 13.0% |
| Calmar Ratio | 0.28 |
| Total Return | 3296.9% |
| Backtest Period | 39.7 years |
Strategy Details
- Type
- Tactical (TAA)
- Rebalancing
- monthly
- Risk Level
- moderate
- Variants
- 4
- Author
- Martin Schwoerer
Asset Classes
- US Equity
- Cash
Categories
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