All studies

SOX After SOX/SPX Rolling 3-month Change Drops < -20%

Forward return profile for SOX after the rolling 63-day change of the relative ratio of Semis vs. S&P 500 drops below -20%

Trigger Criteria

AI Summary

Forward Returns

Average returns vs all-day baseline

Signal Map

Asset and trigger series

Forward Returns

Average signal vs baseline

Hit Rates

Signal hit rate vs baseline

Signal Performance

Forward path after each trigger

Distribution

Return distribution by horizon

Study Summary

Signal summary vs all-dataset baseline

Results Table

Backtest results