Global equity core
Broad all-world equity exposure. Always invested, rebalanced quarterly and implemented with an eligible regional ETF.
Rules-based model research
A model you can inspect.
Decisions you make yourself.
One hypothetical Model Portfolio with a global equity core and two tactical growth sleeves. Explore the rules, evidence and limitations—without receiving personal investment advice.
Model Portfolio · Research only · No custody, execution or personal advice
Member dashboard preview
Signals gated
GC
Global Equity CorePermanent strategic allocation
Always on
SP
SPXLRules-based regime sleeve
Private
SX
SOXLTrend + volatility-sized sleeve
Private
Exact targets, dates and executions are available in the dashboard.
Member sign in ↗
2Tactical models
35+ yrsExtended regime tests
T+1Next-day execution
0Personal recommendations
The portfolio
A global core.
A deliberate boost.
Half of strategic capital sits in globally diversified equities. The other half is assigned to two tactical 3× sleeves that can be partly or fully in cash when their rules reduce risk.
Portfolio100%strategically allocated
Strategic sleeve weights
50%
SPXL tactical sleeve
S&P 500 growth, active at a fixed 100% sleeve exposure in positive regimes.
SOXL tactical sleeve
Semiconductor growth, gated by trend and sized to observed volatility.
Regional implementation
One model.
Different access by region.
The 50% global-equity role can use a local wrapper. SPXL and SOXL remain the model's tactical reference instruments, but their retail availability depends on jurisdiction, disclosures and broker permissions.
EU / EEA / UK RETAIL
VWRA · VWCE · VWRP
Irish UCITS listings of the same accumulating Vanguard FTSE All-World fund, traded in USD, EUR or GBP.
- Wrapper
- Irish UCITS ETF
- Primary consideration
- PRIIPs/KID retail access
30% TACTICAL MODEL SLEEVESPXL
Check access
US-listed daily-reset 3× ETF. EU/UK retail access may be restricted where the required KID is unavailable.
20% TACTICAL MODEL SLEEVESOXL
Check access
US-listed daily-reset 3× semiconductor ETF. EU/UK retail access may be restricted where the required KID is unavailable.
These core tickers share ISIN IE00BK5BQT80; the trading currency does not change the underlying portfolio. Product availability and tax treatment vary. No substitute for SPXL or SOXL is assumed without separate testing. VT details ↗ · UCITS details ↗ · SPXL details ↗ · SOXL details ↗
Illustrative strategic allocation, not a personalised recommendation. Exact current tactical targets are reserved for the dashboard. Because SOXL and SPXL are daily-reset 3× ETFs, economic market exposure can be materially higher than the capital invested.
The system
Three roles.
One portfolio.
Every component has one job. The core provides permanent global equity exposure. SPXL adds a broad-market regime boost. SOXL adds a smaller, volatility-sized semiconductor sleeve.
01 / COREAlways on
CORE
The long-term engine
Broad global equity exposure across developed and emerging markets. The regional ETF wrapper can change; the portfolio role does not.
- Strategic weight
- 50%
- Signal
- Always invested
- Review
- Quarterly
02 / TACTICALRegime switched
SPXL
Broad-market regime boost
A 5-day average above the 200-day average activates the full position inside the sleeve. Otherwise that sleeve remains in cash.
- Strategic weight
- 30%
- Active exposure
- 100% fixed
- Cash regime
- 0% SPXL
03 / TACTICALTrend + vol sized
SOXL
Semiconductor momentum
A 50/200-day trend filter controls the regime. When active, a 30-day volatility estimate sets the position inside the sleeve.
- Strategic weight
- 20%
- Active range
- 25–75%
- Adjustment
- Weekly, 5pp band
Model portfolio
Research ended.
Forward tracking began.
A separate USD 100,000 model portfolio starts on 1 January 2026. It keeps the post-backtest record distinct without publishing current tactical targets and executions on the public landing page.
Tracked since January 2026
A clean line between research and forward results.
The dashboard contains the complete valuation chart, SPY comparison, current deployment and dated execution journal. The public page shows the methodology without giving away the current signals.
Open model portfolio ↗- Starting capital
- USD 100,000
- Tracking start
- 01 Jan 2026
- Research cutoff
- 31 Dec 2025
- Member detail
- Chart · targets · journal
Rules-based model portfolio for research and illustration. It is not a client account, broker statement or record of verified market fills.
30-year regime test
The filters matter
when leverage breaks.
The aggressive 50/30/20 allocation is the only portfolio presented. The useful comparison is not a menu of diluted profiles—it is the tactical system versus the same allocation held permanently and versus SPY.
ApproachCAGRMax drawdown$10k ending value
Tactical 50/30/20 rules active———
SPY adjusted total return———
Static 50/30/20 always leveraged———
Tactical 50/30/20
SPY adjusted
Static 50/30/20
Log scale · Start = 100
—Proxy and synthetic regime test—
—
Hypothetical proxy test, not live portfolio performance. The global equity core uses actual VWRA from 2019, VT from 2008 and a 60/40 US/international total-market proxy before 2008. These are research implementations of the same portfolio role, not universal product recommendations. Leveraged pre-inception history is synthetic. The conservative case adds historical short-term financing costs to synthetic 3× exposure, includes tactical trading costs and charges 5 basis points per dollar traded at quarterly portfolio rebalancing. Taxes are excluded.
Backtest lab
See the rules
across market cycles.
Every view has two layers: observed ETF history and a longer proxy test. The coverage map makes the start date and proxy basis explicit before you compare results.
01PortfolioComplete 50 / 30 / 20 allocation
- Observed since inception
- 2019–2025
- Common extended window
- 1996–2025
02VWRA / coreGlobal equity in isolation
- Observed since inception
- 2019–2025
- Common extended window
- 1996–2025
03SPXLMA5 / 200 regime switch
- Observed since inception
- 2008–2025
- Common extended window
- 1996–2025
04SOXLTrend + volatility sizing
- Observed since inception
- 2010–2025
- Common extended window
- 1996–2025
ACTUAL DATASET
Common period using VWRA, SPXL and SOXL market history.
PORTFOLIO
Global equity core + tactical SPXL and SOXL sleeves
2019–2025Actual ETFs · VWRA core
CAGR—
Max drawdown—
Annual volatility—
Sharpe ratio—
Average exposure—
Portfolio vs SPY
What the regime filter changes
The model is designed to reduce time exposed during adverse regimes—not to maximise headline returns in every period.
MetricPortfolioSPY
CAGR——
Maximum drawdown——
Annual volatility——
Worst day——
Gain needed after max loss——
50/30/20 portfolioSPY adjusted total returnLog scale · Start = 100
———
Method
Portfolio construction
—
—
Recent calendar returns
Portfolio / SPYAll research backtests end on 31 Dec 2025; activity from 2026 appears only in the separate Model Portfolio. Hypothetical backtested performance is not actual trading and does not predict future results. Calculations assume next-day model execution, 0.20% total trading cost per tactical position change and 0% cash return. In the observed portfolio view, strategic weights reset quarterly without an additional outer rebalancing charge and SPY uses adjusted total-return prices. The extended portfolio view adds 5 basis points per dollar traded at quarterly rebalancing, uses an adjusted SPY proxy and applies historical short-term financing costs to synthetic 3× exposure. Extended series use proxy and synthetic pre-inception data and must not be interpreted as live ETF history. Taxes, investor-specific restrictions and actual execution differences are excluded.
Why the controls matter
Two leveraged sleeves.
Two distinct controls.
SPXL and SOXL both target 300% of an index for one day, but they solve different portfolio problems. The comparison below gives both models the same Actual-versus-Extended treatment.
TACTICAL 3× SLEEVES
2
SPXL is the larger, broad-market sleeve and uses a fast regime switch with a fixed active position. SOXL is the smaller specialist sleeve and combines a trend gate with volatility sizing. Neither control eliminates leverage risk.
What both products share
Daily reset and compounding mean multi-day results can differ materially from three times the cumulative index return. Drawdown, volatility and path matter as much as headline CAGR.
SPXL: regime switch plus fixed sizing
The 5/200-day rule switches the 30% strategic sleeve between 0% and 100% SPXL exposure. It reacts differently and deliberately has no volatility target.
SOXL: trend plus volatility sizing
The 50/200-day trend gate decides whether risk is allowed. When active, realised volatility sets exposure between 25% and 75% inside the 20% strategic sleeve.
SPXL · Actual ETF · 2008–2025−54.7% model−76.9% buy & hold
CAGR 18.1% versus 27.1%. Lower observed risk came with lower return.
SPXL · Common extended window · 1996–2025−60.8% model−97.8% buy & hold
CAGR 14.6% versus 12.4%. Synthetic results include pre-inception proxy data.
SOXL · Actual ETF · 2010–2025−51.7% model−90.5% buy & hold
CAGR 25.9% versus 30.1%. The model reduced observed risk but also gave up return.
SOXL · Common extended window · 1996–2025−53.2% model−100.0% buy & hold
CAGR 22.7% versus −7.7%. The near-total buy-and-hold loss is synthetic stress-test evidence, not ETF history.
Product mechanics and risks: Direxion SPXL information ↗ · Direxion SOXL information ↗ · FINRA leveraged ETP guidance ↗
02
The idea
Passive at the core.
Responsive at the edges.
A passive global core solves diversification. It does not decide when leveraged growth exposure is worth taking. 2BOOST gives the smaller satellite sleeves explicit entry, exit and sizing rules—so the portfolio can stay simple without staying static.
Explore the research →Observe
Models process price, trend and—only for SOXL—realised volatility.
Decide
Each rule set produces one clear sleeve exposure for the next session.
Record
Dated Model Portfolio changes appear in the private journal. Customer model-change emails are not active during beta.
Your control room
Research in the background.
Clarity in the foreground.
Open the dashboard when you want context. Ignore it when you do not. The signal history, model exposure and backtest evidence stay organised in one place.
GOOD MORNING
Your portfolio is on plan.
MODEL OVERVIEW
LATEST MODEL OUTPUTAvailable to members
Impersonal research information—not an instruction for your account.
Membership
Start honestly.
Charge only when ready.
2BOOST is currently an open, free beta. Users can create an account with email verification. Payment and recurring subscriptions are not active, and no fee is collected.
PRIVATE BETA · NO PAYMENT
€0/ open access
Understand the framework, evidence and risks without creating an account.
- Model Portfolio methodology
- Observed and extended backtests
- Risk, data and implementation disclosures
OPEN BETA
Beta member€0/ during beta
Authenticated access to current, impersonal Model Portfolio research.
- Current Model Portfolio outputs
- Forward valuation and SPY comparison
- Dated hypothetical model journal
- Account emails only; model alerts not yet active
Planned—not offered for sale: after data-licensing, legal and delivery controls are complete, a paid membership may be introduced at approximately €19/month or €190/year. This is indicative product planning, not a current offer or price guarantee.
Important before access
This is an aggressive model.
Losses can be substantial.
SPXL and SOXL seek 3× daily exposure. Over longer periods, compounding can make results differ materially from three times the index return.
2BOOST does not know your objectives, finances, tax position, jurisdiction or capacity for loss, and does not tell you whether the model is suitable.
Rules can react late, whipsaw, underperform or remain exposed during sharp losses. Cash regimes and diversification do not guarantee protection.
Read the complete risk disclosure, hypothetical-performance disclosure and data limitations before using the research.
Independent research, clearly labelled