SOXL trading strategies, backtested
Direxion Daily Semiconductor Bull 3X Shares — 3x daily leveraged semiconductors — among the most volatile ETFs listed. Every DeployQuant template run on SOXL over 5.5 years of minute data, same engine, same window, sorted by return.
| Strategy | CAGR | max DD | Sharpe | trades | win rate | final value |
|---|---|---|---|---|---|---|
| Golden Cross (SMA 50/200) | 43.0% | −61.7% | 0.86 | 3 | 67% | $72,270 |
| RSI(2) Dip Snapback | 41.8% | −58.5% | 0.84 | 160 | 59% | $68,998 |
| Weekly Entry + 7% Target | 32.9% | −71.4% | 0.77 | 272 | 60% | $48,224 |
| 200-Day SMA Regime Filter | 31.6% | −63.6% | 0.75 | 19 | 37% | $45,672 |
| EMA 12/26 Trend | 25.4% | −65.4% | 0.68 | 22 | 36% | $34,963 |
| 20-Day Momentum + Trailing Stop | 23.9% | −67.3% | 0.66 | 134 | 38% | $32,776 |
| 3-Month Momentum Switch | 23.1% | −74.2% | 0.66 | 24 | 42% | $31,510 |
| First-to-Last Day of Month | 22.5% | −90.2% | 0.73 | 67 | 55% | $30,693 |
| SMA-200 Trend + 15% Trailing Stop | 19.5% | −69.7% | 0.60 | 88 | 36% | $26,811 |
| SMA 10/50 Trend | 16.7% | −72.2% | 0.59 | 17 | 47% | $23,534 |
| Drawdown Dip Buyer + 8% Target | 13.3% | −88.6% | 0.64 | 17 | 100% | $19,941 |
| RSI(14) Mean Reversion | 4.0% | −81.0% | 0.40 | 12 | 67% | $12,410 |
| Buy & hold SOXL | 30.2% | −89.7% | 0.80 | — | — | $43,098 |
Build it from blocks (or type it in English), backtest it on 5.5 years of minute data in seconds, tweak any parameter, then paper trade it on live data. No card, no broker needed to start.
Frequently asked questions
What was the best strategy for SOXL?
Of the 12 templates tested on SOXL over 2021-01-04–2026-07-17, the strongest by CAGR was golden cross at 43.0% (max drawdown 61.7%), versus 30.2% for buy-and-hold. Best-in-hindsight is not a forecast — check drawdowns and trade counts before drawing conclusions.
Did any strategy beat buying and holding SOXL?
4 of 12 templates beat SOXL buy-and-hold (30.2% CAGR) on this window; 11 of 12 had a shallower maximum drawdown than holding (89.7%).
Other leveraged etfs
Backtests are hypothetical, computed by DeployQuant's engine on minute-resolution consolidated US market data (2021-01-04 to 2026-07-17, $10,000 starting capital, no margin, fees and slippage not modeled) and do not guarantee future results. Nothing on this page is investment advice. Live trading involves risk of loss.