SOXX trading strategies, backtested
iShares Semiconductor ETF — the semiconductor industry, one of the market's highest-momentum sectors. Every DeployQuant template run on SOXX over 5.5 years of minute data, same engine, same window, sorted by return.
| Strategy | CAGR | max DD | Sharpe | trades | win rate | final value |
|---|---|---|---|---|---|---|
| Weekly Entry + 7% Target | 30.3% | −22.8% | 1.03 | 168 | 39% | $43,286 |
| Golden Cross (SMA 50/200) | 26.7% | −24.7% | 1.00 | 3 | 100% | $36,950 |
| Drawdown Dip Buyer + 8% Target | 25.9% | −39.3% | 0.90 | 19 | 100% | $35,814 |
| First-to-Last Day of Month | 25.3% | −44.4% | 0.82 | 67 | 61% | $34,843 |
| SMA-200 Trend + 15% Trailing Stop | 19.1% | −36.4% | 0.75 | 13 | 62% | $26,354 |
| EMA 12/26 Trend | 17.5% | −34.0% | 0.74 | 22 | 50% | $24,409 |
| 200-Day SMA Regime Filter | 17.4% | −39.2% | 0.73 | 19 | 26% | $24,297 |
| RSI(2) Dip Snapback | 17.3% | −23.8% | 0.79 | 157 | 62% | $24,170 |
| 3-Month Momentum Switch | 15.4% | −35.5% | 0.68 | 15 | 40% | $22,092 |
| 20-Day Momentum + Trailing Stop | 15.2% | −30.2% | 0.72 | 18 | 61% | $21,828 |
| RSI(14) Mean Reversion | 8.8% | −35.0% | 0.48 | 12 | 83% | $15,944 |
| SMA 10/50 Trend | 7.3% | −40.3% | 0.40 | 17 | 53% | $14,792 |
| Buy & hold SOXX | 29.6% | −45.1% | 0.89 | — | — | $41,918 |
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 SOXX?
Of the 12 templates tested on SOXX over 2021-01-04–2026-07-17, the strongest by CAGR was weekly 7% target at 30.3% (max drawdown 22.8%), versus 29.6% 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 SOXX?
1 of 12 templates beat SOXX buy-and-hold (29.6% CAGR) on this window; 12 of 12 had a shallower maximum drawdown than holding (45.1%).
Other sector 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.