VOX trading strategies, backtested
Vanguard Communication Services ETF — communication services — media, internet platforms and telecom. Every DeployQuant template run on VOX 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) | 12.0% | −20.9% | 0.88 | 2 | 50% | $18,708 |
| 3-Month Momentum Switch | 10.1% | −13.0% | 0.85 | 11 | 64% | $16,981 |
| SMA-200 Trend + 15% Trailing Stop | 8.6% | −22.1% | 0.67 | 3 | 33% | $15,753 |
| 200-Day SMA Regime Filter | 8.0% | −18.4% | 0.66 | 12 | 33% | $15,295 |
| EMA 12/26 Trend | 7.2% | −19.4% | 0.61 | 22 | 50% | $14,685 |
| SMA 10/50 Trend | 6.5% | −19.6% | 0.56 | 17 | 59% | $14,135 |
| First-to-Last Day of Month | 6.2% | −46.2% | 0.42 | 67 | 61% | $13,947 |
| Weekly Entry + 7% Target | 5.5% | −42.6% | 0.39 | 75 | 32% | $13,421 |
| RSI(2) Dip Snapback | 4.8% | −30.0% | 0.41 | 149 | 67% | $12,969 |
| Drawdown Dip Buyer + 8% Target | 4.2% | −41.0% | 0.33 | 3 | 100% | $12,574 |
| RSI(14) Mean Reversion | 2.5% | −35.1% | 0.24 | 14 | 71% | $11,467 |
| 20-Day Momentum + Trailing Stop | 2.3% | −27.8% | 0.24 | 8 | 63% | $11,313 |
| Buy & hold VOX | 9.2% | −45.6% | 0.55 | — | — | $16,277 |
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 VOX?
Of the 12 templates tested on VOX over 2021-01-04–2026-07-17, the strongest by CAGR was golden cross at 12.0% (max drawdown 20.9%), versus 9.2% 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 VOX?
2 of 12 templates beat VOX buy-and-hold (9.2% CAGR) on this window; 11 of 12 had a shallower maximum drawdown than holding (45.6%).
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.