iShares Semiconductors (SOXX) Daily/Weekly Backtest Results

Buy indicator:                  
              [ What are these indicators? | Switch to SOXX's monthly backtests ]
Fixed profit target:               -or-  

Expectancy: 6.75%.   Win rate: 77.78%.   Sharpe Ratio: 0.238.   Maximum drawdown: -40.41% on 13 October 2022.
Mean CAGR: 154.11%. Time in market: 1096 days.   Hypothetical return: $1000 would be worth $1409.32 on 17 November 2023.
Key: change_history : profitable trade change_history : breakeven trade (minimal loss after 2 years) change_history : losing trade (not profitable in a 2 year timeframe)


*Transaction costs, taxes and dividends are excluded from these calculations. Past performance may not necessarily be a reliable guide to future performance.

Calculations for Semiconductors

Expectancy is the percentage profit or loss you would expect to make on the next purchase of this stock with an entry point at the specified signal and profit target as set above. Given a large enough sample size, a positive expectancy indicates the trading strategy is likely to be profitable.

Expectancy calculation for 9 signal(s) occurring before 22 April 2024 for a 7.5% profit target: (77.78% * 8.38%) + (22.22% * 1.02%) - (0% * 0%) = 6.75%.
Wins: 7 Breakevens: 2 Losses: 0

To even out CAGR calculations, large individual returns from particularly quick trades have been capped at 300%.

The Sharpe Ratio calculation assumes a risk free return rate of 2% per calendar year. Ideally the ratio should be a positive number. A higher positive number indicates the strategy has a more attractive risk adjusted rate of return for this particular buy signal and stock over the chart's timeframe.

 

50 day low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 50 day low entry signal. Hover over the icons to see more details of the particular trade, including the maximum percentage drawdown and how long it took to reach the desired percentage profit.

Key:   disabled_by_default = profit point not achieved. select_check_box = profit point achieved with CAGR above 15%.
select_check_box = profit point achieved with CAGR of between 5% and 15%. select_check_box = profit point achieved but CAGR was less than 5%.

Signal Date and Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
27 March 2026   LOW     smart_toy0.723 50 Day Low $ 325.16 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
03 April 2025   MEDIUM   FIRE SALE   smart_toy0.938 50 Day Low $ 175.06 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
27 February 2025   MEDIUM     smart_toy0.698 50 Day Low $ 212.22 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
30 July 2024   MEDIUM     smart_toy0.352 50 Day Low $ 225.29 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
22 April 2024   MEDIUM     smart_toy0.539 50 Day Low $ 201.05 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
25 October 2023   MEDIUM   FIRE SALE   smart_toy0.871 50 Day Low $ 149.50 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt
20 September 2023   MEDIUM     smart_toy0.369 50 Day Low $ 158.64 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
18 August 2023   MEDIUM     smart_toy0.597 50 Day Low $ 158.93 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
22 September 2022   MEDIUM   FIRE SALE   smart_toy0.93 50 Day Low $ 114.01 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
13 June 2022   MEDIUM   FIRE SALE   smart_toy0.869 50 Day Low $ 123.64 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box
11 April 2022   MEDIUM     smart_toy0.601 50 Day Low $ 140.41 select_check_box select_check_box select_check_box select_check_box select_check_box
07 March 2022   HIGH   FIRE SALE   smart_toy0.914 50 Day Low $ 146.25 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box
19 January 2022   LOW     smart_toy0.445 50 Day Low $ 168.60 select_check_box select_check_box select_check_box select_check_box select_check_box
05 October 2021   LOW     smart_toy0.755 50 Day Low $ 146.33 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt

 

The data for iShares Semiconductors (exchange: XNAS symbol: SOXX) was last updated 30 Apr 2026 07:52. Data for this ETF is available from 04 Jan 2021 - 29 Apr 2026.