iShares Semiconductors (SOXX) Daily/Weekly Backtest Results

Buy indicator:            
            [ What are these indicators? | Switch to SOXX's monthly backtests ]
Profit target:             [ A higher % profit will take longer and is less likely to be achieved ]
Expectancy: 5.07%.   Win rate: 80.0%.   Sharpe Ratio: -0.732.   Maximum drawdown: 43.11% on 13 October 2022.
Mean CAGR: 156.24%. Time in market: 1183 days.   Hypothetical return: $1000 would be worth $1490.26 on 03 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 10 signal(s) occurring before 06 February 2024 for a 5% profit target: (80.0% * 5.83%) + (20.0% * 2.04%) - (0% * 0%) = 5.07%.
Wins: 8 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.

 

Large Gap Down Backtest Summary

This table summarises how profitable it would have been to have bought this stock at each large gap down 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 Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
30 January 2026 $351.15 schedule schedule schedule schedule schedule
10 October 2025 $281.40 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt
04 April 2025 $160.78 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
27 January 2025 $215.78 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box electric_bolt select_check_box electric_bolt
15 October 2024 $233.30 select_check_box select_check_box select_check_box select_check_box select_check_box
08 March 2024 $233.34 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
25 October 2023 $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
15 December 2022 $122.91 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 September 2022 $119.51 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
09 August 2022 $132.88 select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box electric_bolt
09 May 2022 $131.42 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
05 April 2022 $152.96 select_check_box select_check_box select_check_box select_check_box select_check_box
16 December 2021 $176.60 select_check_box select_check_box select_check_box select_check_box select_check_box
28 September 2021 $152.66 select_check_box electric_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
10 May 2021 $137.02 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
27 January 2021 $132.30 select_check_box electric_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_bolt

 

The data for iShares Semiconductors (exchange: XNAS symbol: SOXX) was last updated 13 Feb 2026 06:32. Data for this ETF is available from 04 Jan 2021 - 12 Feb 2026.