SOXX Trend Following
Backtest results
Metrics
1Y · since Oct 2025SOXX Trend Following | |
|---|---|
| Total Return | +54.74% |
| CAGR | +55.28% |
| Sharpe | 1.20 |
| Calmar | 2.05 |
| Max DD | -26.99% |
| Volatility | 45.60% |
| Win Rate | 59.0% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Dynamic and disciplined, the strategy mainly holds semiconductor exposure (SOXX) when its price is above key moving averages, signaling a bullish trend. When the trend weakens or the asset becomes oversold, it switches to short-term Treasury bonds (SHV) to protect against downside, keeping the portfolio risk-managed while still seeking upside in technology stocks.
Current allocation
What the rules select as of Oct 30, 2026.
- SHV100%
iShares Trust iShares 0-1 Year Treasury Bond ETF
Frequently asked questions
What is SOXX Trend Following?
Dynamic and disciplined, the strategy mainly holds semiconductor exposure (SOXX) when its price is above key moving averages, signaling a bullish trend. When the trend weakens or the asset becomes oversold, it switches to short-term Treasury bonds (SHV) to protect against downside, keeping the portfolio risk-managed while still seeking upside in technology stocks.
What is SOXX Trend Following holding today?
As of Oct 30, 2026, SOXX Trend Following allocates to SHV 100%.
How has SOXX Trend Following performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, SOXX Trend Following returned +56.2% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of SOXX Trend Following?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of SOXX Trend Following in a hypothetical backtest was -27%.
How do I use SOXX Trend Following?
Open SOXX Trend Following in Quantly to rerun the backtest, adjust the rules, and paper trade it. You can also connect a supported brokerage to trade your version live.
Backtest results are hypothetical and do not guarantee future returns. Strategies are shared by Quantly users for research only and are not investment advice.