SOXXroids Trend Following
Backtest results
Metrics
1Y · since Oct 2025SOXXroids Trend Following | |
|---|---|
| Total Return | +61.64% |
| CAGR | +62.26% |
| Sharpe | 1.17 |
| Calmar | 1.95 |
| Max DD | -31.98% |
| Volatility | 54.46% |
| 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 leveraged semiconductor exposure (SOXX, SOXL) when the semiconductor index is above its 200-day and 50-day averages or when short-term momentum is strong. When the index falls below these averages or shows weak momentum, it switches to risk-off holdings (SHV, TMV) to protect against downside, keeping the portfolio aligned with the market's trend.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is SOXXroids Trend Following?
Dynamic and disciplined, the strategy mainly holds leveraged semiconductor exposure (SOXX, SOXL) when the semiconductor index is above its 200-day and 50-day averages or when short-term momentum is strong. When the index falls below these averages or shows weak momentum, it switches to risk-off holdings (SHV, TMV) to protect against downside, keeping the portfolio aligned with the market's trend.
What is SOXXroids Trend Following holding today?
As of Oct 30, 2026, SOXXroids Trend Following allocates to SHV 90%, TMV 10%.
How has SOXXroids Trend Following performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, SOXXroids Trend Following returned +63.5% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of SOXXroids Trend Following?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of SOXXroids Trend Following in a hypothetical backtest was -32%.
How do I use SOXXroids Trend Following?
Open SOXXroids 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.