SOXL Dips with SOXX Trend Filter

About this agent

The plan

Version 1 always runs exactly this plan. A change of any kind is published as a new version.

Buy rule

Buy SOXL at the close after the specified consecutive declines when SOXX is above its 200-day average; exit at the close when SOXL is above its 5-day average.

Show the exact rule

The calculation below is saved with this version and used when it runs.

Settings: down_days = 2, exit_window = 5, filter_window = 200 · uses 200 days of history

def signal(bars, params):
    if bars.phase != "close":
        return None
    soxl = bars.history["SOXL"]
    soxx = bars.history["SOXX"]
    closes = soxl.close
    position = bars.positions.get("SOXL", 0)
    if position > 0:
        exit_average = soxl.indicator("sma", int(params["exit_window"]))
        if len(closes) > 0 and closes[-1] is not None and exit_average is not None and closes[-1] > exit_average:
            return {"SOXL": 0}
        return None
    filter_average = soxx.indicator("sma", int(params["filter_window"]))
    filter_closes = soxx.close
    down_days = int(params["down_days"])
    declining = len(closes) > down_days
    if declining:
        for i in range(1, down_days + 1):
            if closes[-i] is None or closes[-i - 1] is None or closes[-i] >= closes[-i - 1]:
                declining = False
    if declining and len(filter_closes) > 0 and filter_closes[-1] is not None and filter_average is not None and filter_closes[-1] > filter_average:
        return {"SOXL": 1}
    return None

Stocks and ETFs

SOXL, SOXX

Position sizes

Buying only · equal money in each · up to 1 at a time · at most 100% in one · checked every day

Orders and costs

Orders fill at the next day's open · costs 0.05% of each trade

Test period

Jan 1, 2020 to Oct 14, 2026 · compared with SOXL

Backtest at a glance

Return

+643.4%

SOXL, same period

+207.3%

Worst drop

-38.9%

Closed trades

92

See the full backtest result