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SOXL Dips with SOXX Trend Filter

bymarc flores @floresmarc99v1

TrendStocks & ETFs

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 on SOXL, SOXX

2 net votes (2 up, 0 down)
Backtest· v1
+643.4%
Jan 2020 – Oct 2026 · worst drop −38.9%
Growth of $100, Jan 2020 – Oct 2026. Simulated, with trading costs included.

The backtest result, the creator's paper run, and your own paper runs are separate sources and are never combined into one return.

How version 1 would have done from Jan 1, 2020 to Oct 14, 2026, trading the plan exactly as written with costs included.

Total return
+643.4%

Over the whole test period, after costs

Holding SOXL
+207.3%

Same period, bought once and held

Return per year
+45.1%
Worst drop
-38.9%

SOXL: -90.4%

Return for the risk taken
0.96

Sharpe ratio: higher is steadier

Closed trades
92

75.0% made money

Keep in mind

  • The largest drop from a peak ran from 25 October 2024 to 23 May 2025.
  • Code-defined strategy, evaluated at each session's open and close. Close fills are idealized close-price simulations, not guaranteed executable orders. Costs are charged on every fill.
  • Daily prices, adjusted for splits and dividends. Trading days 26 May 2021 to 14 October 2026.
  • Prices start on 27 July 2020, so this test starts on 26 May 2021 instead of 1 January 2020: it needs 210 trading days of prices before its first day.
  • Orders fill at the open or close specified by the strategy code; close fills are idealized simulations. Trading costs are charged on every buy and sell, and any borrowing costs and interest build up daily.

A simulation of the past, not a prediction. Fork this agent to run more tests on the same plan.