The best indicator for Semiconductors (SOXX)
We backtested 382 indicators across daily, weekly and hourly charts on real Semiconductors (SOXX) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Linear Regression Slope
On the weekly chart, this is the strongest risk-adjusted edge we found for Semiconductors (SOXX) over ~25.0 years — beating buy-and-hold by 1.5% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Semiconductors (SOXX) — trailing buy-and-hold by 3.0% CAGR, out-of-sample. Fewer, higher-conviction trades than any single indicator.
The winner on each chart
Every indicator, ranked
Ranked by Sharpe (risk-adjusted return). Hypothetical, fees included.
| # | Indicator | TF | CAGR | Sharpe | Max DD | Win | Trades | vs B&H |
|---|---|---|---|---|---|---|---|---|
| 1 | Linear Regression Slope ✓ | Weekly | 15.7% | 0.79 | -33.5% | 60.0% | 25 | 1.5% |
| 2 | Correlation Trend ✓ | Weekly | 15.7% | 0.79 | -33.5% | 60.0% | 25 | 1.5% |
| 3 | Coppock Curve ✓ | Weekly | 15.0% | 0.76 | -36.8% | 60.9% | 23 | 0.9% |
| 4 | LSMA 100 Trend ✓ | Weekly | 11.9% | 0.75 | -28.4% | 52.3% | 44 | -2.2% |
| 5 | SMA 10/40 Cross ✓ | Weekly | 14.6% | 0.75 | -33.5% | 64.7% | 17 | 0.5% |
| 6 | Donchian Breakout ✓ | Weekly | 12.8% | 0.74 | -32.6% | 58.8% | 17 | -1.4% |
| 7 | Hull Suite ✓ | Weekly | 14.1% | 0.74 | -36.8% | 52.2% | 23 | -0.0% |
| 8 | WMA 10/40 Cross ✓ | Weekly | 13.9% | 0.74 | -39.1% | 57.9% | 19 | -0.2% |
| 9 | SMA 50/200 Cross ✓ | Daily | 14.8% | 0.73 | -34.3% | 68.8% | 16 | 0.6% |
| 10 | Ichimoku TK Cross ✓ | Weekly | 13.7% | 0.72 | -33.6% | 57.7% | 26 | -0.5% |
| 11 | MAMA / FAMA ✓ | Weekly | 14.0% | 0.72 | -38.8% | 54.5% | 22 | -0.1% |
| 12 | Std Error Channel ✓ | Weekly | 12.8% | 0.72 | -32.4% | 51.8% | 56 | -1.3% |
| 13 | WMA 15/60 Cross ✓ | Weekly | 14.9% | 0.77 | -33.5% | 64.3% | 14 | 0.8% |
| 14 | Awesome Oscillator ✓ | Weekly | 13.5% | 0.71 | -47.0% | 56.5% | 23 | -0.7% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Semiconductors (SOXX), Linear Regression Slope on the weekly timeframe gave the best balance of return and risk in our test. It beat buy-and-hold — but remember: this is a hypothetical backtest of a standard rule, not a recommendation. Markets change. See the methodology and disclaimer.
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