STRASMORE/EXPLORE 2,170 QUERIES

One semiconductor selloff, four funds: SOXX, USD, SOXL, SOXS on July 13, 2026

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-07-15, from How Leveraged ETFs Work (and Why They Decay).

as of ranking 4×2read in context →
One semiconductor selloff, four funds: SOXX, USD, SOXL, SOXS on July 13, 2026 — 4 rows by 2 columns, computed from US exchange, SIP and OPRA data.
fundjul13_return_pct
SOXS (-3x)14.33
SOXX (1x index)-4.88
USD (+2x)-8.23
SOXL (+3x)-13.98
Rows × columns
4 × 2
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for One semiconductor selloff, four funds: SOXX, USD, SOXL, SOXS on July 13, 2026, derived from the stored result.
ColumnTypeRangeNotes
fund text 4 distinct values (SOXL (+3x), SOXS (-3x), SOXX (1x index)…)
jul13_return_pct number -13.98 to 14.33 percent

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.

the exact SQL behind every number 
WITH d AS (
    SELECT ticker, toDate(toTimeZone(window_start, 'America/New_York')) AS et_date,
           close, window_start
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('SOXX', 'SOXL', 'SOXS', 'USD')
      AND window_start >= '2026-07-10 12:00:00' AND window_start < '2026-07-14 00:00:00'
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959
)
SELECT
    multiIf(ticker = 'SOXX', 'SOXX (1x index)',
            ticker = 'USD',  'USD (+2x)',
            ticker = 'SOXL', 'SOXL (+3x)',
            ticker = 'SOXS', 'SOXS (-3x)', ticker) AS fund,
    round((argMaxIf(close, window_start, et_date = toDate('2026-07-13'))
         / argMaxIf(close, window_start, et_date = toDate('2026-07-10')) - 1) * 100, 2) AS jul13_return_pct
FROM d
GROUP BY ticker
ORDER BY jul13_return_pct DESC

Run your own version of this

The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

More from this analysisHow Leveraged ETFs Work (and Why They Decay)
Growth of $100 in the 1x SOXX vs the 3x SOXL, Jan 2 to Jul 13 2026 series 131×3 → Every SOXS reverse split since 2020, and the running consolidation factor series 5×3 → The chip complex's full-week change: July 10 close vs July 2 close, fourteen names ranking 14×2 → Median quoted spread by sector ETF, one representative session (June 29, 2026), regular hours ranking 11×4 → Sector ETF dollar volume, Q1 vs Q2 2026: every fund traded less in the recovery quarter ranking 11×4 → Sector ETFs, full-week change: July 10 close vs July 2 close ranking 10×2 → See all 2,170 queries →