Abstract SW Sextantis systems are nova-like cataclysmic variables that have unusual spectroscopic properties, which are thought to be caused by an accretion geometry having part of the mass flux trajectory out of the orbital plane. Accretion onto a magnetic white dwarf is one of the proposed scenarios for these systems. To verify this possibility, we analyzed photometric and polarimetric time-series data for a sample of six SW Sex stars. We report possible modulated circular polarization in BO Cet, SW Sex, and UU Aqr with periods of 11.1, 41.2, and 25.7 minutes, respectively, and less significant periodicities for V380 Oph at 22 minutes and V442 Oph at 19.4 minutes. We confirm previous results that LS Peg shows variable circular polarization. However, we determine a period of 18.8 minutes, which is different from the earlier reported value. We interpret these periods as the spin periods of the white dwarfs. Our polarimetric results indicate that 15% of the SW Sex systems have direct evidence of magnetic accretion. We also discuss SW Sex objects within the perspective of being magnetic systems, considering the latest findings about the demography, formation, and evolution of cataclysmic variables.