How do I choose which ETF to run a strategy on?
Match the asset's personality to the strategy's mechanism. Mean-reversion (RSI dips, drawdown buying) wants assets that overshoot and recover — broad index ETFs with strong long-run drift. Trend-following wants assets with long, persistent regimes — sector funds and leveraged index ETFs extend trends dramatically. Avoid structurally decaying instruments (inverse and volatility ETFs) for anything but tactical shorts of the decay itself. Then check the practicalities: liquidity (penny spreads on majors), share price versus your sleeve size, and volatility scaled to your drawdown tolerance — the same strategy on QQQ versus TQQQ is the same signal at triple the amplitude. Our backtest pages run every template across 59 ETFs precisely so you can see these fits empirically.
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Backtests are hypothetical, computed by DeployQuant's engine on minute-resolution consolidated US market data (2021-01-04 to 2026-07-17, $10,000 starting capital, no margin, fees and slippage not modeled) and do not guarantee future results. Nothing on this page is investment advice. Live trading involves risk of loss.