DeployQuantDrawdown Dip Buyer + 8% Target vs First-to-Last Day of Month
Two rule sets, 59 ETFs, one engine and one window.
| dip buyer | monthly cycle | |
|---|---|---|
| Median CAGR (59 ETFs) | 1.3% | 5.5% |
| Median max drawdown | −26.2% | −36.6% |
| ETFs won (by CAGR) | 24 | 35 |
| Style | assets that sell off hard and recover; it trades volatility without chasing strength | measuring how much of an asset's return accrues inside the month versus across month boundaries |
Where the gap was biggest
| ETF | dip buyer | monthly cycle | gap |
|---|---|---|---|
| SOXS | −46.2% | −77.5% | 31.3% |
| UVXY | −48.7% | −68.7% | 20.0% |
| SOXL | 16.4% | 32.9% | 16.4% |
| CLSE | 3.4% | 18.9% | 15.5% |
| XLK | 7.8% | 20.9% | 13.0% |
| IAU | −0.8% | 11.8% | 12.6% |
| TECL | 24.7% | 36.0% | 11.3% |
| TECS | −45.3% | −55.6% | 10.3% |
| SPY | 2.6% | 12.8% | 10.2% |
| VOO | 2.6% | 12.8% | 10.2% |
Build it from blocks (or type it in English), backtest it on 5.7 years of minute data in seconds, tweak any parameter, then paper trade it on live data. No card, no broker needed to start.
Frequently asked questions
Which is better: dip buyer or monthly cycle?
On this 2021-01-04 to 2026-10-02 window, monthly cycle produced the higher CAGR on 35 of 59 ETFs. Median CAGR: dip buyer 1.3% vs monthly cycle 5.5%; median max drawdown: 26.2% vs 36.6%. Which is better depends on the asset and what you optimize for. The per-ETF table shows where each wins.
Dig deeper
Backtests are hypothetical, computed by DeployQuant's engine on minute-resolution consolidated US market data (2021-01-04 to 2026-10-02, $10,000 starting capital, no margin, no fees or slippage in the headline run; buy-and-hold puts 98% of the account in at the first open, as the templates do) and do not guarantee future results. Nothing on this page is investment advice. Live trading involves risk of loss.