DeployQuantDrawdown Dip Buyer + 8% Target vs Weekly Entry + 7% Target
Two rule sets, 59 ETFs, one engine and one window.
| dip buyer | weekly 7% target | |
|---|---|---|
| Median CAGR (59 ETFs) | 1.3% | 6.6% |
| Median max drawdown | −26.2% | −26.3% |
| ETFs won (by CAGR) | 12 | 47 |
| Style | assets that sell off hard and recover; it trades volatility without chasing strength | volatile assets that regularly swing 7% within a week, such as leveraged ETFs |
Where the gap was biggest
| ETF | dip buyer | weekly 7% target | gap |
|---|---|---|---|
| CLSE | 3.4% | 21.7% | 18.3% |
| TMF | −29.8% | −11.8% | 18.0% |
| TQQQ | 11.9% | 29.4% | 17.5% |
| IAU | −0.8% | 16.4% | 17.1% |
| VOOG | 4.1% | 19.5% | 15.4% |
| SOXL | 16.4% | 29.5% | 13.0% |
| XLK | 7.8% | 20.4% | 12.5% |
| VV | 2.6% | 14.9% | 12.3% |
| SOXS | −46.2% | −57.8% | 11.6% |
| QQQM | 5.3% | 16.6% | 11.3% |
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Frequently asked questions
Which is better: dip buyer or weekly 7% target?
On this 2021-01-04 to 2026-10-02 window, weekly 7% target produced the higher CAGR on 47 of 59 ETFs. Median CAGR: dip buyer 1.3% vs weekly 7% target 6.6%; median max drawdown: 26.2% vs 26.3%. 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.