Drawdown Dip Buyer + 8% Target vs Weekly Entry + 7% Target
Two rule sets, 59 ETFs, one engine and window — a genuinely like-for-like comparison.
| dip buyer | weekly 7% target | |
|---|---|---|
| Median CAGR (59 ETFs) | 1.4% | 6.1% |
| Median max drawdown | −26.2% | −27.6% |
| ETFs won (by CAGR) | 16 | 43 |
| Style | assets that sell off hard and recover — it monetizes volatility without chasing strength | volatile assets that regularly swing 7% within a week — leveraged ETFs are the natural habitat |
Where the gap was biggest
| ETF | dip buyer | weekly 7% target | gap |
|---|---|---|---|
| SOXL | 13.3% | 32.9% | 19.6% |
| TMF | −29.2% | −10.5% | 18.7% |
| TECS | −16.6% | −34.9% | 18.3% |
| TECL | 18.7% | 34.9% | 16.1% |
| IAU | −1.4% | 14.5% | 15.9% |
| XLK | 5.7% | 18.8% | 13.1% |
| CLSE | 5.6% | 18.5% | 13.0% |
| TQQQ | 8.8% | 21.3% | 12.5% |
| QQQM | 5.6% | 17.5% | 11.9% |
| VOOG | 4.3% | 16.0% | 11.7% |
Build it from blocks (or type it in English), backtest it on 5.5 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 weekly 7% target?
On this 2021-01-04–2026-07-17 window, weekly 7% target produced the higher CAGR on 43 of 59 ETFs. Median CAGR: dip buyer 1.4% vs weekly 7% target 6.1%; median max drawdown: 26.2% vs 27.6%. "Better" depends on the asset and what you optimize — 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 2026-07-17, $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.