DeployQuantEMA 12/26 Trend vs First-to-Last Day of Month
Two rule sets, 59 ETFs, one engine and one window.
| EMA 12/26 trend | monthly cycle | |
|---|---|---|
| Median CAGR (59 ETFs) | 2.8% | 5.5% |
| Median max drawdown | −22.9% | −36.6% |
| ETFs won (by CAGR) | 24 | 35 |
| Style | traders who like MACD logic but want it expressed as a simple, testable long/flat rule | measuring how much of an asset's return accrues inside the month versus across month boundaries |
Where the gap was biggest
| ETF | EMA 12/26 trend | monthly cycle | gap |
|---|---|---|---|
| UVXY | −39.0% | −68.7% | 29.7% |
| SOXS | −48.4% | −77.5% | 29.1% |
| TECS | −29.4% | −55.6% | 26.2% |
| SQQQ | −24.3% | −44.6% | 20.3% |
| REW | −18.5% | −37.2% | 18.7% |
| TMF | −13.9% | −32.2% | 18.3% |
| TECL | 19.8% | 36.0% | 16.1% |
| QID | −13.6% | −28.8% | 15.2% |
| SDS | −6.9% | −20.5% | 13.6% |
| SOXX | 18.0% | 29.2% | 11.2% |
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Frequently asked questions
Which is better: EMA 12/26 trend 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: EMA 12/26 trend 2.8% vs monthly cycle 5.5%; median max drawdown: 22.9% 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.