DeployQuantEMA 12/26 Trend vs 3-Month Momentum Switch
Two rule sets, 59 ETFs, one engine and one window.
| EMA 12/26 trend | 3-month momentum | |
|---|---|---|
| Median CAGR (59 ETFs) | 2.8% | 0.0% |
| Median max drawdown | −22.9% | −26.2% |
| ETFs won (by CAGR) | 49 | 10 |
| Style | traders who like MACD logic but want it expressed as a simple, testable long/flat rule | assets with long, persistent cycles, such as index, sector and managed-futures ETFs |
Where the gap was biggest
| ETF | EMA 12/26 trend | 3-month momentum | gap |
|---|---|---|---|
| TECL | 19.8% | 7.6% | 12.2% |
| FAS | 8.7% | −2.5% | 11.2% |
| UVXY | −39.0% | −49.8% | 10.7% |
| SOXL | 26.2% | 16.4% | 9.8% |
| ROM | 17.9% | 8.4% | 9.5% |
| SPUU | 19.1% | 9.8% | 9.4% |
| TECS | −29.4% | −20.7% | 8.7% |
| SSO | 17.3% | 8.6% | 8.7% |
| TQQQ | 15.3% | 7.7% | 7.6% |
| SOXS | −48.4% | −41.1% | 7.3% |
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: EMA 12/26 trend or 3-month momentum?
On this 2021-01-04 to 2026-10-02 window, EMA 12/26 trend produced the higher CAGR on 49 of 59 ETFs. Median CAGR: EMA 12/26 trend 2.8% vs 3-month momentum 0.0%; median max drawdown: 22.9% vs 26.2%. 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.