EMA 12/26 Trend vs RSI(2) Dip Snapback
Two rule sets, 59 ETFs, one engine and window — a genuinely like-for-like comparison.
| EMA 12/26 trend | RSI(2) snapback | |
|---|---|---|
| Median CAGR (59 ETFs) | 2.7% | 4.4% |
| Median max drawdown | −21.3% | −19.5% |
| ETFs won (by CAGR) | 12 | 47 |
| Style | traders who like MACD logic but want it expressed as a simple, testable long/flat rule | liquid index ETFs with strong long-term drift; turnover is high so per-trade edges are small |
Where the gap was biggest
| ETF | EMA 12/26 trend | RSI(2) snapback | gap |
|---|---|---|---|
| CLSE | 15.5% | 6.3793117942596455e+31% | 6.3793117942596455e+31% |
| UST | −100.0% | −0.6% | 99.4% |
| EEV | −11.5% | −100.0% | 88.5% |
| TQQQ | 17.6% | 39.2% | 21.6% |
| SOXL | 25.4% | 41.8% | 16.4% |
| QLD | 11.9% | 26.8% | 14.9% |
| VIXM | −13.4% | 1.0% | 14.4% |
| TMF | −15.0% | −1.3% | 13.7% |
| SQQQ | −21.8% | −8.4% | 13.4% |
| FAS | 8.3% | 19.3% | 11.0% |
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Frequently asked questions
Which is better: EMA 12/26 trend or RSI(2) snapback?
On this 2021-01-04–2026-07-17 window, RSI(2) snapback produced the higher CAGR on 47 of 59 ETFs. Median CAGR: EMA 12/26 trend 2.7% vs RSI(2) snapback 4.4%; median max drawdown: 21.3% vs 19.5%. "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.