DeployQuantEMA 12/26 Trend vs SMA 10/50 Trend
Two rule sets, 59 ETFs, one engine and one window.
| EMA 12/26 trend | SMA 10/50 trend | |
|---|---|---|
| Median CAGR (59 ETFs) | 2.8% | 2.1% |
| Median max drawdown | −22.9% | −23.0% |
| ETFs won (by CAGR) | 34 | 25 |
| Style | traders who like MACD logic but want it expressed as a simple, testable long/flat rule | trending assets with multi-week swings, such as leveraged index ETFs |
Where the gap was biggest
| ETF | EMA 12/26 trend | SMA 10/50 trend | gap |
|---|---|---|---|
| EEV | −12.7% | −24.4% | 11.7% |
| SOXX | 18.0% | 7.7% | 10.3% |
| SSO | 17.3% | 8.4% | 8.9% |
| SOXL | 26.2% | 18.2% | 8.0% |
| SPUU | 19.1% | 11.2% | 7.9% |
| QLD | 10.8% | 18.8% | 7.9% |
| SDS | −6.9% | −11.6% | 4.7% |
| EEM | 0.3% | −3.9% | 4.2% |
| FAS | 8.7% | 4.6% | 4.1% |
| ROM | 17.9% | 14.5% | 3.4% |
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Frequently asked questions
Which is better: EMA 12/26 trend or SMA 10/50 trend?
On this 2021-01-04 to 2026-10-02 window, EMA 12/26 trend produced the higher CAGR on 34 of 59 ETFs. Median CAGR: EMA 12/26 trend 2.8% vs SMA 10/50 trend 2.1%; median max drawdown: 22.9% vs 23.0%. 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.