EMA 12/26 Trend vs Weekly Entry + 7% Target
Two rule sets, 59 ETFs, one engine and window — a genuinely like-for-like comparison.
| EMA 12/26 trend | weekly 7% target | |
|---|---|---|
| Median CAGR (59 ETFs) | 2.7% | 6.1% |
| Median max drawdown | −21.3% | −27.6% |
| ETFs won (by CAGR) | 22 | 37 |
| Style | traders who like MACD logic but want it expressed as a simple, testable long/flat rule | volatile assets that regularly swing 7% within a week — leveraged ETFs are the natural habitat |
Where the gap was biggest
| ETF | EMA 12/26 trend | weekly 7% target | gap |
|---|---|---|---|
| KMLM | −100.0% | −6.3% | 93.7% |
| UST | −100.0% | −8.1% | 91.9% |
| REW | −18.3% | −37.8% | 19.5% |
| QID | −12.1% | −26.6% | 14.5% |
| FAS | 8.3% | 22.5% | 14.2% |
| TECL | 21.3% | 34.9% | 13.6% |
| QLD | 11.9% | 25.2% | 13.3% |
| SOXX | 17.5% | 30.3% | 12.8% |
| SDS | −5.6% | −17.3% | 11.7% |
| EEM | 0.1% | 11.0% | 10.9% |
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: EMA 12/26 trend or weekly 7% target?
On this 2021-01-04–2026-07-17 window, weekly 7% target produced the higher CAGR on 37 of 59 ETFs. Median CAGR: EMA 12/26 trend 2.7% vs weekly 7% target 6.1%; median max drawdown: 21.3% 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.