DeployQuantGolden Cross (SMA 50/200) vs 20-Day Momentum + Trailing Stop
Two rule sets, 59 ETFs, one engine and one window.
| golden cross | momentum breakout | |
|---|---|---|
| Median CAGR (59 ETFs) | 2.0% | 0.0% |
| Median max drawdown | −21.8% | −20.1% |
| ETFs won (by CAGR) | 38 | 21 |
| Style | long-horizon investors who want to hold trends but sidestep multi-year bear markets | high-momentum assets where trends extend, such as semiconductor and leveraged tech ETFs |
Where the gap was biggest
| ETF | golden cross | momentum breakout | gap |
|---|---|---|---|
| SOXL | 45.9% | 19.1% | 26.9% |
| UVXY | −10.1% | −36.2% | 26.1% |
| VXZ | −1.1% | −17.3% | 16.1% |
| EEV | 0.7% | −14.8% | 15.5% |
| VIXM | −1.8% | −15.9% | 14.1% |
| SOXX | 28.2% | 16.7% | 11.5% |
| SOXS | −24.4% | −13.6% | 10.8% |
| TBF | 8.5% | −2.3% | 10.8% |
| QLD | 12.0% | 22.5% | 10.5% |
| FAS | −5.5% | 3.9% | 9.3% |
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Frequently asked questions
Which is better: golden cross or momentum breakout?
On this 2021-01-04 to 2026-10-02 window, golden cross produced the higher CAGR on 38 of 59 ETFs. Median CAGR: golden cross 2.0% vs momentum breakout 0.0%; median max drawdown: 21.8% vs 20.1%. 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.