Golden Cross (SMA 50/200) vs 20-Day Momentum + Trailing Stop
Two rule sets, 59 ETFs, one engine and window — a genuinely like-for-like comparison.
| golden cross | momentum breakout | |
|---|---|---|
| Median CAGR (59 ETFs) | 2.4% | 0.0% |
| Median max drawdown | −21.1% | −20.1% |
| ETFs won (by CAGR) | 37 | 22 |
| Style | long-horizon investors who want to hold trends but sidestep multi-year bear markets | high-momentum assets where trends extend — semiconductor and leveraged tech ETFs show the archetype |
Where the gap was biggest
| ETF | golden cross | momentum breakout | gap |
|---|---|---|---|
| UVXY | −10.2% | −30.3% | 20.1% |
| SOXL | 43.0% | 23.9% | 19.1% |
| VXZ | −1.2% | −17.9% | 16.7% |
| EEV | 0.9% | −14.8% | 15.6% |
| VIXM | −1.9% | −16.4% | 14.6% |
| QLD | 9.8% | 21.7% | 11.9% |
| SOXX | 26.7% | 15.2% | 11.5% |
| VOX | 12.0% | 2.3% | 9.7% |
| TBF | 7.1% | −2.4% | 9.5% |
| SOXS | −7.3% | 1.3% | 8.6% |
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Frequently asked questions
Which is better: golden cross or momentum breakout?
On this 2021-01-04–2026-07-17 window, golden cross produced the higher CAGR on 37 of 59 ETFs. Median CAGR: golden cross 2.4% vs momentum breakout 0.0%; median max drawdown: 21.1% vs 20.1%. "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.