Golden Cross (SMA 50/200) vs 3-Month Momentum Switch
Two rule sets, 59 ETFs, one engine and window — a genuinely like-for-like comparison.
| golden cross | 3-month momentum | |
|---|---|---|
| Median CAGR (59 ETFs) | 2.4% | 0.1% |
| Median max drawdown | −21.1% | −26.8% |
| ETFs won (by CAGR) | 46 | 13 |
| Style | long-horizon investors who want to hold trends but sidestep multi-year bear markets | assets with long, persistent cycles — index, sector, and even managed-futures ETFs |
Where the gap was biggest
| ETF | golden cross | 3-month momentum | gap |
|---|---|---|---|
| UST | −2.2% | −100.0% | 97.8% |
| UVXY | −10.2% | −44.2% | 34.0% |
| SOXL | 43.0% | 23.1% | 19.9% |
| SQQQ | −7.5% | −24.4% | 16.9% |
| VXZ | −1.2% | −14.7% | 13.5% |
| VIXM | −1.9% | −14.3% | 12.4% |
| SOXX | 26.7% | 15.4% | 11.3% |
| QQQE | 6.5% | −3.4% | 9.9% |
| EEV | 0.9% | −8.9% | 9.7% |
| SDS | −2.4% | −12.0% | 9.6% |
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Frequently asked questions
Which is better: golden cross or 3-month momentum?
On this 2021-01-04–2026-07-17 window, golden cross produced the higher CAGR on 46 of 59 ETFs. Median CAGR: golden cross 2.4% vs 3-month momentum 0.1%; median max drawdown: 21.1% vs 26.8%. "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.