DeployQuantGolden Cross (SMA 50/200) vs 3-Month Momentum Switch
Two rule sets, 59 ETFs, one engine and one window.
| golden cross | 3-month momentum | |
|---|---|---|
| Median CAGR (59 ETFs) | 2.0% | 0.0% |
| Median max drawdown | −21.8% | −26.2% |
| ETFs won (by CAGR) | 49 | 10 |
| Style | long-horizon investors who want to hold trends but sidestep multi-year bear markets | assets with long, persistent cycles, such as index, sector and managed-futures ETFs |
Where the gap was biggest
| ETF | golden cross | 3-month momentum | gap |
|---|---|---|---|
| UVXY | −10.1% | −49.8% | 39.7% |
| SOXL | 45.9% | 16.4% | 29.5% |
| SQQQ | −7.4% | −25.8% | 18.4% |
| SOXS | −24.4% | −41.1% | 16.7% |
| SOXX | 28.2% | 14.3% | 13.9% |
| VXZ | −1.1% | −14.2% | 13.0% |
| VIXM | −1.8% | −13.8% | 12.0% |
| QID | −6.0% | −17.2% | 11.1% |
| EEV | 0.7% | −9.5% | 10.2% |
| QQQE | 7.0% | −2.9% | 9.8% |
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Frequently asked questions
Which is better: golden cross or 3-month momentum?
On this 2021-01-04 to 2026-10-02 window, golden cross produced the higher CAGR on 49 of 59 ETFs. Median CAGR: golden cross 2.0% vs 3-month momentum 0.0%; median max drawdown: 21.8% vs 26.2%. 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.