Golden Cross (SMA 50/200) vs RSI(14) Mean Reversion
Two rule sets, 59 ETFs, one engine and window — a genuinely like-for-like comparison.
| golden cross | RSI mean reversion | |
|---|---|---|
| Median CAGR (59 ETFs) | 2.4% | 2.5% |
| Median max drawdown | −21.1% | −24.7% |
| ETFs won (by CAGR) | 42 | 17 |
| Style | long-horizon investors who want to hold trends but sidestep multi-year bear markets | assets that trend up over time but overshoot on the way — broad index ETFs are the classic home |
Where the gap was biggest
| ETF | golden cross | RSI mean reversion | gap |
|---|---|---|---|
| SOXL | 43.0% | 4.0% | 39.0% |
| SOXS | −7.3% | −38.2% | 31.0% |
| FAS | −3.5% | 26.5% | 30.0% |
| UVXY | −10.2% | −32.1% | 21.8% |
| SOXX | 26.7% | 8.8% | 17.9% |
| CLSE | 18.1% | 0.9% | 17.2% |
| SQQQ | −7.5% | −23.5% | 16.0% |
| TECL | 4.2% | 20.1% | 15.9% |
| TMF | −8.8% | −22.7% | 13.9% |
| REW | −6.9% | −17.6% | 10.6% |
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Frequently asked questions
Which is better: golden cross or RSI mean reversion?
On this 2021-01-04–2026-07-17 window, golden cross produced the higher CAGR on 42 of 59 ETFs. Median CAGR: golden cross 2.4% vs RSI mean reversion 2.5%; median max drawdown: 21.1% vs 24.7%. "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.