DeployQuantGolden Cross (SMA 50/200) vs 200-Day SMA Regime Filter
Two rule sets, 59 ETFs, one engine and one window.
| golden cross | 200-day regime filter | |
|---|---|---|
| Median CAGR (59 ETFs) | 2.0% | 1.8% |
| Median max drawdown | −21.8% | −22.2% |
| ETFs won (by CAGR) | 40 | 19 |
| Style | long-horizon investors who want to hold trends but sidestep multi-year bear markets | a first systematic strategy, simple enough to audit every trade |
Where the gap was biggest
| ETF | golden cross | 200-day regime filter | gap |
|---|---|---|---|
| SOXL | 45.9% | 23.4% | 22.5% |
| UVXY | −10.1% | −29.8% | 19.7% |
| TQQQ | 7.3% | 24.9% | 17.6% |
| VIXM | −1.8% | −12.2% | 10.3% |
| VXZ | −1.1% | −11.4% | 10.3% |
| QLD | 12.0% | 21.6% | 9.6% |
| SOXX | 28.2% | 19.2% | 9.0% |
| TECS | −21.0% | −13.9% | 7.2% |
| EEV | 0.7% | −5.6% | 6.3% |
| REW | −6.7% | −13.0% | 6.3% |
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Frequently asked questions
Which is better: golden cross or 200-day regime filter?
On this 2021-01-04 to 2026-10-02 window, golden cross produced the higher CAGR on 40 of 59 ETFs. Median CAGR: golden cross 2.0% vs 200-day regime filter 1.8%; median max drawdown: 21.8% vs 22.2%. 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.