20-Day Momentum + Trailing Stop vs RSI(2) Dip Snapback
Two rule sets, 59 ETFs, one engine and window — a genuinely like-for-like comparison.
| momentum breakout | RSI(2) snapback | |
|---|---|---|
| Median CAGR (59 ETFs) | 0.0% | 4.4% |
| Median max drawdown | −20.1% | −19.5% |
| ETFs won (by CAGR) | 6 | 53 |
| Style | high-momentum assets where trends extend — semiconductor and leveraged tech ETFs show the archetype | liquid index ETFs with strong long-term drift; turnover is high so per-trade edges are small |
Where the gap was biggest
| ETF | momentum breakout | RSI(2) snapback | gap |
|---|---|---|---|
| CLSE | 10.2% | 6.3793117942596455e+31% | 6.3793117942596455e+31% |
| KMLM | 2.2% | −100.0% | 102.2% |
| EEV | −14.8% | −100.0% | 85.2% |
| TQQQ | 3.1% | 39.2% | 36.1% |
| SOXS | 1.3% | −26.6% | 27.9% |
| TECL | 11.0% | 29.4% | 18.4% |
| SOXL | 23.9% | 41.8% | 17.9% |
| VIXM | −16.4% | 1.0% | 17.4% |
| FAS | 4.0% | 19.3% | 15.3% |
| VXZ | −17.9% | −6.2% | 11.6% |
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Frequently asked questions
Which is better: momentum breakout or RSI(2) snapback?
On this 2021-01-04–2026-07-17 window, RSI(2) snapback produced the higher CAGR on 53 of 59 ETFs. Median CAGR: momentum breakout 0.0% vs RSI(2) snapback 4.4%; median max drawdown: 20.1% vs 19.5%. "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.