DeployQuant20-Day Momentum + Trailing Stop vs SMA 10/50 Trend
Two rule sets, 59 ETFs, one engine and one window.
| momentum breakout | SMA 10/50 trend | |
|---|---|---|
| Median CAGR (59 ETFs) | 0.0% | 2.1% |
| Median max drawdown | −20.1% | −23.0% |
| ETFs won (by CAGR) | 26 | 33 |
| Style | high-momentum assets where trends extend, such as semiconductor and leveraged tech ETFs | trending assets with multi-week swings, such as leveraged index ETFs |
Where the gap was biggest
| ETF | momentum breakout | SMA 10/50 trend | gap |
|---|---|---|---|
| SOXS | −13.6% | −49.0% | 35.4% |
| TQQQ | 0.6% | 17.3% | 16.7% |
| REW | −8.1% | −19.8% | 11.6% |
| QID | −3.1% | −13.1% | 10.0% |
| EEV | −14.8% | −24.4% | 9.6% |
| SOXX | 16.7% | 7.7% | 9.1% |
| TBF | −2.3% | 6.7% | 9.0% |
| TECS | −18.3% | −27.1% | 8.7% |
| TECL | 10.2% | 18.0% | 7.7% |
| VTV | −0.3% | 7.4% | 7.7% |
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Frequently asked questions
Which is better: momentum breakout or SMA 10/50 trend?
On this 2021-01-04 to 2026-10-02 window, SMA 10/50 trend produced the higher CAGR on 33 of 59 ETFs. Median CAGR: momentum breakout 0.0% vs SMA 10/50 trend 2.1%; median max drawdown: 20.1% vs 23.0%. 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.