20-Day Momentum + Trailing Stop vs SMA 10/50 Trend
Two rule sets, 59 ETFs, one engine and window — a genuinely like-for-like comparison.
| momentum breakout | SMA 10/50 trend | |
|---|---|---|
| Median CAGR (59 ETFs) | 0.0% | 2.0% |
| Median max drawdown | −20.1% | −22.0% |
| ETFs won (by CAGR) | 25 | 34 |
| Style | high-momentum assets where trends extend — semiconductor and leveraged tech ETFs show the archetype | trending assets where multi-week swings are worth catching — leveraged index ETFs are a common pairing |
Where the gap was biggest
| ETF | momentum breakout | SMA 10/50 trend | gap |
|---|---|---|---|
| SOXS | 1.3% | −20.4% | 21.7% |
| TQQQ | 3.1% | 19.1% | 16.0% |
| REW | −8.0% | −18.1% | 10.1% |
| EEV | −14.8% | −24.4% | 9.6% |
| QID | −3.6% | −12.7% | 9.1% |
| TECS | −15.1% | −23.7% | 8.6% |
| TBF | −2.4% | 5.4% | 7.8% |
| SOXX | 15.2% | 7.3% | 7.8% |
| VTV | −0.3% | 7.4% | 7.6% |
| SOXL | 23.9% | 16.7% | 7.2% |
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Frequently asked questions
Which is better: momentum breakout or SMA 10/50 trend?
On this 2021-01-04–2026-07-17 window, SMA 10/50 trend produced the higher CAGR on 34 of 59 ETFs. Median CAGR: momentum breakout 0.0% vs SMA 10/50 trend 2.0%; median max drawdown: 20.1% vs 22.0%. "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.