Learn › Comparisons › monthly cycle vs SMA 10/50 trend

First-to-Last Day of Month vs SMA 10/50 Trend

Two rule sets, 59 ETFs, one engine and one window.

Head-to-head: monthly cycle won on 35 of 59 ETFs by CAGR. Median CAGR: monthly cycle: 5.5% · SMA 10/50 trend: 2.1%. Median max drawdown: 36.6% vs 23.0%.
monthly cycleSMA 10/50 trend
Median CAGR (59 ETFs)5.5%2.1%
Median max drawdown−36.6%−23.0%
ETFs won (by CAGR)3524
Stylemeasuring how much of an asset's return accrues inside the month versus across month boundariestrending assets with multi-week swings, such as leveraged index ETFs

Where the gap was biggest

ETFmonthly cycleSMA 10/50 trendgap
UVXY −68.7%−38.0% 30.7%
TECS −55.6%−27.1% 28.6%
SOXS −77.5%−49.0% 28.5%
SQQQ −44.6%−21.1% 23.5%
TMF −32.2%−10.7% 21.5%
SOXX 29.2%7.7% 21.5%
TECL 36.0%18.0% 18.0%
REW −37.2%−19.8% 17.4%
QID −28.8%−13.1% 15.7%
SOXL 32.9%18.2% 14.7%
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Frequently asked questions

Which is better: monthly cycle or SMA 10/50 trend?

On this 2021-01-04 to 2026-10-02 window, monthly cycle produced the higher CAGR on 35 of 59 ETFs. Median CAGR: monthly cycle 5.5% vs SMA 10/50 trend 2.1%; median max drawdown: 36.6% 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

First-to-Last Day of Monthrules + all 59 ETF results SMA 10/50 Trendrules + all 59 ETF results

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.