First-to-Last Day of Month vs SMA 10/50 Trend
Two rule sets, 59 ETFs, one engine and window — a genuinely like-for-like comparison.
| monthly cycle | SMA 10/50 trend | |
|---|---|---|
| Median CAGR (59 ETFs) | 6.2% | 2.0% |
| Median max drawdown | −36.7% | −22.0% |
| ETFs won (by CAGR) | 33 | 26 |
| Style | understanding how much of an asset's return accrues inside the month versus across month boundaries | trending assets where multi-week swings are worth catching — leveraged index ETFs are a common pairing |
Where the gap was biggest
| ETF | monthly cycle | SMA 10/50 trend | gap |
|---|---|---|---|
| SOXS | −50.5% | −20.4% | 30.2% |
| UVXY | −55.5% | −33.5% | 22.0% |
| TECS | −45.5% | −23.7% | 21.9% |
| SQQQ | −40.3% | −19.9% | 20.4% |
| TMF | −30.8% | −11.1% | 19.7% |
| EEV | −5.2% | −24.4% | 19.2% |
| SOXX | 25.3% | 7.3% | 18.0% |
| REW | −34.1% | −18.1% | 16.1% |
| FAS | 20.1% | 5.3% | 14.8% |
| QID | −27.0% | −12.7% | 14.4% |
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Frequently asked questions
Which is better: monthly cycle or SMA 10/50 trend?
On this 2021-01-04–2026-07-17 window, monthly cycle produced the higher CAGR on 33 of 59 ETFs. Median CAGR: monthly cycle 6.2% vs SMA 10/50 trend 2.0%; median max drawdown: 36.7% 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.