DeployQuantFirst-to-Last Day of Month vs SMA-200 Trend + 15% Trailing Stop
Two rule sets, 59 ETFs, one engine and one window.
| monthly cycle | trend + trailing stop | |
|---|---|---|
| Median CAGR (59 ETFs) | 5.5% | 2.6% |
| Median max drawdown | −36.6% | −31.1% |
| ETFs won (by CAGR) | 33 | 26 |
| Style | measuring how much of an asset's return accrues inside the month versus across month boundaries | long trends with moderate pullbacks; the 15% trail is wide enough to survive normal corrections |
Where the gap was biggest
| ETF | monthly cycle | trend + trailing stop | gap |
|---|---|---|---|
| SOXS | −77.5% | −4.9% | 72.5% |
| TECS | −55.6% | −11.0% | 44.6% |
| UVXY | −68.7% | −25.4% | 43.3% |
| SQQQ | −44.6% | −12.1% | 32.6% |
| REW | −37.2% | −7.1% | 30.1% |
| FAS | 17.0% | −11.1% | 28.0% |
| TECL | 36.0% | 14.4% | 21.6% |
| QID | −28.8% | −7.6% | 21.2% |
| TMF | −32.2% | −12.9% | 19.3% |
| SOXL | 32.9% | 17.8% | 15.0% |
Build it from blocks (or type it in English), backtest it on 5.7 years of minute data in seconds, tweak any parameter, then paper trade it on live data. No card, no broker needed to start.
Frequently asked questions
Which is better: monthly cycle or trend + trailing stop?
On this 2021-01-04 to 2026-10-02 window, monthly cycle produced the higher CAGR on 33 of 59 ETFs. Median CAGR: monthly cycle 5.5% vs trend + trailing stop 2.6%; median max drawdown: 36.6% vs 31.1%. 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.