DeployQuantFirst-to-Last Day of Month vs Weekly Entry + 7% Target
Two rule sets, 59 ETFs, one engine and one window.
| monthly cycle | weekly 7% target | |
|---|---|---|
| Median CAGR (59 ETFs) | 5.5% | 6.6% |
| Median max drawdown | −36.6% | −26.3% |
| ETFs won (by CAGR) | 16 | 43 |
| Style | measuring how much of an asset's return accrues inside the month versus across month boundaries | volatile assets that regularly swing 7% within a week, such as leveraged ETFs |
Where the gap was biggest
| ETF | monthly cycle | weekly 7% target | gap |
|---|---|---|---|
| UVXY | −68.7% | −38.4% | 30.4% |
| TMF | −32.2% | −11.8% | 20.4% |
| SOXS | −77.5% | −57.8% | 19.6% |
| SQQQ | −44.6% | −29.3% | 15.3% |
| TECS | −55.6% | −41.6% | 14.0% |
| EEM | 3.1% | 11.6% | 8.5% |
| TQQQ | 21.5% | 29.4% | 8.0% |
| XLY | 3.7% | 10.2% | 6.5% |
| PSQ | −12.7% | −6.8% | 5.9% |
| VOOG | 13.9% | 19.5% | 5.6% |
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Frequently asked questions
Which is better: monthly cycle or weekly 7% target?
On this 2021-01-04 to 2026-10-02 window, weekly 7% target produced the higher CAGR on 43 of 59 ETFs. Median CAGR: monthly cycle 5.5% vs weekly 7% target 6.6%; median max drawdown: 36.6% vs 26.3%. 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.