First-to-Last Day of Month vs Weekly Entry + 7% Target
Two rule sets, 59 ETFs, one engine and window — a genuinely like-for-like comparison.
| monthly cycle | weekly 7% target | |
|---|---|---|
| Median CAGR (59 ETFs) | 6.2% | 6.1% |
| Median max drawdown | −36.7% | −27.6% |
| ETFs won (by CAGR) | 17 | 42 |
| Style | understanding how much of an asset's return accrues inside the month versus across month boundaries | volatile assets that regularly swing 7% within a week — leveraged ETFs are the natural habitat |
Where the gap was biggest
| ETF | monthly cycle | weekly 7% target | gap |
|---|---|---|---|
| SOXS | −50.5% | −28.6% | 21.9% |
| UVXY | −55.5% | −34.9% | 20.5% |
| TMF | −30.8% | −10.5% | 20.3% |
| KMLM | 8.0% | −6.3% | 14.3% |
| SQQQ | −40.3% | −28.9% | 11.4% |
| TECS | −45.5% | −34.9% | 10.6% |
| SOXL | 22.5% | 32.9% | 10.4% |
| EEM | 1.2% | 11.0% | 9.8% |
| EEV | −5.2% | −14.8% | 9.6% |
| QLD | 17.4% | 25.2% | 7.8% |
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Frequently asked questions
Which is better: monthly cycle or weekly 7% target?
On this 2021-01-04–2026-07-17 window, weekly 7% target produced the higher CAGR on 42 of 59 ETFs. Median CAGR: monthly cycle 6.2% vs weekly 7% target 6.1%; median max drawdown: 36.7% vs 27.6%. "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.