3-Month Momentum Switch vs RSI(2) Dip Snapback
Two rule sets, 59 ETFs, one engine and window — a genuinely like-for-like comparison.
| 3-month momentum | RSI(2) snapback | |
|---|---|---|
| Median CAGR (59 ETFs) | 0.1% | 4.4% |
| Median max drawdown | −26.8% | −19.5% |
| ETFs won (by CAGR) | 8 | 51 |
| Style | assets with long, persistent cycles — index, sector, and even managed-futures ETFs | liquid index ETFs with strong long-term drift; turnover is high so per-trade edges are small |
Where the gap was biggest
| ETF | 3-month momentum | RSI(2) snapback | gap |
|---|---|---|---|
| CLSE | 12.8% | 6.3793117942596455e+31% | 6.3793117942596455e+31% |
| KMLM | 0.1% | −100.0% | 100.1% |
| UST | −100.0% | −0.6% | 99.4% |
| EEV | −8.9% | −100.0% | 91.1% |
| TQQQ | 10.8% | 39.2% | 28.4% |
| TECL | 6.8% | 29.4% | 22.6% |
| SOXL | 23.1% | 41.8% | 18.7% |
| FAS | 1.0% | 19.3% | 18.3% |
| UVXY | −44.2% | −27.0% | 17.2% |
| SSO | 8.9% | 25.7% | 16.8% |
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Frequently asked questions
Which is better: 3-month momentum or RSI(2) snapback?
On this 2021-01-04–2026-07-17 window, RSI(2) snapback produced the higher CAGR on 51 of 59 ETFs. Median CAGR: 3-month momentum 0.1% vs RSI(2) snapback 4.4%; median max drawdown: 26.8% vs 19.5%. "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.