DeployQuant3-Month Momentum Switch vs RSI(2) Dip Snapback
Two rule sets, 59 ETFs, one engine and one window.
| 3-month momentum | RSI(2) snapback | |
|---|---|---|
| Median CAGR (59 ETFs) | 0.0% | 4.7% |
| Median max drawdown | −26.2% | −17.5% |
| ETFs won (by CAGR) | 5 | 54 |
| Style | assets with long, persistent cycles, such as index, sector and 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 |
|---|---|---|---|
| TQQQ | 7.7% | 39.3% | 31.7% |
| SOXL | 16.4% | 39.2% | 22.8% |
| TECL | 7.6% | 30.2% | 22.6% |
| FAS | −2.5% | 18.7% | 21.1% |
| UVXY | −49.8% | −30.3% | 19.5% |
| SQQQ | −25.8% | −9.7% | 16.1% |
| SSO | 8.6% | 24.6% | 15.9% |
| QLD | 10.8% | 26.2% | 15.4% |
| QID | −17.2% | −1.9% | 15.3% |
| SPUU | 9.8% | 24.1% | 14.4% |
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Frequently asked questions
Which is better: 3-month momentum or RSI(2) snapback?
On this 2021-01-04 to 2026-10-02 window, RSI(2) snapback produced the higher CAGR on 54 of 59 ETFs. Median CAGR: 3-month momentum 0.0% vs RSI(2) snapback 4.7%; median max drawdown: 26.2% vs 17.5%. 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.