DeployQuant3-Month Momentum Switch vs SMA 10/50 Trend
Two rule sets, 59 ETFs, one engine and one window.
| 3-month momentum | SMA 10/50 trend | |
|---|---|---|
| Median CAGR (59 ETFs) | 0.0% | 2.1% |
| Median max drawdown | −26.2% | −23.0% |
| ETFs won (by CAGR) | 13 | 46 |
| Style | assets with long, persistent cycles, such as index, sector and managed-futures ETFs | trending assets with multi-week swings, such as leveraged index ETFs |
Where the gap was biggest
| ETF | 3-month momentum | SMA 10/50 trend | gap |
|---|---|---|---|
| EEV | −9.5% | −24.4% | 14.9% |
| UVXY | −49.8% | −38.0% | 11.7% |
| TECL | 7.6% | 18.0% | 10.3% |
| TQQQ | 7.7% | 17.3% | 9.6% |
| QLD | 10.8% | 18.8% | 7.9% |
| SOXS | −41.1% | −49.0% | 7.8% |
| FAS | −2.5% | 4.6% | 7.1% |
| SOXX | 14.3% | 7.7% | 6.7% |
| TECS | −20.7% | −27.1% | 6.3% |
| ROM | 8.4% | 14.5% | 6.0% |
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Frequently asked questions
Which is better: 3-month momentum or SMA 10/50 trend?
On this 2021-01-04 to 2026-10-02 window, SMA 10/50 trend produced the higher CAGR on 46 of 59 ETFs. Median CAGR: 3-month momentum 0.0% vs SMA 10/50 trend 2.1%; median max drawdown: 26.2% vs 23.0%. 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.