DeployQuant3-Month Momentum Switch vs Weekly Entry + 7% Target
Two rule sets, 59 ETFs, one engine and one window.
| 3-month momentum | weekly 7% target | |
|---|---|---|
| Median CAGR (59 ETFs) | 0.0% | 6.6% |
| Median max drawdown | −26.2% | −26.3% |
| ETFs won (by CAGR) | 15 | 44 |
| Style | assets with long, persistent cycles, such as index, sector and managed-futures ETFs | volatile assets that regularly swing 7% within a week, such as leveraged ETFs |
Where the gap was biggest
| ETF | 3-month momentum | weekly 7% target | gap |
|---|---|---|---|
| TECL | 7.6% | 35.5% | 27.9% |
| REW | −15.7% | −39.1% | 23.4% |
| ROM | 8.4% | 30.3% | 21.8% |
| TQQQ | 7.7% | 29.4% | 21.8% |
| TECS | −20.7% | −41.6% | 20.9% |
| SOXS | −41.1% | −57.8% | 16.7% |
| SOXX | 14.3% | 30.5% | 16.2% |
| FAS | −2.5% | 13.7% | 16.2% |
| QLD | 10.8% | 25.6% | 14.8% |
| XLK | 6.1% | 20.4% | 14.3% |
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Frequently asked questions
Which is better: 3-month momentum or weekly 7% target?
On this 2021-01-04 to 2026-10-02 window, weekly 7% target produced the higher CAGR on 44 of 59 ETFs. Median CAGR: 3-month momentum 0.0% vs weekly 7% target 6.6%; median max drawdown: 26.2% 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.