DeployQuantRSI(14) Mean Reversion vs SMA 10/50 Trend
Two rule sets, 59 ETFs, one engine and one window.
| RSI mean reversion | SMA 10/50 trend | |
|---|---|---|
| Median CAGR (59 ETFs) | 3.0% | 2.1% |
| Median max drawdown | −24.6% | −23.0% |
| ETFs won (by CAGR) | 18 | 41 |
| Style | assets that trend up over time but overshoot on the way, such as broad index ETFs | trending assets with multi-week swings, such as leveraged index ETFs |
Where the gap was biggest
| ETF | RSI mean reversion | SMA 10/50 trend | gap |
|---|---|---|---|
| EEV | 5.0% | −24.4% | 29.4% |
| FAS | 22.3% | 4.6% | 17.7% |
| TMF | −25.0% | −10.7% | 14.4% |
| EEM | 9.5% | −3.9% | 13.4% |
| CLSE | 3.8% | 16.6% | 12.8% |
| UVXY | −48.5% | −38.0% | 10.5% |
| QLD | 8.8% | 18.8% | 10.0% |
| RINF | 6.3% | −2.1% | 8.5% |
| XLF | 11.8% | 4.0% | 7.8% |
| XLY | 7.0% | 0.3% | 6.7% |
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Frequently asked questions
Which is better: RSI mean reversion or SMA 10/50 trend?
On this 2021-01-04 to 2026-10-02 window, SMA 10/50 trend produced the higher CAGR on 41 of 59 ETFs. Median CAGR: RSI mean reversion 3.0% vs SMA 10/50 trend 2.1%; median max drawdown: 24.6% 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.