RSI(14) Mean Reversion vs SMA 10/50 Trend
Two rule sets, 59 ETFs, one engine and window — a genuinely like-for-like comparison.
| RSI mean reversion | SMA 10/50 trend | |
|---|---|---|
| Median CAGR (59 ETFs) | 2.5% | 2.0% |
| Median max drawdown | −24.7% | −22.0% |
| ETFs won (by CAGR) | 18 | 41 |
| Style | assets that trend up over time but overshoot on the way — broad index ETFs are the classic home | trending assets where multi-week swings are worth catching — leveraged index ETFs are a common pairing |
Where the gap was biggest
| ETF | RSI mean reversion | SMA 10/50 trend | gap |
|---|---|---|---|
| EEV | 11.2% | −24.4% | 35.6% |
| FAS | 26.5% | 5.3% | 21.2% |
| SOXS | −38.2% | −20.4% | 17.9% |
| CLSE | 0.9% | 16.9% | 16.1% |
| EEM | 8.8% | −4.2% | 13.0% |
| SOXL | 4.0% | 16.7% | 12.8% |
| TMF | −22.7% | −11.1% | 11.5% |
| QLD | 8.3% | 19.6% | 11.3% |
| TQQQ | 7.9% | 19.1% | 11.3% |
| RINF | 6.9% | −2.3% | 9.2% |
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Frequently asked questions
Which is better: RSI mean reversion or SMA 10/50 trend?
On this 2021-01-04–2026-07-17 window, SMA 10/50 trend produced the higher CAGR on 41 of 59 ETFs. Median CAGR: RSI mean reversion 2.5% vs SMA 10/50 trend 2.0%; median max drawdown: 24.7% vs 22.0%. "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.