DeployQuantRSI(14) Mean Reversion vs SMA-200 Trend + 15% Trailing Stop
Two rule sets, 59 ETFs, one engine and one window.
| RSI mean reversion | trend + trailing stop | |
|---|---|---|
| Median CAGR (59 ETFs) | 3.0% | 2.6% |
| Median max drawdown | −24.6% | −31.1% |
| ETFs won (by CAGR) | 22 | 37 |
| Style | assets that trend up over time but overshoot on the way, such as broad index ETFs | long trends with moderate pullbacks; the 15% trail is wide enough to survive normal corrections |
Where the gap was biggest
| ETF | RSI mean reversion | trend + trailing stop | gap |
|---|---|---|---|
| SOXS | −53.7% | −4.9% | 48.8% |
| FAS | 22.3% | −11.1% | 33.3% |
| UVXY | −48.5% | −25.4% | 23.2% |
| TECS | −29.1% | −11.0% | 18.1% |
| CLSE | 3.8% | 18.7% | 14.9% |
| TQQQ | 12.1% | 25.0% | 13.0% |
| TMF | −25.0% | −12.9% | 12.1% |
| SQQQ | −23.6% | −12.1% | 11.5% |
| XLY | 7.0% | −4.4% | 11.4% |
| REW | −18.5% | −7.1% | 11.4% |
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Frequently asked questions
Which is better: RSI mean reversion or trend + trailing stop?
On this 2021-01-04 to 2026-10-02 window, trend + trailing stop produced the higher CAGR on 37 of 59 ETFs. Median CAGR: RSI mean reversion 3.0% vs trend + trailing stop 2.6%; median max drawdown: 24.6% vs 31.1%. 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.