DeployQuantRSI(2) Dip Snapback vs SMA 10/50 Trend
Two rule sets, 59 ETFs, one engine and one window.
| RSI(2) snapback | SMA 10/50 trend | |
|---|---|---|
| Median CAGR (59 ETFs) | 4.7% | 2.1% |
| Median max drawdown | −17.5% | −23.0% |
| ETFs won (by CAGR) | 50 | 9 |
| Style | liquid index ETFs with strong long-term drift; turnover is high so per-trade edges are small | trending assets with multi-week swings, such as leveraged index ETFs |
Where the gap was biggest
| ETF | RSI(2) snapback | SMA 10/50 trend | gap |
|---|---|---|---|
| TQQQ | 39.3% | 17.3% | 22.0% |
| SOXL | 39.2% | 18.2% | 21.1% |
| SOXS | −29.9% | −49.0% | 19.1% |
| EEV | −5.9% | −24.4% | 18.5% |
| SSO | 24.6% | 8.4% | 16.2% |
| FAS | 18.7% | 4.6% | 14.1% |
| VIXM | 0.1% | −13.1% | 13.2% |
| SPUU | 24.1% | 11.2% | 12.9% |
| IWM | 11.4% | −1.2% | 12.6% |
| TECL | 30.2% | 18.0% | 12.2% |
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Frequently asked questions
Which is better: RSI(2) snapback or SMA 10/50 trend?
On this 2021-01-04 to 2026-10-02 window, RSI(2) snapback produced the higher CAGR on 50 of 59 ETFs. Median CAGR: RSI(2) snapback 4.7% vs SMA 10/50 trend 2.1%; median max drawdown: 17.5% 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.