RSI(2) Dip Snapback vs SMA-200 Trend + 15% Trailing Stop
Two rule sets, 59 ETFs, one engine and window — a genuinely like-for-like comparison.
| RSI(2) snapback | trend + trailing stop | |
|---|---|---|
| Median CAGR (59 ETFs) | 4.4% | 3.2% |
| Median max drawdown | −19.5% | −30.0% |
| ETFs won (by CAGR) | 42 | 17 |
| Style | liquid index ETFs with strong long-term drift; turnover is high so per-trade edges are small | long trends with tolerable pullbacks; the 15% trail is wide enough to survive normal corrections |
Where the gap was biggest
| ETF | RSI(2) snapback | trend + trailing stop | gap |
|---|---|---|---|
| CLSE | 6.3793117942596455e+31% | 19.3% | 6.3793117942596455e+31% |
| KMLM | −100.0% | 0.1% | 100.1% |
| EEV | −100.0% | −0.9% | 99.1% |
| SOXS | −26.6% | 9.2% | 35.8% |
| FAS | 19.3% | −8.1% | 27.4% |
| SOXL | 41.8% | 19.5% | 22.3% |
| TECL | 29.4% | 7.8% | 21.5% |
| TQQQ | 39.2% | 22.1% | 17.1% |
| SSO | 25.7% | 10.7% | 15.0% |
| TECS | −23.0% | −8.9% | 14.1% |
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Frequently asked questions
Which is better: RSI(2) snapback or trend + trailing stop?
On this 2021-01-04–2026-07-17 window, RSI(2) snapback produced the higher CAGR on 42 of 59 ETFs. Median CAGR: RSI(2) snapback 4.4% vs trend + trailing stop 3.2%; median max drawdown: 19.5% vs 30.0%. "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.