SMA 10/50 Trend vs SMA-200 Trend + 15% Trailing Stop
Two rule sets, 59 ETFs, one engine and window — a genuinely like-for-like comparison.
| SMA 10/50 trend | trend + trailing stop | |
|---|---|---|
| Median CAGR (59 ETFs) | 2.0% | 3.2% |
| Median max drawdown | −22.0% | −30.0% |
| ETFs won (by CAGR) | 24 | 35 |
| Style | trending assets where multi-week swings are worth catching — leveraged index ETFs are a common pairing | long trends with tolerable pullbacks; the 15% trail is wide enough to survive normal corrections |
Where the gap was biggest
| ETF | SMA 10/50 trend | trend + trailing stop | gap |
|---|---|---|---|
| SOXS | −20.4% | 9.2% | 29.5% |
| EEV | −24.4% | −0.9% | 23.5% |
| TECS | −23.7% | −8.9% | 14.8% |
| FAS | 5.3% | −8.1% | 13.4% |
| EEM | −4.2% | 8.4% | 12.6% |
| SOXX | 7.3% | 19.1% | 11.8% |
| REW | −18.1% | −7.4% | 10.6% |
| UVXY | −33.5% | −23.3% | 10.1% |
| TECL | 17.4% | 7.8% | 9.5% |
| UST | 0.4% | −7.6% | 8.0% |
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Frequently asked questions
Which is better: SMA 10/50 trend or trend + trailing stop?
On this 2021-01-04–2026-07-17 window, trend + trailing stop produced the higher CAGR on 35 of 59 ETFs. Median CAGR: SMA 10/50 trend 2.0% vs trend + trailing stop 3.2%; median max drawdown: 22.0% 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.