DeployQuantSMA 10/50 Trend vs Weekly Entry + 7% Target
Two rule sets, 59 ETFs, one engine and one window.
| SMA 10/50 trend | weekly 7% target | |
|---|---|---|
| Median CAGR (59 ETFs) | 2.1% | 6.6% |
| Median max drawdown | −23.0% | −26.3% |
| ETFs won (by CAGR) | 21 | 38 |
| Style | trending assets with multi-week swings, such as leveraged index ETFs | volatile assets that regularly swing 7% within a week, such as leveraged ETFs |
Where the gap was biggest
| ETF | SMA 10/50 trend | weekly 7% target | gap |
|---|---|---|---|
| SOXX | 7.7% | 30.5% | 22.9% |
| REW | −19.8% | −39.1% | 19.4% |
| EEV | −24.4% | −6.2% | 18.2% |
| TECL | 18.0% | 35.5% | 17.5% |
| ROM | 14.5% | 30.3% | 15.8% |
| EEM | −3.9% | 11.6% | 15.5% |
| TECS | −27.1% | −41.6% | 14.5% |
| QID | −13.1% | −26.2% | 13.2% |
| SSO | 8.4% | 21.3% | 12.9% |
| TQQQ | 17.3% | 29.4% | 12.1% |
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Frequently asked questions
Which is better: SMA 10/50 trend or weekly 7% target?
On this 2021-01-04 to 2026-10-02 window, weekly 7% target produced the higher CAGR on 38 of 59 ETFs. Median CAGR: SMA 10/50 trend 2.1% vs weekly 7% target 6.6%; median max drawdown: 23.0% vs 26.3%. 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.