DeployQuant200-Day SMA Regime Filter vs Weekly Entry + 7% Target
Two rule sets, 59 ETFs, one engine and one window.
| 200-day regime filter | weekly 7% target | |
|---|---|---|
| Median CAGR (59 ETFs) | 1.8% | 6.6% |
| Median max drawdown | −22.2% | −26.3% |
| ETFs won (by CAGR) | 22 | 37 |
| Style | a first systematic strategy, simple enough to audit every trade | volatile assets that regularly swing 7% within a week, such as leveraged ETFs |
Where the gap was biggest
| ETF | 200-day regime filter | weekly 7% target | gap |
|---|---|---|---|
| SOXS | −19.7% | −57.8% | 38.1% |
| TECS | −13.9% | −41.6% | 27.7% |
| REW | −13.0% | −39.1% | 26.1% |
| TECL | 11.5% | 35.5% | 24.0% |
| SQQQ | −10.5% | −29.3% | 18.8% |
| FAS | −2.7% | 13.7% | 16.5% |
| QID | −10.5% | −26.2% | 15.8% |
| CTA | −3.0% | 10.6% | 13.7% |
| SPUU | 10.5% | 23.3% | 12.7% |
| XLY | −2.2% | 10.2% | 12.3% |
Build it from blocks (or type it in English), backtest it on 5.7 years of minute data in seconds, tweak any parameter, then paper trade it on live data. No card, no broker needed to start.
Frequently asked questions
Which is better: 200-day regime filter or weekly 7% target?
On this 2021-01-04 to 2026-10-02 window, weekly 7% target produced the higher CAGR on 37 of 59 ETFs. Median CAGR: 200-day regime filter 1.8% vs weekly 7% target 6.6%; median max drawdown: 22.2% 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.