CLSE trading strategies, backtested
Convergence Long/Short Equity ETF — an active long/short US equity portfolio. Every DeployQuant template run on CLSE over 5.5 years of minute data, same engine, same window, sorted by return.
| Strategy | CAGR | max DD | Sharpe | trades | win rate | final value |
|---|---|---|---|---|---|---|
| RSI(2) Dip Snapback | 6.3793117942596455e+31% | −2344959.5% | -0.28 | 22 | 50% | $1,125,236,270,307,906,300,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000 |
| SMA-200 Trend + 15% Trailing Stop | 19.3% | −14.5% | 1.62 | 1 | 100% | $21,703 |
| Weekly Entry + 7% Target | 18.5% | −13.1% | 1.37 | 19 | 79% | $21,109 |
| Golden Cross (SMA 50/200) | 18.1% | −16.2% | 1.50 | 2 | 100% | $20,799 |
| First-to-Last Day of Month | 17.6% | −17.4% | 1.28 | 54 | 61% | $20,379 |
| SMA 10/50 Trend | 16.9% | −9.3% | 1.55 | 11 | 64% | $19,910 |
| EMA 12/26 Trend | 15.5% | −10.2% | 1.40 | 17 | 47% | $18,838 |
| 3-Month Momentum Switch | 12.8% | −8.0% | 1.29 | 6 | 67% | $16,983 |
| 20-Day Momentum + Trailing Stop | 10.2% | −4.7% | 1.50 | 0 | — | $15,339 |
| Drawdown Dip Buyer + 8% Target | 5.6% | −16.9% | 0.51 | 2 | 100% | $12,684 |
| RSI(14) Mean Reversion | 0.9% | −12.7% | 0.15 | 8 | 50% | $10,393 |
| 200-Day SMA Regime Filter | −100.0% | −236327.8% | -0.07 | 2 | 0% | $-17,793,528,384,952,140,000 |
| Buy & hold CLSE | 20.1% | −16.1% | 1.42 | — | — | $22,358 |
Build it from blocks (or type it in English), backtest it on 5.5 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
What was the best strategy for CLSE?
Of the 12 templates tested on CLSE over 2021-01-04–2026-07-17, the strongest by CAGR was RSI(2) snapback at 6.3793117942596455e+31% (max drawdown 2344959.5%), versus 20.1% for buy-and-hold. Best-in-hindsight is not a forecast — check drawdowns and trade counts before drawing conclusions.
Did any strategy beat buying and holding CLSE?
1 of 12 templates beat CLSE buy-and-hold (20.1% CAGR) on this window; 7 of 12 had a shallower maximum drawdown than holding (16.1%).
Other alternative-strategy etfs
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.