EEM trading strategies, backtested
iShares MSCI Emerging Markets ETF — emerging-market equities — a different cycle than US indexes. Every DeployQuant template run on EEM over 5.5 years of minute data, same engine, same window, sorted by return.
| Strategy | CAGR | max DD | Sharpe | trades | win rate | final value |
|---|---|---|---|---|---|---|
| Weekly Entry + 7% Target | 11.0% | −27.4% | 0.69 | 98 | 26% | $17,815 |
| RSI(14) Mean Reversion | 8.8% | −14.0% | 0.74 | 17 | 82% | $15,942 |
| SMA-200 Trend + 15% Trailing Stop | 8.4% | −16.3% | 0.63 | 1 | 100% | $15,653 |
| Golden Cross (SMA 50/200) | 6.8% | −20.6% | 0.53 | 2 | 50% | $14,378 |
| 200-Day SMA Regime Filter | 6.8% | −17.7% | 0.55 | 15 | 27% | $14,378 |
| Drawdown Dip Buyer + 8% Target | 6.0% | −26.2% | 0.49 | 4 | 100% | $13,779 |
| RSI(2) Dip Snapback | 3.7% | −15.9% | 0.35 | 157 | 61% | $12,219 |
| 20-Day Momentum + Trailing Stop | 2.5% | −24.4% | 0.28 | 5 | 60% | $11,434 |
| First-to-Last Day of Month | 1.2% | −44.4% | 0.17 | 67 | 52% | $10,685 |
| EMA 12/26 Trend | 0.1% | −31.8% | 0.07 | 25 | 32% | $10,034 |
| 3-Month Momentum Switch | −0.5% | −32.7% | 0.03 | 11 | 18% | $9,732 |
| SMA 10/50 Trend | −4.2% | −41.2% | -0.25 | 22 | 23% | $7,889 |
| Buy & hold EEM | 5.6% | −39.1% | 0.39 | — | — | $13,494 |
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 EEM?
Of the 12 templates tested on EEM over 2021-01-04–2026-07-17, the strongest by CAGR was weekly 7% target at 11.0% (max drawdown 27.4%), versus 5.6% 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 EEM?
6 of 12 templates beat EEM buy-and-hold (5.6% CAGR) on this window; 10 of 12 had a shallower maximum drawdown than holding (39.1%).
Other broad index 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.