EEV trading strategies, backtested
ProShares UltraShort MSCI Emerging Markets — -2x daily emerging markets. Every DeployQuant template run on EEV 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(14) Mean Reversion | 11.2% | −56.8% | 0.52 | 19 | 74% | $18,028 |
| Golden Cross (SMA 50/200) | 0.9% | −45.9% | 0.15 | 3 | 33% | $10,493 |
| SMA-200 Trend + 15% Trailing Stop | −0.9% | −54.6% | 0.10 | 11 | 36% | $9,517 |
| First-to-Last Day of Month | −5.2% | −72.1% | 0.04 | 67 | 45% | $7,434 |
| 200-Day SMA Regime Filter | −5.8% | −59.4% | -0.13 | 22 | 14% | $7,185 |
| Drawdown Dip Buyer + 8% Target | −8.0% | −77.2% | -0.07 | 9 | 100% | $6,291 |
| 3-Month Momentum Switch | −8.9% | −51.4% | -0.28 | 16 | 19% | $5,981 |
| EMA 12/26 Trend | −11.5% | −55.1% | -0.32 | 22 | 27% | $5,101 |
| 20-Day Momentum + Trailing Stop | −14.8% | −63.4% | -0.60 | 24 | 25% | $4,129 |
| Weekly Entry + 7% Target | −14.8% | −81.8% | -0.24 | 28 | 57% | $4,116 |
| SMA 10/50 Trend | −24.4% | −80.0% | -0.94 | 23 | 17% | $2,130 |
| RSI(2) Dip Snapback | −100.0% | −52778.6% | -0.29 | 101 | 51% | $-452,203,969,059,779,400,000,000,000,000,000,000,000,000,000,000,000,000 |
| Buy & hold EEV | −14.5% | −80.1% | -0.22 | — | — | $4,196 |
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 EEV?
Of the 12 templates tested on EEV over 2021-01-04–2026-07-17, the strongest by CAGR was RSI mean reversion at 11.2% (max drawdown 56.8%), versus −14.5% 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 EEV?
8 of 12 templates beat EEV buy-and-hold (−14.5% CAGR) on this window; 10 of 12 had a shallower maximum drawdown than holding (80.1%).
Other inverse 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.