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FAS trading strategies, backtested

Direxion Daily Financial Bull 3X Shares — 3x daily leveraged financials. Every DeployQuant template run on FAS over 5.5 years of minute data, same engine, same window, sorted by return.

Quick answer: the best-performing template on FAS (2021-01-04 → 2026-07-17) was dip buyer at 28.5% CAGR vs 22.9% for buy-and-hold. 2 of 12 templates beat holding; 10 cut the max drawdown.
StrategyCAGRmax DDSharpetradeswin ratefinal value
Drawdown Dip Buyer + 8% Target 28.5% −65.3% 0.7518 100% $40,002
RSI(14) Mean Reversion 26.5% −50.0% 0.7920 85% $36,657
Weekly Entry + 7% Target 22.5% −47.8% 0.71208 46% $30,723
First-to-Last Day of Month 20.1% −66.7% 0.6367 57% $27,552
RSI(2) Dip Snapback 19.3% −43.4% 0.66153 62% $26,528
EMA 12/26 Trend 8.3% −59.8% 0.4121 33% $15,539
SMA 10/50 Trend 5.3% −57.0% 0.3218 56% $13,305
20-Day Momentum + Trailing Stop 4.0% −45.3% 0.2844 41% $12,448
3-Month Momentum Switch 1.0% −55.6% 0.1925 40% $10,543
200-Day SMA Regime Filter −0.5% −54.9% 0.1530 27% $9,708
Golden Cross (SMA 50/200) −3.5% −49.0% 0.105 20% $8,217
SMA-200 Trend + 15% Trailing Stop −8.1% −68.7% -0.0826 38% $6,283
Buy & hold FAS 22.9%−66.3% 0.67 $31,232
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Frequently asked questions

What was the best strategy for FAS?

Of the 12 templates tested on FAS over 2021-01-04–2026-07-17, the strongest by CAGR was dip buyer at 28.5% (max drawdown 65.3%), versus 22.9% 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 FAS?

2 of 12 templates beat FAS buy-and-hold (22.9% CAGR) on this window; 10 of 12 had a shallower maximum drawdown than holding (66.3%).

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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.