REW trading strategies, backtested
ProShares UltraShort Technology — -2x daily technology sector. Every DeployQuant template run on REW over 5.5 years of minute data, same engine, same window, sorted by return.
| Strategy | CAGR | max DD | Sharpe | trades | win rate | final value |
|---|---|---|---|---|---|---|
| Golden Cross (SMA 50/200) | −6.9% | −58.4% | -0.08 | 2 | 50% | $6,719 |
| SMA-200 Trend + 15% Trailing Stop | −7.4% | −50.2% | -0.08 | 20 | 20% | $6,521 |
| 20-Day Momentum + Trailing Stop | −8.0% | −62.7% | -0.13 | 42 | 31% | $6,303 |
| RSI(2) Dip Snapback | −8.9% | −71.3% | -0.14 | 160 | 55% | $5,980 |
| 200-Day SMA Regime Filter | −13.5% | −61.4% | -0.29 | 19 | 16% | $4,492 |
| 3-Month Momentum Switch | −15.6% | −69.5% | -0.32 | 17 | 12% | $3,914 |
| RSI(14) Mean Reversion | −17.6% | −76.5% | -0.37 | 16 | 50% | $3,429 |
| SMA 10/50 Trend | −18.1% | −73.1% | -0.36 | 20 | 20% | $3,316 |
| EMA 12/26 Trend | −18.3% | −68.8% | -0.38 | 21 | 19% | $3,281 |
| Drawdown Dip Buyer + 8% Target | −33.1% | −91.2% | -0.63 | 1 | 100% | $1,083 |
| First-to-Last Day of Month | −34.1% | −92.5% | -0.61 | 67 | 33% | $992 |
| Weekly Entry + 7% Target | −37.8% | −94.4% | -0.77 | 44 | 59% | $725 |
| Buy & hold REW | −33.6% | −91.1% | -0.68 | — | — | $1,041 |
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 REW?
Of the 12 templates tested on REW over 2021-01-04–2026-07-17, the strongest by CAGR was golden cross at −6.9% (max drawdown 58.4%), versus −33.6% 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 REW?
10 of 12 templates beat REW buy-and-hold (−33.6% CAGR) on this window; 9 of 12 had a shallower maximum drawdown than holding (91.1%).
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.