ROM trading strategies, backtested
ProShares Ultra Technology — 2x daily leveraged technology sector. Every DeployQuant template run on ROM over 5.5 years of minute data, same engine, same window, sorted by return.
| Strategy | CAGR | max DD | Sharpe | trades | win rate | final value |
|---|---|---|---|---|---|---|
| First-to-Last Day of Month | 21.3% | −69.4% | 0.65 | 67 | 55% | $29,093 |
| Weekly Entry + 7% Target | 20.5% | −48.0% | 0.66 | 114 | 59% | $28,058 |
| RSI(2) Dip Snapback | 18.6% | −39.2% | 0.66 | 150 | 63% | $25,668 |
| EMA 12/26 Trend | 16.3% | −42.5% | 0.62 | 23 | 39% | $23,035 |
| Drawdown Dip Buyer + 8% Target | 15.8% | −66.3% | 0.55 | 13 | 100% | $22,489 |
| 200-Day SMA Regime Filter | 13.8% | −42.2% | 0.56 | 18 | 33% | $20,489 |
| SMA-200 Trend + 15% Trailing Stop | 13.7% | −41.3% | 0.55 | 21 | 38% | $20,292 |
| SMA 10/50 Trend | 13.4% | −43.5% | 0.55 | 16 | 44% | $20,078 |
| 20-Day Momentum + Trailing Stop | 12.2% | −36.2% | 0.55 | 32 | 44% | $18,862 |
| RSI(14) Mean Reversion | 10.4% | −52.0% | 0.45 | 15 | 67% | $17,254 |
| Golden Cross (SMA 50/200) | 7.9% | −35.1% | 0.40 | 3 | 33% | $15,261 |
| 3-Month Momentum Switch | 7.5% | −50.3% | 0.39 | 19 | 37% | $14,957 |
| Buy & hold ROM | 26.1% | −66.8% | 0.72 | — | — | $35,976 |
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 ROM?
Of the 12 templates tested on ROM over 2021-01-04–2026-07-17, the strongest by CAGR was monthly cycle at 21.3% (max drawdown 69.4%), versus 26.1% 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 ROM?
0 of 12 templates beat ROM buy-and-hold (26.1% CAGR) on this window; 11 of 12 had a shallower maximum drawdown than holding (66.8%).
Other leveraged 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.