SGOV trading strategies, backtested
iShares 0-3 Month Treasury Bond ETF — T-bills — effectively the cash leg of many rotation strategies. Every DeployQuant template run on SGOV over 5.5 years of minute data, same engine, same window, sorted by return.
| Strategy | CAGR | max DD | Sharpe | trades | win rate | final value |
|---|---|---|---|---|---|---|
| EMA 12/26 Trend | 3.2% | −0.0% | 13.43 | 9 | 67% | $11,908 |
| Golden Cross (SMA 50/200) | 3.2% | −0.0% | 13.62 | 0 | — | $11,905 |
| SMA 10/50 Trend | 3.2% | −0.0% | 13.47 | 5 | 40% | $11,906 |
| 200-Day SMA Regime Filter | 3.2% | −0.1% | 13.61 | 3 | 67% | $11,905 |
| SMA-200 Trend + 15% Trailing Stop | 3.2% | −0.0% | 13.62 | 0 | — | $11,905 |
| Weekly Entry + 7% Target | 3.2% | −0.0% | 13.32 | 3 | 67% | $11,898 |
| First-to-Last Day of Month | 3.0% | −0.1% | 12.58 | 67 | 87% | $11,756 |
| RSI(2) Dip Snapback | 0.0% | −0.1% | 0.46 | 58 | 33% | $10,012 |
| RSI(14) Mean Reversion | 0.0% | −0.0% | 0.00 | 0 | — | $10,000 |
| Drawdown Dip Buyer + 8% Target | 0.0% | −0.0% | 0.00 | 0 | — | $10,000 |
| 20-Day Momentum + Trailing Stop | 0.0% | −0.0% | 0.00 | 0 | — | $10,000 |
| 3-Month Momentum Switch | 0.0% | −0.0% | 0.00 | 0 | — | $10,000 |
| Buy & hold SGOV | 3.2% | −0.0% | 13.38 | — | — | $11,907 |
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 SGOV?
Of the 12 templates tested on SGOV over 2021-01-04–2026-07-17, the strongest by CAGR was EMA 12/26 trend at 3.2% (max drawdown 0.0%), versus 3.2% 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 SGOV?
0 of 12 templates beat SGOV buy-and-hold (3.2% CAGR) on this window; 4 of 12 had a shallower maximum drawdown than holding (0.0%).
Other bond 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.