20-Day Momentum + Trailing Stop
Buy after a +10% four-week burst and let a 10% trailing stop manage the exit.
The rules
- WHEN the market opens · IF not invested AND the 20-day return > +10% · THEN buy with 98% of the sleeve
- WHILE invested · a managed trailing stop follows 10% below the position's high-water mark
Momentum entry, mechanical exit. A +10% gain over 20 sessions signals an asset in a genuine burst; the template buys the strength and hands the exit to a 10% trailing stop that ratchets up beneath the highest close and never moves down. There's no profit target — winners run until the trail catches them.
Good for: high-momentum assets where trends extend — semiconductor and leveraged tech ETFs show the archetype.
Watch out: buying strength means buying high; when a burst immediately reverses, the trail exits about 10% below the entry.
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.
Results on every ETF
| ETF | CAGR | buy & hold | max DD | Sharpe | trades | win rate |
|---|---|---|---|---|---|---|
| SOXL | 23.9% | 30.2% | −67.3% | 0.66 | 134 | 38% |
| QLD | 21.7% | 21.6% | −20.1% | 0.94 | 20 | 50% |
| SPUU | 16.7% | 22.0% | −17.6% | 0.89 | 12 | 75% |
| SOXX | 15.2% | 29.6% | −30.2% | 0.72 | 18 | 61% |
| SSO | 14.8% | 21.5% | −24.2% | 0.80 | 13 | 62% |
| ROM | 12.2% | 26.1% | −36.2% | 0.55 | 32 | 44% |
| XLK | 12.1% | 20.2% | −26.1% | 0.81 | 9 | 56% |
| TECL | 11.0% | 31.9% | −48.5% | 0.46 | 62 | 42% |
| CLSE | 10.2% | 20.1% | −4.7% | 1.50 | 0 | — |
| VV | 9.0% | 13.9% | −13.6% | 0.87 | 3 | 67% |
| QQQM | 8.9% | 15.8% | −27.0% | 0.67 | 7 | 57% |
| VOO | 8.8% | 14.3% | −13.3% | 0.88 | 3 | 67% |
| SPY | 8.7% | 14.4% | −13.2% | 0.88 | 3 | 67% |
| QQQ | 8.7% | 15.8% | −26.5% | 0.67 | 7 | 57% |
| IAU | 8.4% | 13.6% | −13.9% | 0.69 | 5 | 60% |
| XLF | 7.3% | 14.1% | −17.6% | 0.61 | 5 | 60% |
| IOO | 6.7% | 16.4% | −19.6% | 0.67 | 4 | 50% |
| VOOV | 6.6% | 13.2% | −11.6% | 0.83 | 2 | 100% |
| VOOG | 5.1% | 14.9% | −28.7% | 0.48 | 6 | 50% |
| XLY | 4.9% | 7.3% | −18.3% | 0.40 | 8 | 63% |
| FAS | 4.0% | 22.9% | −45.3% | 0.28 | 44 | 41% |
| TQQQ | 3.1% | 22.3% | −41.0% | 0.26 | 51 | 35% |
| EEM | 2.5% | 5.6% | −24.4% | 0.28 | 5 | 60% |
| VOX | 2.3% | 9.2% | −27.8% | 0.24 | 8 | 63% |
| KMLM | 2.2% | 6.0% | −10.0% | 0.36 | 2 | 50% |
| IWM | 2.1% | 8.5% | −24.0% | 0.22 | 7 | 29% |
| SOXS | 1.3% | −30.5% | −45.1% | 0.18 | 48 | 35% |
| QQQE | 1.1% | 9.4% | −21.3% | 0.15 | 6 | 50% |
| AGG | 0.0% | −0.3% | −0.0% | 0.00 | 0 | — |
| BND | 0.0% | −0.3% | −0.0% | 0.00 | 0 | — |
| IEF | 0.0% | −1.6% | −0.0% | 0.00 | 0 | — |
| IEI | 0.0% | 0.0% | −0.0% | 0.00 | 0 | — |
| IGIB | 0.0% | 0.9% | −0.0% | 0.00 | 0 | — |
| SGOV | 0.0% | 3.2% | −0.0% | 0.00 | 0 | — |
| FXE | 0.0% | −0.7% | −0.0% | 0.00 | 0 | — |
| UDN | 0.0% | −1.0% | −0.0% | 0.00 | 0 | — |
| USDU | 0.0% | 5.1% | −0.0% | 0.00 | 0 | — |
| QAI | 0.0% | 3.9% | −0.0% | 0.00 | 0 | — |
| ALTY | 0.0% | 8.7% | −0.0% | 0.00 | 0 | — |
| VTV | −0.3% | 13.9% | −9.4% | -0.03 | 1 | 0% |
| TLT | −1.3% | −7.3% | −10.3% | -0.14 | 2 | 0% |
| XLP | −1.9% | 7.0% | −14.5% | -0.36 | 2 | 0% |
| SPDN | −2.3% | −9.7% | −18.0% | -0.23 | 4 | 25% |
| SH | −2.3% | −9.9% | −18.0% | -0.23 | 4 | 25% |
| RINF | −2.4% | 6.6% | −17.1% | -0.32 | 2 | 0% |
| TBF | −2.4% | 11.0% | −16.4% | -0.29 | 4 | 25% |
| QID | −3.6% | −28.9% | −45.6% | -0.02 | 32 | 38% |
| PSQ | −3.9% | −13.2% | −31.2% | -0.31 | 7 | 43% |
| CTA | −4.0% | 7.2% | −20.1% | -0.39 | 4 | 25% |
| UST | −4.5% | −7.3% | −24.8% | -0.77 | 3 | 0% |
| REW | −8.0% | −33.6% | −62.7% | -0.13 | 42 | 31% |
| SDS | −10.3% | −22.1% | −48.5% | -0.49 | 23 | 30% |
| TMF | −11.5% | −30.7% | −55.7% | -0.47 | 27 | 26% |
| EEV | −14.8% | −14.5% | −63.4% | -0.60 | 24 | 25% |
| SQQQ | −15.1% | −30.9% | −64.3% | -0.28 | 69 | 29% |
| TECS | −15.1% | −21.8% | −65.3% | -0.29 | 80 | 28% |
| VIXM | −16.4% | −14.9% | −65.1% | -1.05 | 17 | 0% |
| VXZ | −17.9% | −13.9% | −67.9% | -1.15 | 18 | 6% |
| UVXY | −30.3% | −38.0% | −88.1% | -0.55 | 123 | 28% |
Frequently asked questions
What is the momentum breakout strategy?
Buy after a +10% four-week burst and let a 10% trailing stop manage the exit. Momentum entry, mechanical exit. A +10% gain over 20 sessions signals an asset in a genuine burst; the template buys the strength and hands the exit to a 10% trailing stop that ratchets up beneath the highest close and never moves down. There's no profit target — winners run until the trail catches them.
Does momentum breakout beat buy-and-hold?
Across 59 ETFs backtested 2021-01-04–2026-07-17, it beat same-ETF buy-and-hold on 19 of 59 (32%). Median CAGR was 0.0% with a median max drawdown of 20.1%. Per-ETF results vary widely — see the table.
How does the trailing stop work when deployed live?
DeployQuant maintains it as a managed order: it ratchets up as the position makes new highs and triggers a market exit when price falls through it. It never widens.
Compare with other strategies
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.