SMA-200 Trend + 15% Trailing Stop
Enter when price is above the 200-day average; exit only when a 15% trailing stop is hit.
The rules
- WHEN the market opens · IF not invested AND yesterday's close > SMA(200) · THEN buy with 98% of the sleeve
- WHILE invested · a managed trailing stop follows 15% below the position's high-water mark
A hybrid of the regime filter and the trailing stop: the 200-day average decides when to get in, but the exit belongs entirely to a 15% trail from the position's high-water mark. That asymmetry lets winners run far beyond the point where a crossover would have exited, at the cost of giving back 15% from every peak.
Good for: long trends with tolerable pullbacks; the 15% trail is wide enough to survive normal corrections.
Watch out: a 15% giveback from every peak is the tuition this strategy always pays; on choppy assets it re-enters above the 200-day repeatedly after each stop-out.
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 |
|---|---|---|---|---|---|---|
| TQQQ | 22.1% | 22.3% | −37.5% | 0.70 | 28 | 46% |
| SOXL | 19.5% | 30.2% | −69.7% | 0.60 | 88 | 36% |
| CLSE | 19.3% | 20.1% | −14.5% | 1.62 | 1 | 100% |
| SOXX | 19.1% | 29.6% | −36.4% | 0.75 | 13 | 62% |
| QLD | 15.5% | 21.6% | −40.2% | 0.66 | 17 | 47% |
| IAU | 15.2% | 13.6% | −24.7% | 0.95 | 4 | 25% |
| ROM | 13.7% | 26.1% | −41.3% | 0.55 | 21 | 38% |
| XLK | 10.7% | 20.2% | −32.4% | 0.63 | 6 | 50% |
| SSO | 10.7% | 21.5% | −39.0% | 0.60 | 8 | 50% |
| QQQM | 10.3% | 15.8% | −26.8% | 0.70 | 4 | 50% |
| QQQ | 10.3% | 15.8% | −26.7% | 0.70 | 4 | 50% |
| SPUU | 10.3% | 22.0% | −39.7% | 0.58 | 8 | 50% |
| IOO | 10.1% | 16.4% | −19.7% | 0.83 | 2 | 50% |
| TBF | 10.0% | 11.0% | −16.6% | 0.76 | 2 | 100% |
| VOOG | 9.7% | 14.9% | −28.8% | 0.69 | 4 | 50% |
| SOXS | 9.2% | −30.5% | −26.8% | 0.47 | 7 | 57% |
| VOX | 8.6% | 9.2% | −22.1% | 0.67 | 3 | 33% |
| EEM | 8.4% | 5.6% | −16.3% | 0.63 | 1 | 100% |
| TECL | 7.8% | 31.9% | −55.8% | 0.40 | 45 | 44% |
| QQQE | 6.3% | 9.4% | −22.1% | 0.52 | 2 | 50% |
| VTV | 6.2% | 13.9% | −24.2% | 0.57 | 2 | 50% |
| VV | 5.7% | 13.9% | −29.6% | 0.52 | 3 | 33% |
| VOO | 5.2% | 14.3% | −31.3% | 0.47 | 3 | 33% |
| SPY | 5.0% | 14.4% | −31.2% | 0.46 | 3 | 33% |
| USDU | 4.6% | 5.1% | −8.9% | 0.77 | 0 | — |
| VOOV | 3.8% | 13.2% | −26.4% | 0.38 | 3 | 33% |
| RINF | 3.8% | 6.6% | −13.3% | 0.39 | 0 | — |
| CTA | 3.7% | 7.2% | −20.3% | 0.33 | 2 | 50% |
| XLF | 3.6% | 14.1% | −28.0% | 0.33 | 4 | 50% |
| SGOV | 3.2% | 3.2% | −0.0% | 13.62 | 0 | — |
| XLP | 2.8% | 7.0% | −22.0% | 0.29 | 2 | 0% |
| QAI | 2.6% | 3.9% | −15.9% | 0.45 | 1 | 0% |
| FXE | 2.5% | −0.7% | −7.9% | 0.47 | 0 | — |
| UDN | 2.1% | −1.0% | −8.3% | 0.42 | 0 | — |
| IWM | 2.0% | 8.5% | −35.6% | 0.20 | 5 | 20% |
| IEI | 1.9% | 0.0% | −5.2% | 0.56 | 0 | — |
| ALTY | 0.8% | 8.7% | −30.0% | 0.14 | 2 | 0% |
| IGIB | 0.7% | 0.9% | −17.9% | 0.16 | 1 | 0% |
| KMLM | 0.1% | 6.0% | −27.0% | 0.07 | 3 | 33% |
| BND | −0.6% | −0.3% | −18.7% | -0.09 | 1 | 0% |
| AGG | −0.6% | −0.3% | −18.9% | -0.09 | 1 | 0% |
| EEV | −0.9% | −14.5% | −54.6% | 0.10 | 11 | 36% |
| IEF | −1.5% | −1.6% | −21.5% | -0.21 | 1 | 0% |
| XLY | −3.8% | 7.3% | −39.6% | -0.15 | 7 | 43% |
| PSQ | −5.7% | −13.2% | −38.1% | -0.28 | 8 | 38% |
| TLT | −6.2% | −7.3% | −37.8% | -0.54 | 3 | 0% |
| REW | −7.4% | −33.6% | −50.2% | -0.08 | 20 | 20% |
| UST | −7.6% | −7.3% | −39.8% | -0.66 | 4 | 0% |
| SPDN | −7.8% | −9.7% | −45.3% | -0.55 | 7 | 43% |
| QID | −7.9% | −28.9% | −46.0% | -0.13 | 18 | 28% |
| SH | −8.0% | −9.9% | −45.4% | -0.56 | 7 | 29% |
| FAS | −8.1% | 22.9% | −68.7% | -0.08 | 26 | 38% |
| TECS | −8.9% | −21.8% | −46.3% | -0.13 | 29 | 28% |
| VXZ | −9.9% | −13.9% | −47.3% | -0.43 | 10 | 10% |
| VIXM | −10.6% | −14.9% | −47.4% | -0.44 | 10 | 10% |
| SDS | −11.2% | −22.1% | −56.2% | -0.40 | 15 | 27% |
| SQQQ | −12.1% | −30.9% | −70.1% | -0.16 | 32 | 41% |
| TMF | −13.4% | −30.7% | −62.5% | -0.64 | 9 | 22% |
| UVXY | −23.3% | −38.0% | −77.0% | -0.70 | 24 | 21% |
Frequently asked questions
What is the trend + trailing stop strategy?
Enter when price is above the 200-day average; exit only when a 15% trailing stop is hit. A hybrid of the regime filter and the trailing stop: the 200-day average decides when to get in, but the exit belongs entirely to a 15% trail from the position's high-water mark. That asymmetry lets winners run far beyond the point where a crossover would have exited, at the cost of giving back 15% from every peak.
Does trend + trailing stop beat buy-and-hold?
Across 59 ETFs backtested 2021-01-04–2026-07-17, it beat same-ETF buy-and-hold on 21 of 59 (36%). Median CAGR was 3.2% with a median max drawdown of 30.0%. Per-ETF results vary widely — see the table.
Why 15% rather than 10%?
Wider trails survive routine corrections in exchange for a bigger giveback at the end. Both numbers are one-field edits in DeployQuant — backtest both and compare.
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.