DeployQuantWeekly Entry + 7% Target
Buy at the first open of each week, rest a +7% profit target, and exit Thursday afternoon if the trade is losing.
The weekly 7% target template buys at the first open of each trading week and rests a limit order at the entry price times 1.07. If the position is still losing at 2:00pm on the week's second-to-last session, it sells. A winner that reaches the target is sold at the limit. A winner that has not reached it is held, and the template will not buy again until it is flat. The window runs from 2021-01-04 to 2026-10-02, 5.7 years, on $10,000 per ETF, with no margin and no fees or slippage in the headline run.
Across the 59 ETFs in the test, the median CAGR was 6.61% and the median maximum drawdown was 26.26%. The median Sharpe ratio was 0.59, the median trade count was 106, and the median exposure was 84%. The template beat buy-and-hold on 34 ETFs, had a shallower drawdown than holding on 42, and finished with a positive CAGR on 37. Those three counts differ, which already says something: the rule often lowers the drawdown without raising the return.
For an individual ETF, each row of the results table links to a page with the full trade list. The equal-weight Nasdaq fund QQQE and the Nasdaq-100 fund QQQ are two examples of a broad index that behaved differently under identical rules.
The rules
- WHEN the first session of the week opens · IF not invested · THEN buy with 98% of the sleeve (once per week)
- WHILE invested · a managed limit order rests at entry price × 1.07
- WHEN it's 2:00pm on the week's second-to-last session · IF the position is losing · THEN sell everything
A weekly swing template: enter Monday, aim for +7%, and do not carry a loser into the weekend. The profit target rests at the broker as a real limit order the whole time (DeployQuant maintains it as a managed order). The Thursday-afternoon exit gives losing trades a time deadline instead of a price stop.
Good for: volatile assets that regularly swing 7% within a week, such as leveraged ETFs.
Watch out: the time-based exit realizes many small losses by design. The template needs the +7% winners to outnumber them, which the per-ETF results test directly.
What the three rules do to a position
The entry is mechanical. On the first session of the week the template buys with 98% of the sleeve if it holds nothing. It does this once per week, so a position that exits on Tuesday stays in cash until the next Monday. That cap on re-entry matters for the exposure column. A fund that hits +7% quickly spends the rest of the week in cash, which is why the leveraged funds show exposure figures well below the 84% median. TECL was invested 55.4% of the time, SOXL 45.4%, and UVXY 48.5%.
The target rests at the broker as a real limit order while the position is open. In the backtest the order fills when a minute bar trades through it. The 7% is measured from the entry price, so a fund that gaps up past the limit on the open would fill at the better price in a live account, while the minute-bar test fills at the limit level. Nothing in the facts file measures that difference, and the headline run has no costs, so the result is an upper bound on what the rules do before any friction.
The only loss control is the time exit. There is no price stop. A position that falls 15% on Tuesday is held until 2:00pm on the second-to-last session of the week, then sold. On a holiday-shortened week the exit moves to the week's second-to-last session. A price stop would cut some of those losses earlier, and it would also sell some positions that recover by Thursday. The template makes the opposite choice, and the drawdown column shows the cost of that choice on the volatile funds: SOXL fell 71.36% from peak to trough under these rules, and TECS fell 96.49%.
The rule set has a built-in asymmetry. Winners are capped at about 7% per trade, and losers are not capped by price. For the template to make money, the winners have to be more frequent than the losers or the average loss has to be small. The win rate column tests this directly, and the result splits cleanly by fund type, as the next section shows.
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Results on every ETF
| ETF | CAGR | buy & hold | max DD | Sharpe | trades | win rate |
|---|---|---|---|---|---|---|
| TECL | 35.5% | 38.2% | −43.2% | 0.85 | 259 | 51% |
| SOXX | 30.5% | 31.1% | −22.8% | 1.03 | 176 | 39% |
| ROM | 30.3% | 30.2% | −35.9% | 0.87 | 210 | 44% |
| SOXL | 29.5% | 33.3% | −71.4% | 0.73 | 282 | 60% |
| TQQQ | 29.4% | 25.4% | −49.7% | 0.79 | 227 | 50% (+1 open) |
| QLD | 25.6% | 23.6% | −44.4% | 0.83 | 190 | 43% (+1 open) |
| SPUU | 23.3% | 22.5% | −27.0% | 0.94 | 146 | 38% (+1 open) |
| CLSE | 21.7% | 19.5% | −12.4% | 1.62 | 50 | 38% (+1 open) |
| SSO | 21.3% | 21.9% | −28.5% | 0.88 | 148 | 38% (+1 open) |
| XLK | 20.4% | 22.1% | −20.7% | 0.98 | 125 | 34% (+1 open) |
| VOOG | 19.5% | 15.7% | −17.2% | 1.09 | 98 | 32% (+1 open) |
| QQQM | 16.6% | 16.7% | −19.2% | 0.91 | 108 | 31% (+1 open) |
| QQQ | 16.5% | 16.7% | −19.4% | 0.90 | 106 | 31% (+1 open) |
| IAU | 16.4% | 13.7% | −27.7% | 1.05 | 103 | 27% (+1 open) |
| VV | 14.9% | 14.3% | −21.5% | 1.04 | 83 | 30% (+1 open) |
| IOO | 14.9% | 16.7% | −21.4% | 1.04 | 82 | 30% (+1 open) |
| SPY | 13.9% | 14.6% | −24.1% | 1.01 | 83 | 30% (+1 open) |
| VOO | 13.8% | 14.4% | −24.3% | 1.00 | 83 | 30% (+1 open) |
| FAS | 13.7% | 18.3% | −53.7% | 0.54 | 232 | 42% |
| VOOV | 12.2% | 12.6% | −18.7% | 1.01 | 82 | 27% |
| EEM | 11.6% | 6.6% | −27.4% | 0.72 | 101 | 26% (+1 open) |
| QQQE | 11.2% | 9.8% | −19.3% | 0.72 | 122 | 26% (+1 open) |
| VTV | 10.7% | 13.4% | −20.3% | 0.89 | 65 | 28% |
| CTA | 10.6% | 8.9% | −23.2% | 0.71 | 88 | 24% (+1 open) |
| XLY | 10.2% | 6.3% | −24.7% | 0.59 | 130 | 29% |
| TBF | 9.4% | 12.2% | −19.5% | 0.72 | 82 | 24% |
| ALTY | 8.4% | 7.6% | −18.9% | 0.91 | 57 | 26% (+1 open) |
| VOX | 8.1% | 9.1% | −36.8% | 0.53 | 114 | 25% |
| XLF | 7.1% | 12.6% | −31.6% | 0.51 | 104 | 25% |
| IWM | 6.6% | 7.5% | −26.3% | 0.45 | 144 | 24% |
| RINF | 6.6% | 6.6% | −14.3% | 0.62 | 57 | 23% (+1 open) |
| KMLM | 6.1% | 7.1% | −31.3% | 0.54 | 96 | 21% (+1 open) |
| USDU | 5.1% | 5.2% | −11.0% | 0.85 | 49 | 14% (+1 open) |
| QAI | 4.2% | 3.9% | −15.8% | 0.72 | 48 | 15% (+1 open) |
| SGOV | 3.2% | 3.2% | −0.0% | 13.79 | 3 | 67% (+1 open) |
| XLP | 2.4% | 5.8% | −23.8% | 0.27 | 85 | 19% |
| UDN | 0.3% | −1.1% | −17.3% | 0.08 | 62 | 8% |
| IGIB | −0.1% | 0.2% | −17.6% | 0.02 | 50 | 8% |
| IEI | −0.3% | −0.4% | −11.8% | -0.04 | 53 | 6% (+1 open) |
| AGG | −0.3% | −0.8% | −16.0% | -0.03 | 60 | 7% (+1 open) |
| FXE | −0.4% | −0.9% | −20.6% | -0.01 | 63 | 8% |
| BND | −0.5% | −0.8% | −15.5% | -0.06 | 67 | 6% (+1 open) |
| IEF | −1.5% | −2.3% | −18.2% | -0.20 | 68 | 7% (+1 open) |
| TLT | −3.8% | −8.2% | −31.0% | -0.22 | 104 | 13% |
| EEV | −6.2% | −16.1% | −61.5% | -0.03 | 188 | 30% (+1 open) |
| PSQ | −6.8% | −13.8% | −46.4% | -0.27 | 165 | 17% |
| VXZ | −7.3% | −15.1% | −57.7% | -0.22 | 168 | 23% (+1 open) |
| UST | −8.2% | −8.5% | −41.4% | -0.56 | 96 | 13% |
| SPDN | −9.0% | −9.7% | −45.2% | -0.59 | 140 | 9% (+1 open) |
| SH | −9.1% | −10.0% | −45.4% | -0.59 | 139 | 9% (+1 open) |
| VIXM | −10.9% | −16.1% | −58.5% | -0.38 | 173 | 21% (+1 open) |
| TMF | −11.8% | −31.2% | −60.6% | -0.18 | 212 | 33% |
| SDS | −15.5% | −21.6% | −76.2% | -0.49 | 199 | 22% (+1 open) |
| QID | −26.2% | −29.5% | −86.1% | -0.65 | 227 | 26% |
| SQQQ | −29.3% | −42.3% | −92.9% | -0.46 | 261 | 38% |
| UVXY | −38.4% | −48.7% | −97.5% | -0.51 | 280 | 46% (+1 open) |
| REW | −39.1% | −36.1% | −95.3% | -0.99 | 224 | 29% |
| TECS | −41.6% | −46.7% | −96.5% | -0.69 | 264 | 40% |
| SOXS | −57.8% | −48.3% | −99.5% | -0.75 | 287 | 51% |
Which ETFs the weekly target suited
The top of the ranking is held by leveraged and technology funds. TECL returned 35.49% a year against 38.16% for holding it. SOXX returned 30.54% against 31.11%. ROM returned 30.27% against 30.19%, the closest tie in the top ranks. SOXL returned 29.47% against 33.32%, and TQQQ returned 29.44% against 25.35%.
Only TQQQ beat its own buy-and-hold figure by a wide margin among the top five, and three of them (TECL, SOXX and SOXL) fell short of it. The ranking is a ranking of how much each fund went up over the window, filtered through a rule that keeps most of the move. The template did not create the return in TECL or SOXX. It collected most of it in 7% pieces. TQQQ is the cleanest example of the target adding something: a 4.09 point gap in its favour, with a win rate of 50% over 227 round trips, though its maximum drawdown was 49.66%.
The win rates show the mechanism. On the 3x funds the rate sits near half: TECL 51%, TQQQ 50%, SOXL 60%. A leveraged fund moves 7% in a few days often enough that the target fills on a large share of weeks. On the broad index funds the rate sits near 30%: QQQ 31%, SPY 30%, VOO 30%. A fund that moves 7% in a week is rare, so most trades end at the Thursday exit, and the template only keeps up with holding because the few weeks that reach the target are large enough and the rest of the losses are small.
Win rate below 10% shows up on the bond funds. IEI had 6%, BND 6%, IEF 7% and AGG 7% over between 53 and 68 round trips. A short or intermediate bond fund almost never moves 7% in a week, so the target is decorative and the template is a weekly buy with a Thursday exit on losers. Their CAGR stayed within about one point of zero, with AGG at -0.29% and IEF at -1.54%. TLT is the exception. It returned -3.78% against -8.23% for holding, a 4.45 point gap, with a 13% win rate over 104 trips. The long-bond fund is volatile enough to hit the target occasionally, and the Thursday exit kept the template out of part of the decline.
The largest gaps against holding are on the long-bond leveraged fund and the inverse and volatility funds. TMF returned -11.83% against -31.16%, a gap of 19.33 points in the template's favour. SQQQ returned -29.33% against -42.33%, a gap of 13 points. UVXY, EEV and VXZ show gaps of 10.37, 9.88 and 7.8 points. In each case the template still lost money. It lost less because it spent weeks in cash. Exposure on SQQQ was 57.8% and on TMF 68%, so the cash weeks were a minority and the gaps still came out large. The largest gap against the template was SOXS, at -57.82% against -48.27% for holding, a gap of 9.55 points. REW is the other inverse fund where the rule did worse than holding, at -39.14% against -36.12%.
The three funds that lost most outright were SOXS at -57.82%, TECS at -41.59% and REW at -39.14%, with drawdowns of 99.54%, 96.49% and 95.26%. UVXY was close behind at -38.37% with a 97.45% drawdown. A weekly rule cannot avoid a fund that decays nearly every week. Those rows are in the table because the study tests every ETF with identical rules, and the ranking is not a list of candidates.
What the test does not cover
The window is 5.7 years and begins in January 2021. It contains one large bear market, 2022, and several strong years, and nothing before 2021. The headline run has no fees or slippage, and each rule is evaluated on daily decisions with fills on minute bars. A weekly template with a limit order resting all week would, in a live account, sometimes fill at a better or worse price than the bar model. There is no margin, and the 98% sleeve allocation leaves a small cash residue. Results on the leveraged and inverse funds depend heavily on a few large weeks, and a different start date would move the ranking.
Prices in the trade lists are adjusted for splits and dividends, so they are lower than the quotes printed at the time. The numbers here describe what the template did in this window. They are not a forecast for any fund.
Results by fund type
| Fund type | ETFs | Median CAGR | Median buy & hold | Median max DD | Beat holding |
|---|---|---|---|---|---|
| Broad index ETFs | 12 | 13.9% | 14.4% | −21.4% | 4 of 12 |
| Sector ETFs | 6 | 10.2% | 12.6% | −24.7% | 1 of 6 |
| Leveraged ETFs | 10 | 25.6% | 23.6% | −44.4% | 6 of 10 |
| Inverse ETFs | 11 | −15.5% | −21.6% | −76.2% | 8 of 11 |
| Bond ETFs | 7 | −0.3% | −0.8% | −16.0% | 5 of 7 |
| Commodity ETFs | 1 | 16.4% | 13.7% | −27.7% | 1 of 1 |
| Currency ETFs | 3 | 0.3% | −0.9% | −17.3% | 2 of 3 |
| Volatility products | 3 | −10.9% | −16.1% | −58.5% | 3 of 3 |
| Alternative-strategy ETFs | 6 | 8.4% | 7.6% | −18.9% | 4 of 6 |
The fund-type medians
Grouping the 59 ETFs by type gives a cleaner picture than the full ranking. The 10 leveraged ETFs had a median CAGR of 25.62% against 23.55% for holding, with a median maximum drawdown of 44.39%, and the template beat holding on 6 of them. The 12 broad index ETFs had a median of 13.88% against 14.42%, a drawdown of 21.42%, and beat holding on 4. The 6 sector ETFs had 10.19% against 12.58% and beat holding on only 1. The single commodity ETF, IAU, returned 16.35% against 13.66%.
Sector and broad index funds are where the template gave up return. The median fund in each group rose in a way that holding captured fully, and the weekly cycle sold some of the move at the 7% limit and spent weeks in cash after. It beat holding on 8 of 11 inverse funds and on all 3 volatility products. The medians in those groups are negative, -15.53% for inverse funds and -10.94% for volatility products, so beating holding means losing less. The inverse group's median maximum drawdown was 76.18% and the volatility group's was 58.5%.
The alternative-strategy ETFs are an interesting middle case. Their median was 8.42% against 7.61%, with a median drawdown of 18.91%, and the template beat holding on 4 of 6. These funds move slowly, which means the target seldom triggers. CLSE returned 21.66% against 19.49% with a maximum drawdown of 12.45% and only 50 round trips, at 90% exposure. CTA returned 10.63% against 8.9%. The result is close to holding with a Thursday filter on the weeks that begin badly.
Currency funds are close to flat: a median of 0.26% against -0.9% for holding. Bond funds had -0.29% against -0.78%, with a median drawdown of 16%. The template beat holding on 5 of 7 bond funds. The margin is small in every case, and it comes from the Thursday exit selling a losing fund before it fell further. On a fund whose weekly range is mostly under 3%, the exit rule is doing all the work and the 7% target does none.
Year by year, median across all ETFs
| Year | weekly 7% target | Buy & hold | ETFs with a gain |
|---|---|---|---|
| 2021 | 4.1% | 4.1% | 32 of 59 |
| 2022 | −7.3% | −12.7% | 16 of 59 |
| 2023 | 8.8% | 8.9% | 40 of 59 |
| 2024 | 9.7% | 9.7% | 36 of 59 |
| 2025 | 11.3% | 11.1% | 45 of 59 |
| 2026 | 4.2% | 3.7% | 33 of 59 |
The median year by year
The median across all 59 ETFs was -7.3% in 2022 for the template and -12.7% for holding, with 16 of 59 funds finishing the year with a gain. That is the largest gap between the template and holding in any year of the test, and it is the one year where the Thursday exit clearly helped. In a falling market, a position bought on Monday is more likely to be losing on Thursday, and the template sells it.
In 2023 the template returned 8.8% against 8.9% for holding, with 40 of 59 funds up. In 2024 both were 9.7%, with 36 up. In 2025 the template returned 11.3% against 11.1%, with 45 up, the broadest year in the test. In 2026 through 2026-10-02 the figures are 4.2% and 3.7%, with 33 up. In 2021 the funds with a gain numbered 32 of 59.
The pattern is the same in every rising year: the template matches holding to within a few tenths of a point at the median. That is an unexpected result for a rule that sells half its winners at a cap and sits in cash after. It says that at the median, the weeks that reach 7% were rare enough, and the weeks that ended at the Thursday exit were frequent enough, that the cash periods cost little. Leveraged and technology funds move more, and for those the cap bites harder. A fund that rose 60% in a year cannot deliver that through a rule that books 7% and waits for Monday, and the CAGR gaps against holding on TECL, SOXL and FAS (-2.67, -3.85 and -4.61 points) are the visible cost.
The test does not separate the exit from the target year by year, so the table cannot say which of the two rules produced the 2022 result. The facts do show that the same gap does not reappear in the up years, which fits the Thursday exit being the part that mattered in 2022.
Changing the parameters
| Version | Median CAGR | Median max DD | Median round trips |
|---|---|---|---|
| Published rules | 6.6% | −26.3% | 106 |
| 5% target | 6.9% | −25.7% | 144 |
| 10% target | 5.7% | −29.8% | 90 |
| 15% target | 6.2% | −33.2% | 54 |
Changing the target to 5%, 10% and 15%
The parameter table reruns the template with the profit target moved. The median CAGR across the 59 ETFs was 6.9% at a 5% target, 6.61% at the published 7%, 5.69% at 10% and 6.19% at 15%. The median maximum drawdown rose from 25.67% at 5% to 29.76% at 10% and 33.2% at 15%. The median round trips fell from 144 at 5% to 90 at 10% and 54 at 15%.
The drawdown column is the clean result. A wider target holds each winner longer and leaves fewer trades, and a position that waits for 15% spends more time exposed to a bad week. The median drawdown rose at every step. The CAGR column is less clean, and the 10% target scored below the 15% target. With 59 funds and one window, that gap is the size of the noise in a median, so the table does not support a claim that any target is best.
The 5% target had the highest median CAGR and the shallowest median drawdown, and it traded the most. That version has not been tested with costs on this page. Round trips are a cost multiplier. The cost runs on strategy pages add 5 and 10 basis points per trade, and a strategy with 144 median round trips pays that charge more often than one with 54. The median CAGR edge of the 5% version over the 7% version is small, and extra turnover could absorb it on a thin fund, so the data does not show the 5% version to be better than the 7% default.
Where this template sits among the 12
Compared with the other templates in the study, the weekly 7% target had the highest median CAGR of the group, at 6.61%. The monthly cycle had a median of 5.46%, and the RSI(2) snapback had 4.74%. The RSI mean reversion template had 2.98%, EMA 12/26 trend had 2.76%, and trend plus trailing stop had 2.61%. SMA 10/50 trend had 2.12%, golden cross had 2.05%, the 200-day regime filter had 1.84%, and the dip buyer had 1.33%. The momentum breakout and 3-month momentum templates had a median of 0%.
The next template down, the monthly cycle, sits a clear step below, and one likely reason is exposure. The weekly template sits at 84% median exposure and re-enters every week, so it participates in rising markets. The trend rules wait for a signal and arrive late. The comparison pages (against golden cross, for example) show the head-to-head on every ETF.
The limit of this comparison is that a median across 59 ETFs mixes inverse funds, bond funds and leveraged funds. A median of 6.61% says the typical ETF in the group made that. It does not say a buyer would have chosen the typical ETF. Pairing the template with a single fund, as the ETF pages do, is the more specific test.
Frequently asked questions
What is the weekly 7% target strategy?
Buy at the first open of each week, rest a +7% profit target, and exit Thursday afternoon if the trade is losing. A weekly swing template: enter Monday, aim for +7%, and do not carry a loser into the weekend. The profit target rests at the broker as a real limit order the whole time (DeployQuant maintains it as a managed order). The Thursday-afternoon exit gives losing trades a time deadline instead of a price stop.
Does weekly 7% target beat buy-and-hold?
Across 59 ETFs backtested 2021-01-04 to 2026-10-02, it beat same-ETF buy-and-hold on 34 of 59 (58%). Median CAGR was 6.6% with a median max drawdown of 26.3%. Per-ETF results vary widely; the table lists every one.
Why exit on Thursday?
It is a time deadline. The template does not hold a losing trade over the weekend gap. On holiday-shortened weeks the exit moves to the week's second-to-last session automatically.
Does the 7% target rest at the broker?
Yes. Deployed live, the target is a real GTC limit order that DeployQuant places and maintains.
How did the weekly 7% target strategy do across all 59 ETFs?
The median CAGR was 6.61% with a median maximum drawdown of 26.26% and a median Sharpe ratio of 0.59, from 2021-01-04 to 2026-10-02. It finished positive on 37 of the 59 ETFs and beat buy-and-hold on 34. The headline run has no fees or slippage.
Which ETF types worked best with a weekly 7% profit target?
Leveraged ETFs had the highest median CAGR at 25.62%, against 23.55% for holding, and the template beat holding on 6 of the 10. The single commodity fund IAU returned 16.35%. Broad index funds had a median of 13.88% and sector funds 10.19%, and both sat below their buy-and-hold medians.
What happens if the position is losing on Thursday?
The template sells everything at 2:00pm on the week's second-to-last session. There is no price stop, so a loss can grow during the week before the time exit applies. In holiday-shortened weeks the exit moves to the week's second-to-last session.
Is a 5% or 10% target better than 7%?
At the median, a 5% target returned 6.9% with a 25.67% drawdown and 144 round trips. A 10% target returned 5.69% with a 29.76% drawdown and 90 round trips, and a 15% target returned 6.19% with a 33.2% drawdown. The drawdown rose with each wider target, and the CAGR differences are small enough to sit within the noise of one window.
Why did the template lose money on bond ETFs?
Bond funds rarely move 7% in a week, so the target almost never fills. Win rates on AGG, BND, IEI and IEF were between 6% and 7%. The template then behaves like a weekly buy with a Thursday exit, and median CAGR on the 7 bond funds was -0.29%.
Was 2022 a good year for the weekly target strategy?
The median result was -7.3% against -12.7% for holding, and 16 of 59 ETFs finished the year with a gain. It was a losing year for the template and a smaller loss than holding at the median. It is the year in the test where the Thursday exit helped most.
Does the 7% target order sit at the broker?
When the strategy is deployed live, the target is a real GTC limit order that DeployQuant places and maintains. In the backtest it fills when a minute bar trades through the limit price.
Compare with other strategies
Backtests are hypothetical, computed by DeployQuant's engine on minute-resolution consolidated US market data (2021-01-04 to 2026-10-02, $10,000 starting capital, no margin, no fees or slippage in the headline run; buy-and-hold puts 98% of the account in at the first open, as the templates do) and do not guarantee future results. Nothing on this page is investment advice. Live trading involves risk of loss.