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2x Better UPRO - Daily
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About

A daily, rules‑based mix of leveraged stocks and bonds. In quiet or chaotic markets it tactically trades 3x Nasdaq, cash, or volatility; otherwise it blends 3x S&P 500 with 3x Treasuries, using “hot/cold” scores, trends, and drawdowns to manage risk.
NutHow it works
Rebalanced daily. Two modes: - If volatility is very hot or very calm, it runs a Nasdaq module: buy TQQQ (3x Nasdaq) after washouts, sit in BIL (T‑bills) when shaky, and briefly own UVXY (volatility) at extremes. - Otherwise it blends UPRO (3x S&P 500) with TMF (3x long Treasuries) using inverse‑vol sizing; in big selloffs it may switch to a cautious SPY/SHY mix or a rare contrarian UPRO bet. Signals include RSI (0–100 hot/cold), price vs 25‑day average, drawdowns, and bond‑vs‑stock strength.
CheckmarkValue prop
Regime-switching, 3x leveraged Nasdaq/S&P with Treasuries and cash buffers. Out-of-sample shows ~19.1% annualized return; while max drawdown (~36%) exceeds SPY, the strategy adds diversification and risk-managed upside across market regimes.
Invest in this strategy
OOS Start Date
Mar 25, 2023
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, tactical allocation, risk parity, volatility regime switch, mean reversion, trend following, stocks and treasuries
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type