OG v1.0 3x SPY for the long run - from TQQQ For The Long Term Minimal | Dereck Nielsen, Pietros Maneos & Raekon v1.4 | 167.3%/34.4% DD from 28 Oct 2011
Today’s Change (Aug 7, 2026)
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About
Rides long S&P 500 uptrends with a 3x fund, but flips to volatility, short S&P 500, or Treasuries when markets look overheated or weak. Uses trend, overbought/oversold, and volatility cues to switch between offense and defense.
How it worksSPY=S&P 500; SPXL=3x bull S&P 500; SPXU=3x short S&P 500; UVXY=2x volatility; TLT=long Treasuries.
1) If SPY > 200‑day avg (uptrend): mostly hold SPXL; switch to UVXY when markets look “too hot” (very high RSI), to SPXU after sharp bounces, or to TLT when volatility jumps.
2) If SPY <= 200‑day avg: favor SPXU/UVXY/TLT; buy SPXL only on extreme oversold.
RSI=heat meter of recent moves; std dev=volatility; cum return=recent % change.
Value propOut-of-sample annualized return ~50.8% vs S&P 500 ~21.3%, with Calmar ~1.13 and Sharpe ~1.16. This strategy rides uptrends with 3x S&P exposure and hedges crashes, offering outsized upside while accepting higher drawdowns in downturns.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.84 | 0.86 | 0.07 | 0.26 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 712.17% | 15.24% | 2.3% | 5% | 0.93 | |
| 21,391,123.17% | 129.61% | 5.58% | 9.42% | 1.78 |
Initial Investment
$10,000.00
Final Value
$2,139,122,317.20Regulatory Fees
$2,376,125.45
Total Slippage
$22,980,743.65
Invest in this strategy
OOS Start Date
Nov 14, 2022
Trading Setting
Threshold 15%
Type
Stocks
Category
Leveraged s&p 500, tactical trend/momentum, risk-on/risk-off, volatility hedge, market timing
Tickers in this symphonyThis symphony trades 6 assets in total