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 (Oct 8, 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: ~49% annualized return vs ~21% SPY, with Sharpe ~1.14 and Calmar ~1.09. Uses trend-based hedges to capture big upside while enforcing risk discipline. Note: max drawdown can reach ~45% in stress.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.83 | 0.86 | 0.07 | 0.26 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 723.41% | 15.16% | 1.72% | 4.21% | 0.93 | |
| 21,829,356.49% | 127.75% | 4.13% | 9.45% | 1.77 |
Initial Investment
$10,000.00
Final Value
$2,182,945,649.29Regulatory Fees
$2,375,974.11
Total Slippage
$22,976,307.70
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