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 22, 2026)
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About
An aggressive market-timing strategy that usually bets hard on the S&P 500 with 3x leverage, but switches into bearish, bond, or fear-based funds when the market looks overheated, unstable, or in trouble.
How it worksThis strategy usually tries to own SPXL, a fund that aims to deliver 3x the daily move of the S&P 500.
It first asks: is the broad U.S. stock market healthy? If yes, it mostly stays aggressively bullish. But if the market looks too hot, too jumpy, or panic is rising, it may switch into SPXU (which rises when the S&P 500 falls), TLT (long U.S. government bonds), or UVXY (a volatility fund that tends to jump when fear spikes).
It uses RSI as a “temperature gauge” of how stretched recent moves are.
Value propOut-of-sample, this adaptive regime-switching strategy targets outsized upside with hedges. Annualized return ~46.7% vs SPY ~20%; Calmar ~1.04; Sharpe ~1.10. It protects capital with SPXU/TLT/UVXY switches, but can endure larger drawdowns (~44.8%).
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.83 | 0.87 | 0.07 | 0.26 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 719.04% | 15.08% | -0.05% | 3.57% | 0.93 | |
| 21,385,282.81% | 126.94% | -1.15% | 7.43% | 1.76 |
Initial Investment
$10,000.00
Final Value
$2,138,538,281.39Regulatory 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 equity, tactical asset allocation, trend-following, mean reversion, volatility hedge, inverse etf, bonds
Tickers in this symphonyThis symphony trades 6 assets in total