UPRO For The Long Term Feaver Edition
Today’s Change (Aug 7, 2026)
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About
A daily, rule-based switcher. Uses SPY’s 200‑day trend and short‑term RSI “hot/cold” readings to toggle between offense (UPRO/TQQQ) and defense (SPXU, TLT, UVXY, BTAL). Buys big dips; hedges or moves to volatility when markets run too hot.
Daily, it first asks: is the S&P 500 (SPY) above its 200‑day average? If yes, it’s risk‑on. If short‑term momentum (RSI, a 0–100 “hot/cold” gauge) is very hot, it shifts to shock absorbers (UVXY and BTAL). If not, it prefers UPRO (3× S&P) or BTAL. If SPY is below its 200‑day (risk‑off), it buys big dips in TQQQ/UPRO when deeply oversold, else holds the stronger of SPXU (3× inverse S&P) or TLT. UVXY=VIX futures; BTAL=low‑beta long/high‑beta short.
Out-of-sample, this strategy shows ~69% annualized return, Sharpe ~1.30, Calmar ~1.60 vs S&P ~19% return. Higher upside per unit risk, with larger drawdowns in downturns.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.84 | 1.23 | 0.16 | 0.4 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 786.25% | 15.88% | 2.3% | 5% | 0.96 | |
| 64,639,304.21% | 146.86% | 5.55% | 6.06% | 1.99 |
Initial Investment
$10,000.00
Final Value
$6,463,940,420.66Regulatory Fees
$7,401,467.61
Total Slippage
$71,184,211.52
Invest in this strategy
OOS Start Date
Sep 13, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, trend following, mean reversion, risk-on/risk-off, volatility hedge, tactical allocation, daily rebalanced
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type