UPRO For The Long Term Feaver Edition
Today’s Change (Nov 5, 2026)
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About
An aggressive market-timing strategy that usually bets hard on the S&P 500, but switches to crash protection, bonds, or even bearish positions when stocks look overheated or weak.
How it worksThis strategy checks the market every day.
If the S&P 500 is in a healthy long-term uptrend, it usually wants to own UPRO, a fund that tries to deliver about 3x the S&P 500’s daily move. But if the market or big tech has risen too fast, it switches to protection: mostly UVXY (which tends to jump when fear spikes) and sometimes BTAL (a defensive stock strategy).
If the S&P 500 falls below its long-term trend, it becomes tactical. On very hard selloffs, it tries to buy a bounce using UPRO or TQQQ. Otherwise it may hide in TLT (long-term Treasury bonds) or SPXU, which rises when the S&P 500 falls.
Value propOut-of-sample edge: ~56% annualized return vs ~16% for the S&P; Sharpe ~1.16 vs ~1.01; Calmar ~1.29. A dynamic, risk-aware strategy that hunts upside in trends and hedges in turbulence - though drawdowns can be larger than the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.82 | 1.24 | 0.16 | 0.4 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 786.38% | 15.6% | -1.04% | -0.34% | 0.95 | |
| 62,510,385.7% | 142.64% | -4.31% | -4.3% | 1.96 |
Initial Investment
$10,000.00
Final Value
$6,251,048,569.73Regulatory Fees
$7,396,559.81
Total Slippage
$71,131,721.87
Invest in this strategy
OOS Start Date
Sep 13, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged equities, tactical asset allocation, trend-following, mean reversion, volatility hedge, risk-off rotation
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type