UPRO For The Long Term Feaver Edition
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, 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, this tactical strategy delivers much higher risk-adjusted gains versus the S&P 500: oos annualized return ~62% vs 17.6%, oos Sharpe ~1.24 vs 1.08, Calmar ~1.43. Dynamic hedges aim to capture big upside while managing drawdowns.
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 | |
|---|---|---|---|---|---|
| 793.64% | 15.7% | -0.05% | 3.57% | 0.96 | |
| 64,526,364.72% | 143.73% | -1.16% | 7.32% | 1.97 |
Initial Investment
$10,000.00
Final Value
$6,452,646,471.88Regulatory Fees
$7,396,515.38
Total Slippage
$71,131,335.04
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