UPRO For The Long Term (Reddit Post Link) - BIL instead of UVXY and UPRO intead of TCEL
Today’s Change (Aug 7, 2026)
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About
Aggressive, daily plan that rides S&P uptrends with 3× UPRO, parks in T‑Bills when rallies look overheated, and in downtrends flips among buying dips, shorting the S&P (SPXU), or long Treasuries (TLT). Very high risk and frequent switches.
Each day it checks trend and short‑term “heat.”
- If SPY (S&P 500 ETF) is above its 200‑day average, it holds UPRO (3× S&P) unless RSI says things look too hot (~>80); then it parks in BIL (T‑Bills).
- If below, it buys UPRO on deep dips (RSI <~30); otherwise, if UPRO is weak short‑term, it owns whichever is stronger: SPXU (−3× S&P) or TLT (long Treasuries). Else it toggles between SPXU and UPRO by RSI. RSI: 0–100 heat gauge; >70 hot, <30 washed out.
Out-of-sample edge: ~55% annualized vs ~21% for the S&P, with Calmar ~1.24 and Sharpe ~1.16. Higher market sensitivity and drawdowns up to ~45%, but strong upside when equities rally.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.24 | 1.84 | 0.43 | 0.66 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 965.37% | 14.92% | 2.3% | 5% | 0.9 | |
| 102,323.2% | 50.31% | 5.55% | 14.42% | 1.09 |
Initial Investment
$10,000.00
Final Value
$10,242,320.19Regulatory Fees
$8,855.64
Total Slippage
$78,675.75
Invest in this strategy
OOS Start Date
Sep 1, 2024
Trading Setting
Daily
Type
Stocks
Category
Trend-following,momentum,leveraged etfs,rsi,moving averages,s&p 500,treasuries,risk-on/risk-off