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UPRO FTLT
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About

A daily, single‑ETF timing model. It rides S&P 500 uptrends with 3x leverage (UPRO), but at overbought extremes flips to volatility (UVXY). In downtrends it seeks bounces with UPRO or rotates to inverse S&P (SPXU) or long Treasuries (TLT).
NutHow it works
Daily the strategy holds one fund. It checks trend (SPY above its 200‑day avg = uptrend). Uptrend: hold UPRO (3x S&P) unless 10‑day RSI on UPRO/SPXL is very high (>~80), then switch to UVXY (a volatility play). Downtrend: if SPY is very oversold (RSI<30) buy UPRO for a bounce; else if UPRO is below its 20‑day avg, own the stronger of SPXU (‑3x S&P) or TLT (Treasuries); otherwise if SPXU is oversold (RSI<31) buy SPXU, else UPRO. RSI 0–100: high=hot, low=washed out.
CheckmarkValue prop
Out-of-sample edge: 35.29% annualized return with a 0.81 Sharpe, vs S&P 15.41% return and ~0.80 Sharpe. Aims strong upside in uptrends with tactical hedges; bear markets may incur larger drawdowns.
Invest in this strategy
OOS Start Date
Jan 20, 2025
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, market timing, trend + countertrend, volatility, tactical, s&p 500, treasuries
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type