UPRO FTLT (zoop's No K-1 Edit)
Today’s Change (Feb 22, 2026)
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About
A daily, high‑octane, one‑position strategy. It follows the S&P 500’s trend, uses RSI to avoid overheated spots, and switches among 3× S&P longs/shorts, tech rebounds, volatility, or Treasuries/cash. Very aggressive and volatile.
Each day it checks trend and heat.
- Trend: Is the S&P 500 (SPY) above its 200‑day average price (a long‑term trend line)?
- Heat: RSI gauges how fast price has risen or fallen; high = “hot,” low = “washed out.”
In uptrends it usually holds UPRO (3× S&P), but if things look overheated it shifts to T‑bills (BIL) or volatility (VXX). In downtrends it may try quick tech rebounds (TECL) or rotate among short S&P (SPXU) and Treasuries (IEF/BSV).
Out-of-sample edge: 43.24% annualized return vs SPY 17.61%, Calmar 5.59, OOS Sharpe 1.40. A regime-switching, 3x-levered S&P strategy with hedges aims for big upside while controlling risk; bear markets may show larger drawdowns (7.73%).
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.86 | 1.05 | 0.13 | 0.36 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 179.86% | 13.6% | 1.75% | 5.97% | 0.75 | |
| 101,067.43% | 135.67% | 3.95% | 14.84% | 1.8 |
Initial Investment
$10,000.00
Final Value
$10,116,742.51Regulatory Fees
$15,378.78
Total Slippage
$104,097.29
Invest in this strategy
OOS Start Date
Dec 21, 2025
Trading Setting
Daily
Type
Stocks
Category
Daily tactical, trend + rsi, leveraged etfs, s&p 500 focus, tech momentum, volatility hedge, treasuries/bonds
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPXU
ProShares UltraPro Short S&P 500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
VXX
iPath Series B S&P 500 VIX Short-Term Futures ETN
Stocks