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Direxion Daily 20-Yr Treasury Bull 3x ShrsDirexion Daily 20-Yr Treasury Bull 3x ShrsDirexion Daily 20-Yr Treasury Bull 3x Shrs

Direxion Daily 20-Yr Treasury Bull 3x Shrs

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3X ETF Strategy using UPRO and TMF : 484.5 % return DISCLOSURE : This post is purely for educational purposes ONLY ! Do not risk real capital on this strategy. Again, purely for education purpose ONLY ! Strategy : This strategy is very simple. We invest in 50 % in S&P 500 ,and 50% in 20 years treasury. Now to maximize return, we are going to invest in 3X leverage ETFs, UPRO ;Proshares UltraPro S&P500, and TMF; Direxion shares trust 20 years Treasury. We will re-balance the portfolio at the beginning of each quarter( if necessary..see rules) Rules : 1. Invest ONLY if SPY is above 200 ma 2. 50 % in UPRO/ 50 % in TMF 3. Rebalance portfolio at the beginning of each quarter IF SPY > 200 ma 4. Close all positions if SPY < 200 ma at month's end. Back testing Results : Note: These ETF were made available only as of June 2010. The markets has been in a bull market since 2009, so results are really bias. 2009 : 25.7 % vs 22.3 % for SPY 2010: 44.5 % vs 15.1% 2011: 65.7 % vs 1.90 % 2012: 30.3 % vs 16.0 % 2013: 21.7 % vs 32.3 % 2014: 22.5 % vs 3.5 % So far Q2 , 2014, the system is up 8.3% vs 1.1 % for the SPY. Volatility : 23 % vs 16.4 % , That is very high Max DD : 20.69 % vs 18.61 % CAGR : 484.5 % vs 127.7 % ( from June 2009 till yesterday close) I will update this post on a monthly basis. Again, this is PURELY for educational purposes only! , cannot stress that enough. Cheers Algo
AMEX:TMF
by Algokid
15