$TMFDaily : Price above 200MA
240mn : Conversion Line crossing up Base Line ; price seat on cloud as rez ; lagging span above prices
TMF trade ideas
TMF (20+ Yr Treasury Bond 3X ETF)Bought TMF on this pullback to the demand zone highlighted in yellow which sits at former resistance and should be acting as support. Use the TLT chart as a reference for entry, exit and targets.
Entry: 101.26
Stop Loss: 98.73
Target 1: 108.00
Year End Update : 3X ETFs Strategy , Q4 Return : 19.9 %
2014 Return : 66.1 %
Volatility : 16.7 %
MAX DD : - 8.11 %
We are rebalancing the positions for tomorrow.
Cheers
QUATERLY UPDATE : 3X ETF STRATEGY , Q3 UP 6.20 % This strategy finish the quarter with a positive return of 6.20 %. We are re-balancing the portfolio for the new Quarter starting tomorrow
YTD return : 36.2 %.
Cheers
Algo
QUATERLY UPDATE : 3X ETF STRATEGY , 14 % for Q2, 28 % YTDThis strategy finishes the quarter with a + 14 % return , 3.8 % in April, 7.7 % in May, and 2.4% for June. For 2014 it is up 29 % . However the volatility is very high at 20.6 %.
We are re-balancing the portfolio for the Q3 , 2014. Again , this system is for educational purposes only. Next update will be on 7/30/2014.
Cheers
Algo
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
