2x Better UPRO - Daily
Backtest results
Metrics
1Y · since Oct 20252x Better UPRO - Daily | |
|---|---|
| Total Return | -17.65% |
| CAGR | -17.77% |
| Sharpe | -0.65 |
| Calmar | -0.71 |
| Max DD | -24.90% |
| Volatility | 25.20% |
| Win Rate | 49.0% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Dynamic and risk-aware, the strategy mainly holds leveraged equity funds such as leveraged Nasdaq (TQQQ) and leveraged S&P 500 (UPRO) when market momentum and trend tests are positive, then switches to short-term Treasury (BIL) or a volatility hedge (UVXY) when drawdowns or VIX spikes signal stress. It protects itself by moving into bonds or inverse volatility weighting when risk-off conditions appear, ensuring a balanced exposure that adapts to market swings.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is 2x Better UPRO - Daily?
Dynamic and risk-aware, the strategy mainly holds leveraged equity funds such as leveraged Nasdaq (TQQQ) and leveraged S&P 500 (UPRO) when market momentum and trend tests are positive, then switches to short-term Treasury (BIL) or a volatility hedge (UVXY) when drawdowns or VIX spikes signal stress. It protects itself by moving into bonds or inverse volatility weighting when risk-off conditions appear, ensuring a balanced exposure that adapts to market swings.
What is 2x Better UPRO - Daily holding today?
As of Oct 30, 2026, 2x Better UPRO - Daily allocates to TMF 64.9%, UPRO 35.1%.
How has 2x Better UPRO - Daily performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, 2x Better UPRO - Daily returned -18.1% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of 2x Better UPRO - Daily?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of 2x Better UPRO - Daily in a hypothetical backtest was -24.9%.
How do I use 2x Better UPRO - Daily?
Open 2x Better UPRO - Daily in Quantly to rerun the backtest, adjust the rules, and paper trade it. You can also connect a supported brokerage to trade your version live.
Backtest results are hypothetical and do not guarantee future returns. Strategies are shared by Quantly users for research only and are not investment advice.