Showing off – The best strategies and portfolios

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    This is strategy I’m using from this month replacing GMRS hedged in my portfolio. The only difference is that it uses GLD-USD for hedging instead of Hedge. Performance is very similar to original GMRS, but gives me some exposure to GLD and reduces exposure to TLT which is pretty high for my taste.

    GMRS hedged with GLD

    Alexander Horn

    We’re reopening this thread to improve the structure of the forum

    Mark Vincent

    Crazy Returns leveraged Models.
    I created a Meta Strategy for fun using 3 other strategies that seems to switch assets well. The Return is 50% over 5 years. The unleveraged version does well also. Her it is:
    1. Leveraged US Market Strategy (LB=20, SR, ETF=2, Max Allocation=70, Min Allocation =30, Vol Att=0)
    a. SPLV
    b. SPXL
    c. TMF
    d. TQQQ
    e. UDOW
    f. UGLD
    2. UIS using TQQQ (LB=28, DR, ETF=1, Max Allocation 90, Min Allocation=0, Vol Att =0)
    a. TLT
    b. TMF
    c. UGLD
    d. TQQQ
    3. MYRS ZIV-hedged
    a. ZIV
    b. TMF
    Meta Strategy (LB=104, SRRP, ETF=2, Max Allocation = 70, Min Allocation = 0, Vol Att=1.5)

    Mark Vincent

    Hello LI community,

    I would never suggest anyone invest in Leveraged ETF but they are fun to build. I know LI has a UIS SPXL strategy why is there not a UIS TQQQ strategy? The Nasdaq out performs the S&P and US is built on technology just look at fang stocks.

    Is there a better way to build a UIS TQQQ strategy? The one I created is killing it. Comments from members would be appreciated.

    Note: I have a very small amount of real money in the strategy for a very short period of time. Once the next correction comes and I lose 30 or 40% I might not be so curious.


    Mark Vincent

    Hello LI Community,

    As mentioned above this is not a recommendation but this strategy is up 48% in 4 months but volatility is 21%. On the flip side my conservative model is up 10% with volatility of 4%. It will be interesting to see what happens in the next pullback. When models shootup like hockey sticks it’s usually a sign of reversion to the mean is coming soon. Let’s wait and see.

    Happy Trading,
    Mark Vincent

    Mark Vincent

    I’m really curious to see how this does OS. The long lookback and Quarterly rebalancing are not adviseable. It could just be dumb luck and over optimized. With a 3 year CAGR= 90 and 2.5 Sharpe It’s interesting. We will not know until the next major drawdown.

    Extreme TQQQ TMF UGL SR3 RQ L170
    TLT=Barclays long term treasury (10 years),2,2,1
    TMF=3x direxion leveraged 20-yr treasury,2,2,1
    StockSet63=Extreme TQQQ TMF UGL SR3 RQ L170,1,3,StockSetStrategy63,2020-07-28,2020-07-28,TLT@1,TMF@1,TQQQ@1,UGL@1



    That’s a good strategy! Well hedged. There is however some bias in choosing the Nasdaq TQQQ ETF only which started just after the Dotcom crisis in 2003. The unleveraged Nasdaq QQQ lost 80% during the Dotcom crisis from 2000-2003 which translates in a near total loss for a 3x leveraged Nasdaq ETF investment. All would depend now if during this time the strategy would have chosen Gold and Treasuries to avoid this loss.


    By the way we will publish the 2x leveraged US Market strategy before end of this month which can switch between 2x leveraged Nasdaq SP500 and Dow which helped during the 2000 Dotcom crash

    Mark Vincent

    Thanks Frank,

    Using the US Mkt strategy would be a much better option. I replaced TQQQ with US MKT strategy and used TLT and GLD. Quarterly rebalance and the results over 20 years are very good especially the last 3 years.



    Can you put your leveraged strategies in an .ini file? I have no idea how to see your strategy using QT.


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