Im wondering how a 3x leveraged version of this strategy perform?
Roughly:
ie, MDY to UPRO
FEZ to EURL
EEM to EDC
ILF to BRZU/LBJ
EPP to YINN
EDV to TMF
Returns but also volatility would be sharply higher. Any thoughts on a leveraged call/ backtest like that?
Otherwise fantastic work, very impressed.