stock
None
NYSEARCA:UPRO
60.64
+3.93 (+6.93%)
After-mkt: 60.64 +3.93 (+6.93%)
52 Week Rng -
Market Cap -
Avg Volume -
1M Volatility -
Short Ratio -
P/E Ratio (TTM) -
P/E Ratio (Fwd) -
P/B Ratio -
Div & Yield -
BUY
100
Filled
ACTION
TICKER
SHARES
STATUS
BUY
2
Filled
ACTION
TICKER
SHARES
STATUS

Vanilla_Sweiss Stockfuse Continuum (US) 4w

Automatic trade executed by Stockfuse to ensure margin compliance.

BUY
250
Filled
ACTION
TICKER
SHARES
STATUS
BUY
680
Filled
ACTION
TICKER
SHARES
STATUS
[SELL]
186
Filled
ACTION
TICKER
SHARES
STATUS
[SELL]
7,000
Filled
ACTION
TICKER
SHARES
STATUS
[SELL]
83
Filled
ACTION
TICKER
SHARES
STATUS
[SELL]
182
Filled
ACTION
TICKER
SHARES
STATUS
BUY
6,741
Filled
ACTION
TICKER
SHARES
STATUS

Bill_Hwang Aalto Investment management game (Fall 2021) Nov 2021

Trade to meet investment mandate (systematic strategy). Summary prospectus below:

The Leveraged Momentum fund is an investment vehicle inspired by Michael Gayed's research paper "Leverage for the Long Run - A Systematic Approach to Managing Risk and Magnifying Returns in Stocks" and SeekingAlpha contributor Logan Kane.

The fund invests in UPRO and TQQQ during periods of low forecasted volatility and shifts to IEF (7-10 year treasury ETF) during periods of high forecasted volatility.

The fund receives levered exposure to the S&P 500 and Nasdaq 100 from the 3x ETFs UPRO and TQQQ. Investing 33% of one's portfolio into either ETF outperforms investing 100% into their underlying indices during periods of low volatility. Conversely, the levered ETFs suffer from volatility drag and underperform their underlying assets during periods of high volatility after adjusting for leverage.

We forecast volatility separately for UPRO and TQQQ by comparing the NAV of their underlying indices to their 200-day moving averages. When the value of either index falls below this indicator, we shift that position entirely into IEF. We also assume a 1% band around the 200-day moving average in case the index hovers around it (i.e. Shift into IEF when the index value falls below 1% of the moving average and vice versa).

We use debt to achieve higher expected returns and aim to keep a constant leverage ratio of 2:1.

SELL
10
Filled
ACTION
TICKER
SHARES
STATUS
SELL
11
Filled
ACTION
TICKER
SHARES
STATUS
BUY
106
Filled
ACTION
TICKER
SHARES
STATUS
BUY
39
Filled
ACTION
TICKER
SHARES
STATUS

boydtrading1 Stockfuse Continuum (US) Nov 2021

Automatic trade executed by Stockfuse to ensure margin compliance.

BUY
42
Filled
ACTION
TICKER
SHARES
STATUS
BUY
74
Filled
ACTION
TICKER
SHARES
STATUS
[SELL]
211
Filled
ACTION
TICKER
SHARES
STATUS
[SELL]
196
Filled
ACTION
TICKER
SHARES
STATUS
[SELL]
39
Filled
ACTION
TICKER
SHARES
STATUS
[SELL]
201
Filled
ACTION
TICKER
SHARES
STATUS
BUY
5
Filled
ACTION
TICKER
SHARES
STATUS
more
TQQQ AAPL AMZN NVDA TSLA AMZN BSBR DIN EW GGP
Market data provided by Xignite, BATS BZX Real-Time Price, and SIX Financial Information.