Hey. Wondering if any if you can help me out. I, like many of you, have been all into LEFT’s and felt the waves. I think the strategy can be great, but, always thinking of ways to optimize it. I’d like to do some backtesting on entry and exit points but don’t know how to code. And. Google was not helpful at all.
And, maybe someone has done this before. Thinking about the following:
60% UPRO
40% TMF
Rebalanced annual. But. With the following:
– exit UPRO when SPY goes under 200DMA
– exit TMF when 30 yr treasury drops below 200DMA
For both, repurchase if it continues to drop
So, if either goes above 200DMA, purchase back in
If it drops 5% below 200DMA (for either), deploy 10% back in (for either, and, of the underlying holding (ie if SPY goes below 200DMA, not UPRO.
If it drops 10% below 200DMA (for either), deploy 20% back in
If it drops 15% below 200DMA (for either), deploy 30% back in
Etc.
But, if it pops back above 200DMA, 100% is back in. And, theoretically, if it drops 50% below 200DMA, 100% in (just a continuation of the math above)
Can someone help me do this? Or point me in the right direction on how to do this?
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