How long can you safely hold 3x leveraged etf?

Discussion in 'ETFs' started by easymon1, Jan 27, 2023.

  1. easymon1

    easymon1

    what you talkin about9.jpg
    Care to explain?
     
    #21     Jan 28, 2023
  2. DaveV

    DaveV

    After 2 postings you still don't understand the point I am trying to make - that long term, nx leveraged ETFs of volatile indexes will always underperform by more than nx the underlying index. I simply chose $100 to make the example math easier. I urge you to read the following article that showed a real world case of a 2x leveraged ETF that was DOWN 14% while the underlying index was UP 16%.

    https://thecollegeinvestor.com/4414/leveraged-etfs-dont-match-market-performance/
     
    Last edited: Jan 28, 2023
    #22     Jan 28, 2023
    easymon1 likes this.
  3. easymon1

    easymon1

    Thanks for that link, man. From the article above -
    "Buying and holding leveraged ETFs is playing with fire.
    They are designed for day traders..."
    So if one is a day trader - 1) What is the problem with 3X levered etf's?
    and if one is a 2) "Swing Trader" holding for 2 to 10 days, Problemo?
    and if one 3) hangs on for 30 days, what issues not mentioned above creep into the scene?
     
    #23     Jan 28, 2023
  4. DaveV

    DaveV

    1) I see no problem with day traders using 3X, or inverse 3X. I have used them dozens of times myself, but have never held for more than a day. My algos are programmed to treat them as if I bought, or sold, 3X the underlying. Sometimes it is easier to get fills on the 3X ETFs that the 1X ETFs.

    2) For 2 days or longer, it depends on the market and underlying index volatility. If not too volatile, probably okay to hold the 3X. Otherwise, the decay and compounding differences can quickly add up,
     
    #24     Jan 28, 2023
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  5. KCalhoun

    KCalhoun

    #25     Jan 28, 2023
    easymon1 likes this.
  6. wmwmw

    wmwmw

    u

    What you said is a popular view that everyone knows.
    But what you don't know is that this view is flawed and biased.
    The article in your link is an example why its conclusion is false.
    Because it chose the time frame that suit its conclusion. Why it chose 2006-2012 as a time period to prove its conclusion? Why leave out the great bull market of 2012-2020? If it include 2021-2020, it will get a complete opposite conclusion.
    This is how those bullshit articles hide the truth and intentionally mislead people.
     
    Last edited: Jan 29, 2023
    #26     Jan 29, 2023
    murray t turtle and nitrene like this.
  7. iprph90

    iprph90

    I back tested the 10 month MA on TQQQ (inception date 02/2010) from 11/2010 to 02/2022. Buy/Sell signal EOM above or below 10 month MA.

    Results: 6849% increase

    For QQQ returns for same time period were 569% increase.

    I did this old school so perhaps somebody can check my work.:D
     
    #27     Jan 29, 2023
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  8. iprph90

    iprph90

    Edit. The returns for QQQ based on buy and hold.
     
    #28     Jan 29, 2023
  9. nitrene

    nitrene

    I agree that the more volatile an underlying index the worse these daily leveraged ETFs will perform. UDOW will perform better than TQQQ in a down market -- UDOW -21% vs. TQQQ -62% in the last 12 months.

    What iprph90 stated is undeniably true as well -- TQQQ is still up 50X since its debut in 2010 vs QQQ which is up 5.7X. TQQQ would have to drop 98% to go back to the February 2010 levels so not every leveraged ETF does worse than the underlying index.

    Interestingly TQQQ and QQQ have the same performance over 5 years.

    The most amazing performance of a leveraged ETF actually comes from the 3X FANG+ Index ETF FNGU. If you bought the Fed all in rhetoric and bought FNGU on 3/24/2020 at ~$36 split adjusted and peaked at $500 on 11/4/2021 -- up 13.7X in 20 months.

    UDOWvsTQQQ_12month.JPG QQQvsTQQQ_12month.JPG QQQvsTQQQ_60month.JPG FNGU_36month.JPG
     
    Last edited: Jan 29, 2023
    #29     Jan 29, 2023
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  10. Buy1Sell2

    Buy1Sell2

    As long as you want to in a trending market.
     
    #30     Jan 29, 2023
    murray t turtle likes this.