The expiration day in July gives a bearish bias to the market that we have found to be trade-able in our Almanac Trader portfolio. Since 2000, using 1X and 2X index ETFs, our strategy produced 56 trades for 64% success rate. The average gain is 1.6% for an average of one-day holding period giving an annualized return of 568.4%.
|Seq.||ETF||# of Trades||Win %||Avg. Return||Avg. Days||Annualized|
At the end of today we will go long:
- DXD – ProShares Ultra Short Dow 30
- SDS – ProShares Ultra Short S&P
- QID – ProShare Ultra Short QQQ
- TWM – ProShares Ultra Short Russell 2K