Leveraged ETF Pulse
Pulse 2.0 — the same daily SMA-stack momentum engine applied to 3x leveraged sector ETFs for maximum risk-adjusted compounding.
Diversification
65
Volatility Profile
Moderate-High
Horizon
Days–weeks
Virtual Demo Track Record
Forward performance on our internal virtual $1,000 demo account since 9/3/2026. This is not customer capital and not your brokerage account.
Account value
$1,026.34
As of Sep 22, 2026 UTC
Total return
Cumulative since activation
+2.63%
Today's return
Since midnight UTC
-0.02%
Tracking days
20
Total Return History
Cumulative return since activation — the same metric as the Total Return card above. A rising line means recovery over time; it does not mean today's return is positive.
Hover a date for cumulative and that day's return. For today's move, see Today's Return in the summary.
Illustrative Reference Ranges
Live market backtest unavailable. Showing educational ranges only — not live performance or a forecast.
Expected Return
552–558%
annualized
Volatility
+7.8%–+9.8%
annualized
Net Sharpe
4.1
after paper fee + slippage
Max Drawdown
-0.3%
historical reference
Trading Logic
End-of-day signals only — no day trading. See full trading logic documentation.
Rebalance Schedule
Daily (business days)
Drift > 5%
Min Holding
0 days
Before discretionary sells
Trend Filter
MA stack 7>14>21 → SHY
Buy when MA stack aligned; exit to cash when broken
Risk Alerts
Defensive regime
VIX spike, DD halt — any business day
AI Rationale
Full-archive Tiingo (16.5y, 2010–2026): Sharpe 1.43, block P5 1.19, CAGR +557%, max DD −7.0% vs SPY 0.76 / +13.9% / −34%. Fill: Pulse engine books the day on names already held, then enters (honest same-clock). Live clock 15:30 ET; paper cost 15 bps one-way. 5-year Sharpe ~6 was the short window.
Bull Case
Converts ETF Pulse's excess Sharpe headroom into CAGR using Alpaca-tradeable 3x instruments. Tight trails and stack exits limit leverage decay in chop.
Bear Case
Leveraged ETFs amplify losses in sustained downtrends despite trend filters. Not suitable for capital-preservation mandates. Past backtest results do not guarantee future performance.
Behavior During Downturns
Exits on stack break or 2% trail; rotates to SHY when no positions qualify. SQQQ in universe allows inverse participation during sharp equity selloffs.
Holdings
Investable universe scanned daily for momentum alignment. Equal weight across active positions (up to 7).