MAX PAIN
This strategy is for the investing psychopath who demands maximum gains any way possible, regardless of frequent and large drawdowns and daily swings that are often well in excess of 5% up or down. Smart Leverage is not used in MAX PAIN because it is always fully leveraged in 3X funds. MAX PAIN evaluates the 1X base versions, the underlying ETF's, and when the Russell 1000 has upward momentum it then invests in the best performer's 3X leveraged version, the components are 3X Russell 2000 (IWM), 3X S&P MidCap 400 (MIDU), and 3X S&P 500 (UPRO). When the Russell 1000 does not have upward momentum it invests into 3X long duration treasuries (TMF) for the first month, and any subsequent months out of equities it invests into extended duration treasuries (EDV).
This strategy is suitable for Small Fry investors with allocations up to $500,000.
See the reporting decks for more detailed investment performance and metric information.
The inception date for MAX PAIN is January 2021, When this strategy was conceived, I had monthly return data from 2000 through 2020, this was the In Sample time for the strategy, which means that I had results for that period and could see how the strategy performed during that period of time. I have subsequently got data back to 1980 for this strategy, from 1980 through 2000, and the time from March 2021 through current are Out of Sample periods of time, meaning the strategy never saw those returns, the strategy had already been finalized.