Leveraged ETF 討論區 (11)
Outliers
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TMF
依幾日Decay到
尋晚夜四點172加倉，加完就跌，屌
返工嘅人都無心情做嘢啦 
係
怕咩，跌就溝
一個月後又破頂
利申 均價136，月供撚
一個月後又破頂
利申 均價136，月供撚
inverted yield curve同recession開始/股災開始，時間可以相距好遠。
仲有2019年inverted咗一次，咁你當嗰次完結咗未？當時走咗，幾時入返？
仲有2019年inverted咗一次，咁你當嗰次完結咗未？當時走咗，幾時入返？
下面有條友咁講
According to my calculations 100% S&P has an expected CAGR of around 5% + risk free rate and a 50:50 mix of UPRO has a CAGR of around 5.6%+ risk free rate. Simply put, even if your timing strategy switched between UPRO and S&P at random, you would still expect higher performance than 100% S&P.
The performance differences you are seeing likely has nothing to do with your timing strategy but everything with taking more risk. This is clearly visible in the screenshot because you outperform the S&P 500 while taking twice the amount of risk. Higher risk results in higher reward (as long as you don't pass the kelly criterion), who would have thought?
其實係 佢個timing portfolio sd太高
用呢個risk去同SPY比唔公平
According to my calculations 100% S&P has an expected CAGR of around 5% + risk free rate and a 50:50 mix of UPRO has a CAGR of around 5.6%+ risk free rate. Simply put, even if your timing strategy switched between UPRO and S&P at random, you would still expect higher performance than 100% S&P.
The performance differences you are seeing likely has nothing to do with your timing strategy but everything with taking more risk. This is clearly visible in the screenshot because you outperform the S&P 500 while taking twice the amount of risk. Higher risk results in higher reward (as long as you don't pass the kelly criterion), who would have thought?
其實係 佢個timing portfolio sd太高
用呢個risk去同SPY比唔公平
唔太準㗎
出現Recession之前絕大多數都有inverted yield curve出現
但係出現inverted yield curve唔一定會出現recession
出現Recession之前絕大多數都有inverted yield curve出現
但係出現inverted yield curve唔一定會出現recession
recession用GDP growth計 好似係
連2季衰退就係recession
連2季衰退就係recession
你都係冇答到佢問題喎
咁Recession又唔係導致股價大跌嘅唯一原因
至於全唔全倉TQQQ, 你首先要考慮承受能力
到底你承受得住TQQQ跌幾多
至於全唔全倉TQQQ, 你首先要考慮承受能力
到底你承受得住TQQQ跌幾多