SPUU trading strategies, backtested
Direxion Daily S&P 500 Bull 2X Shares — Direxion's 2x daily S&P 500 fund. Every DeployQuant template run on SPUU over 5.5 years of minute data, same engine, same window, sorted by return.
| Strategy | CAGR | max DD | Sharpe | trades | win rate | final value |
|---|---|---|---|---|---|---|
| RSI(2) Dip Snapback | 22.7% | −31.2% | 1.03 | 161 | 67% | $30,947 |
| EMA 12/26 Trend | 20.0% | −22.9% | 0.98 | 19 | 53% | $27,424 |
| Weekly Entry + 7% Target | 19.6% | −57.9% | 0.77 | 54 | 67% | $26,948 |
| First-to-Last Day of Month | 18.9% | −44.2% | 0.73 | 67 | 64% | $26,006 |
| 20-Day Momentum + Trailing Stop | 16.7% | −17.6% | 0.89 | 12 | 75% | $23,472 |
| Drawdown Dip Buyer + 8% Target | 14.8% | −41.4% | 0.64 | 10 | 100% | $21,404 |
| Golden Cross (SMA 50/200) | 12.5% | −34.7% | 0.62 | 3 | 67% | $19,214 |
| SMA 10/50 Trend | 12.0% | −31.4% | 0.65 | 13 | 54% | $18,717 |
| SMA-200 Trend + 15% Trailing Stop | 10.3% | −39.7% | 0.58 | 8 | 50% | $17,153 |
| 200-Day SMA Regime Filter | 9.8% | −37.3% | 0.57 | 17 | 24% | $16,739 |
| 3-Month Momentum Switch | 9.5% | −38.6% | 0.57 | 16 | 56% | $16,501 |
| RSI(14) Mean Reversion | 5.6% | −34.7% | 0.34 | 12 | 75% | $13,509 |
| Buy & hold SPUU | 22.0% | −45.9% | 0.80 | — | — | $30,019 |
Build it from blocks (or type it in English), backtest it on 5.5 years of minute data in seconds, tweak any parameter, then paper trade it on live data. No card, no broker needed to start.
Frequently asked questions
What was the best strategy for SPUU?
Of the 12 templates tested on SPUU over 2021-01-04–2026-07-17, the strongest by CAGR was RSI(2) snapback at 22.7% (max drawdown 31.2%), versus 22.0% for buy-and-hold. Best-in-hindsight is not a forecast — check drawdowns and trade counts before drawing conclusions.
Did any strategy beat buying and holding SPUU?
1 of 12 templates beat SPUU buy-and-hold (22.0% CAGR) on this window; 11 of 12 had a shallower maximum drawdown than holding (45.9%).
Other leveraged etfs
Backtests are hypothetical, computed by DeployQuant's engine on minute-resolution consolidated US market data (2021-01-04 to 2026-07-17, $10,000 starting capital, no margin, fees and slippage not modeled) and do not guarantee future results. Nothing on this page is investment advice. Live trading involves risk of loss.