TMF trading strategies, backtested
Direxion Daily 20+ Year Treasury Bull 3X Shares — 3x daily leveraged long-term Treasuries — rate bets, amplified. Every DeployQuant template run on TMF 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 | −1.3% | −55.1% | 0.11 | 163 | 56% | $9,309 |
| Golden Cross (SMA 50/200) | −8.8% | −50.4% | -0.52 | 4 | 0% | $6,013 |
| Weekly Entry + 7% Target | −10.5% | −63.8% | -0.14 | 203 | 33% | $5,406 |
| 200-Day SMA Regime Filter | −10.9% | −53.3% | -0.71 | 17 | 0% | $5,290 |
| SMA 10/50 Trend | −11.1% | −57.6% | -0.31 | 18 | 22% | $5,209 |
| 20-Day Momentum + Trailing Stop | −11.5% | −55.7% | -0.47 | 27 | 26% | $5,082 |
| SMA-200 Trend + 15% Trailing Stop | −13.4% | −62.5% | -0.64 | 9 | 22% | $4,512 |
| 3-Month Momentum Switch | −13.6% | −63.5% | -0.60 | 17 | 18% | $4,449 |
| EMA 12/26 Trend | −15.0% | −66.4% | -0.50 | 27 | 26% | $4,078 |
| RSI(14) Mean Reversion | −22.7% | −78.6% | -0.57 | 13 | 46% | $2,415 |
| Drawdown Dip Buyer + 8% Target | −29.2% | −86.5% | -0.62 | 0 | — | $1,482 |
| First-to-Last Day of Month | −30.8% | −89.2% | -0.65 | 67 | 40% | $1,304 |
| Buy & hold TMF | −30.7% | −87.7% | -0.67 | — | — | $1,316 |
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 TMF?
Of the 12 templates tested on TMF over 2021-01-04–2026-07-17, the strongest by CAGR was RSI(2) snapback at −1.3% (max drawdown 55.1%), versus −30.7% 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 TMF?
11 of 12 templates beat TMF buy-and-hold (−30.7% CAGR) on this window; 11 of 12 had a shallower maximum drawdown than holding (87.7%).
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.