UST trading strategies, backtested
ProShares Ultra 7-10 Year Treasury — 2x daily leveraged intermediate Treasuries. Every DeployQuant template run on UST over 5.5 years of minute data, same engine, same window, sorted by return.
| Strategy | CAGR | max DD | Sharpe | trades | win rate | final value |
|---|---|---|---|---|---|---|
| SMA 10/50 Trend | 0.4% | −10.4% | 0.09 | 15 | 40% | $10,213 |
| RSI(2) Dip Snapback | −0.6% | −30.4% | -0.01 | 172 | 59% | $9,669 |
| Golden Cross (SMA 50/200) | −2.2% | −21.1% | -0.28 | 5 | 40% | $8,858 |
| Drawdown Dip Buyer + 8% Target | −3.8% | −31.7% | -0.21 | 0 | — | $8,094 |
| RSI(14) Mean Reversion | −4.3% | −30.2% | -0.35 | 15 | 53% | $7,821 |
| 20-Day Momentum + Trailing Stop | −4.5% | −24.8% | -0.77 | 3 | 0% | $7,769 |
| 200-Day SMA Regime Filter | −6.3% | −34.4% | -0.83 | 34 | 29% | $6,958 |
| SMA-200 Trend + 15% Trailing Stop | −7.6% | −39.8% | -0.66 | 4 | 0% | $6,459 |
| First-to-Last Day of Month | −7.7% | −47.7% | -0.50 | 67 | 48% | $6,410 |
| Weekly Entry + 7% Target | −8.1% | −44.5% | -0.52 | 11 | 27% | $6,253 |
| EMA 12/26 Trend | −100.0% | −63641.8% | 0.49 | 16 | 19% | $-112,100,670,624,346,680,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000 |
| 3-Month Momentum Switch | −100.0% | −227654.6% | -0.63 | 5 | 0% | $-2,245,555,736,167,082,300,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000 |
| Buy & hold UST | −7.3% | −44.6% | -0.45 | — | — | $6,563 |
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 UST?
Of the 12 templates tested on UST over 2021-01-04–2026-07-17, the strongest by CAGR was SMA 10/50 trend at 0.4% (max drawdown 10.4%), versus −7.3% 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 UST?
7 of 12 templates beat UST buy-and-hold (−7.3% CAGR) on this window; 9 of 12 had a shallower maximum drawdown than holding (44.6%).
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.