S&P Momentum Model

2025-06-13 16:00:00
UPRO: -3.49%, Vol: 147%, Momentum: -514 Nd, Force: -317 N, Slope: -502 Nd, Phase: 225°
Decision-Tree: HOLD (2.31%), APR: 56.14%, 20 transactions at 2.81% per, B&H APR: 5.88%
Ensemble: (HOLD-NO-BUY-BUY-BUY-BUY-BUY-BUY-BUY)
LLM: 30% confidence, -0.19% trading profit
2025-06-13 16:00:00
SPXU: 3.5%, Vol: 185%, Momentum: 648 Nd, Force: 182 N, Slope: 628 Nd, Phase: 45°
Decision-Tree: HOLD (3.5%), APR: 55.04%, 7 transactions at 7.86% per, B&H APR: -35.04%
Ensemble: (HOLD-NO-HOLD-HOLD-NO-BUY-HOLD-HOLD)
LLM: 70% confidence, -0.19% trading profit

S&P Market Analytics
by Generative AI

Market Sentiment Rating: 5 Number of Headlines Analyzed: 77 Date Range: June 4 - June 12, 2025 After analyzing recent news headlines and momentum model outputs, market sentiment remains cautious due to ongoing trade war tensions and uncertainty surrounding US-China trade talks. UPRO Momentum-Model Output: * Price: up 1.1% * Volatility: 88% of average * Momentum: positive 101 Nd Decision-Tree: HOLD SPXU Momentum-Model Output: * Price: down -1.1% * Volatility: 150% of average * Momentum: negative -163 Nd Decision-Tree: BUY Trade Results Summary: Our last simulated trade on 2025-06-12 01:06:28 for UPRO at 80.0% confidence-level resulted in a 1.86% market gain with a total market loss of -0.94% over 29 trading sessions since 2025-05-01 23:38:05. New Self-Learning Feedback (SLF): * Market sentiment can quickly change due to news headlines. * Easing trade tensions boost market sentiment and support our recommendation. Considering the momentum model outputs, both UPRO and SPXU have mixed signals with moderate confidence levels (60-79%). Given the cautious market sentiment due to trade war tensions and uncertainty surrounding US-China trade talks, I recommend **SPXU at 70% confidence**. This recommendation is based on the decision-tree output of BUY and the easing of trade tensions, which supports our previous self-learning feedback. Justification: Given the cautious market sentiment due to trade war tensions and mixed signals from both UPRO and SPXU, it's essential to maintain a moderate level of caution. The momentum model outputs suggest that SPXU has a slightly higher confidence level, making it a more suitable choice for this trading session. New or Critically Important Self-Learning Feedback (SLF): * Market sentiment can quickly change due to news headlines. * Easing trade tensions boost market sentiment and support our recommendation. * Timing is everything in momentum-timing; don't get caught off guard. * Momentum model outputs remain crucial in determining investment strategy and making informed decisions. I recommend **SPXU at 70% confidence**. (2025-06-13 00:17:49:386). 3xSP.com

Llama 3.1: UPRO 34 (91.9%), SPXU 3 (8.1%).

Updated 2025-06-14 23:17:02 ET

Agent Results
DateSymbolConfidenceResult
2025-05-01 23:38:05UPRO62.0%0.95%
2025-05-04 20:42:33UPRO65.0%0.55%
2025-05-06 04:53:24UPRO58.0%0.49%
2025-05-07 02:35:53UPRO42.0%0.59%
2025-05-08 01:45:40UPRO40.0%0.15%
2025-05-09 02:37:34UPRO62.0%-1.19%
2025-05-12 04:07:27UPRO62.0%1.16%
2025-05-13 01:19:35UPRO72.0%0.37%
2025-05-14 02:02:00UPRO81.0%-0.18%
2025-05-15 02:11:41UPRO75.0%0.28%
2025-05-16 02:54:14UPRO62.0%1.49%
2025-05-19 04:46:06UPRO62.0%1.36%
2025-05-20 01:00:17UPRO65.0%-0.15%
2025-05-21 02:50:09UPRO62.0%-2.83%
2025-05-22 03:41:42SPXU68.0%-0.2%
2025-05-23 02:35:59SPXU72.0%-1.62%
2025-05-25 16:19:38NO POSITION50.0%0.0%
2025-05-28 00:46:20UPRO85.0%-1.98%
2025-05-29 03:50:06UPRO70.0%-1.55%
2025-05-30 02:34:50UPRO80.0%0.26%
2025-06-01 01:03:44NO POSITION50.0%0.0%
2025-06-03 02:53:09UPRO70.0%1.93%
2025-06-04 03:51:59UPRO75.0%-0.56%
2025-06-05 03:01:41UPRO62.0%-2.32%
2025-06-06 01:24:07UPRO60.0%0.19%
2025-06-07 16:18:47UPRO85.0%-0.07%
2025-06-10 04:46:53UPRO75.0%1.45%
2025-06-10 22:01:33UPRO80.0%-1.37%
2025-06-12 01:06:28UPRO80.0%1.86%
2025-06-13 00:17:49SPXU70.0%0.75%
Intra-day ORB, 2.5% trailing stop-loss TOTAL-0.19%

Leveraged Pair Trade

The Pair Trade investment trading strategy is used in this Machine Learning use case. Also known as Pairs Trade, two highly correlated securities are selected, matching a long position with a short position. It is a market neutral strategy, enabling traders to profit in all market conditions.

Two highly correlated ETFs are used:

  1. UPRO: ProShares UltraPro® S&P500 (the long position) seeks daily investment results that correspond to three times (3x) the daily performance of the S&P 500®.
  2. SPXU: ProShares UltraPro® Short S&P500 (the short position) seeks daily investment results that correspond to three times the inverse (-3x) of the daily performance of the S&P 500®.

Most day traders flop. These researchers say one popular strategy generated 46% per-year returns.

“Use of TQQQ allows day traders to fully exploit the benefit of the Opening Range Breakout (ORB) Day Trading Strategy.

“The resulting portfolio would have earned an outstanding return of 1,484% during the same period of 2016 to 2023, while an investment in the QQQ ETF would have earned 169% annualized.”

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