The expiration day in July gives a bearish bias to the market that we have found to be trade-able in our Almanac Trader portfolio. Since 2000, using 1X and 2X index ETFs, our strategy produced 56 trades for 64% success rate. The average gain is 1.6% for an average of one-day holding period giving an annualized return of 568.4%.
| Seq. | ETF | # of Trades | Win % | Avg. Return | Avg. Days | Annualized |
| 1 | DIA/DXD | 14 | 57% | 1.2% | 1 | 440% |
| 2 | SPY/SDS | 14 | 64% | 1.3% | 1 | 462% |
| 2 | QQQ/QID | 14 | 71% | 2.0% | 1 | 728% |
| 2 | IWM/TWM | 14 | 64% | 1.8% | 1 | 548% |
At the end of today we will go long:
- DXD – ProShares Ultra Short Dow 30
- SDS – ProShares Ultra Short S&P
- QID – ProShare Ultra Short QQQ
- TWM – ProShares Ultra Short Russell 2K
