Blog
Leveraged gold ETF: What 2x gold really returned since 2008
A leveraged gold ETF like ProShares Ultra Gold (UGL) aims for twice gold’s daily move, not twice its long-term return. Since it launched in December…
Tag: volatility
16 posts tagged volatility, newest first.
16 posts · page 1 of 3
Blog
Stock market correction: every 10% drop since 1950
A stock market correction is a fall of 10% or more that stops before 20%. Since 1950 the S&P 500 has had 29 of them, about one every 2.6 years. The…
Blog
Wheel strategy: What 19 years of S&P 500 data show
Does the wheel strategy work? I modelled it on the S&P 500 for every monthly option expiry from July 2007 to October 2026, checked against Cboe’s…
Blog
Keltner channel: I tested it on the S&P 500 and Bitcoin
A Keltner channel is a 20-day exponential moving average with a line two average true ranges above it and two below. I tested it on 56 years of S&P…
Blog
Average true range: How ATR works and what ATR stops did
The average true range (ATR) is the average size of a market’s daily move, gaps included. On 23 October 2026 it was 0.95% of the price for the S&P…
Blog
Bollinger Bands: What 56 years of S&P 500, gold and Bitcoin data show
Bollinger Bands are a 20-day moving average with a band two standard deviations above and below it. I tested John Bollinger’s own rules on the S&P…