Just looked both YTD returns

TQQQ:
YTD Daily Total Return  65.39%

SQQQ:
YTD Daily Total Return  -46.65%

So it someone bought both on 1/2/2023, he/she would have made 20% profit if sold them both today.

 

所有跟帖： 

• 哈哈哈。要是大家能这么简单地躺着发财就好了！ -位酷哥- ♂ (0 bytes) () 05/09/2023 postreply 14:59:29

• TQQQ 3倍做多，SQQQ 3 倍做空，方向相反，理论上说同时买入涨跌互相抵消，实际情况涨跌幅度不同，是因为 -圭妈- ♀ (75 bytes) () 05/09/2023 postreply 15:05:28

• 他根本没考虑这2个ETF的自身损耗 -位酷哥- ♂ (0 bytes) () 05/09/2023 postreply 15:09:04

• YTD data already included everything (I think) -jonjon- ♀ (0 bytes) () 05/09/2023 postreply 15:28:17

• as long as there is difference in 波动率 -jonjon- ♀ (43 bytes) () 05/09/2023 postreply 15:27:31

• 不对，一个损失大于另一个的涨幅，就会亏损（看里面的图）。因为无法预测波动率，两个同时买就是赌博，而且还有期权自身损耗。 -圭妈- ♀ (100464 bytes) () 05/09/2023 postreply 16:57:15

• you are right. 50% chance of winning. -jonjon- ♀ (0 bytes) () 05/09/2023 postreply 17:08:09

• 除了损耗，还要负担4倍的bid ask spread（YTD上是看不出来的） -位酷哥- ♂ (0 bytes) () 05/09/2023 postreply 17:19:42