The Math behind the 3X Leveraged PM Trades
This was posted at Rambus Forum by Big Kahuna,
It is the best explanation for these things that I have heard.
FWIW :
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The reason why the leverage ETFs ‘decay’ is because they are design to track 3x the Daily percentage move in the underlying and that has the following effect.
Imagine an asset with a price of $100
Day 1 it goes up to $125
Day 2 it goes back to $100
If you were invested in the asset you would be square on the trade (putting aside brokerage etc)
In percentage terms we have
Day 1 +25% (25/100)
Day 2 -20% (25/125)
Now the looking at the 3x Leverage ETF that tracks the Daily percentage movement and applying 3x these % moves.
Assume it also has a starting price of $100 for ease of calculations. But any number works.
Day 1 +75% (3*25%) = $175
Day 2 -60% (3×20%) of the new asset price of $175 = $70 (ie 175 – .60*175 = 175 – 105 = 70)
If you were invested in the 3x leverage asset you are down $30. (-30%) Versus square on the non-leveraged trade
An asset that goes +10%, -7.7%, +10%, -7.7%, etc etc will be up 16% after 20 days but the 3* Leverage asset will be at 0% increase
Because of this an asset could be in a slow grind bull market but the 3x product in a bear market.
IMO unless you are going “all in” (100% of your capital) it never makes sense to trade these things. You are better off putting 3x the capital in to the non-leveraged asset. And thus avoiding the ‘decay’.
I hope this helps.
This is a great explanation, but I still barely get it.
The way I look at 3x’ers is, say a guy comes along and says reach into this box and you can pull out a $100 bill for free.
But you hear a rattle and hiss from inside the box?…….
Yep. I came to that conclusion a while back and never play leveraged ETF. If you want leverage, just buy some futures.