Backtesting Tool

This tool allows you to backtest investments in leveraged ETFs against a simple buy & hold strategy on the S&P 500.

Try out random periods in time, check the effects of dollar cost averaging, apply different leverage levels and see how the parameters affect returns.

If you want to run multiple backtests in parallel, use our parallel backtests tool

BenchmarkS&P 500 Total Return Index

March 20, 1885 till today

Start

End

Initial Investment

Monthly

ETF Configurations

ETF 1

Leveraged ETF

ProShares Ultra S&P 500 - A 2x leveraged daily ETF

SMA Strategy

S&P 500 Total Return IndexMoney InvestedETF 1

Backtest Results Comparison

Total Invested

S&P 500

$82,000

ETF 1

$82,000

The total amount of money invested, including initial investment and all monthly contributions.

Final Value

S&P 500

$549,382.16

ETF 1

$863,886.4

The final value of the investment, including all contributions and returns.

Avg Annual Return

S&P 500

6.55%

ETF 1

8.17%

The average annual return rate is the % gain you'd need each year over the chosen time period to match the final value given the total amount of money invested.

Max Drawdown

S&P 500

-$116,646.23

-53.00%

ETF 1

-$425,708.91

-83.50%

The maximum drawdown shows both the absolute dollar loss and the percentage loss from a previous peak to a subsequent low point.

Best Month

S&P 500

$43,124.84

18.03%

ETF 1

$117,283.81

37.50%

The best month shows both the absolute dollar gain and the percentage gain in a single month.

Worst Month

S&P 500

-$59,040.23

-16.43%

ETF 1

-$202,974.83

-35.03%

The worst month shows both the absolute dollar loss and the percentage loss in a single month.

Metric	S&P 500	ETF 1	Details
Total Invested	$82,000	$82,000	The total amount of money invested, including initial investment and all monthly contributions.
Final Value	$549,382.16	$863,886.4	The final value of the investment, including all contributions and returns.
Avg Annual Return	6.55%	8.17%	The average annual return rate is the % gain you'd need each year over the chosen time period to match the final value given the total amount of money invested.
Max Drawdown	-$116,646.23 -53.00%	-$425,708.91 -83.50%	The maximum drawdown shows both the absolute dollar loss and the percentage loss from a previous peak to a subsequent low point.
Best Month	$43,124.84 18.03%	$117,283.81 37.50%	The best month shows both the absolute dollar gain and the percentage gain in a single month.
Worst Month	-$59,040.23 -16.43%	-$202,974.83 -35.03%	The worst month shows both the absolute dollar loss and the percentage loss in a single month.