Proshares 1.5X UVXY Backtest

Description

Proshares changed the leverage factor of UVXY from 2.0X to 1.5X effective February 28th, 2018.  The historical data commonly found on websites like Yahoo before that reflects the old 2X behavior.  This simulation shows how the 1.5X UVXY would have performed back to 2004.   The simulation data for the old 2X UVXY is also included in the spreadsheet.  The data on this spreadsheet goes from March 2004 through the most recent quarter.  See this table for specific dates.

For more on UVXY see:  How does UVXY Work?

I also offer a UVXY simulation that provides open/high/low prices in addition to end-of-day prices from March 2004 through the most recent quarter.  See this table for specific dates.

For more on that product see:  Open / High / Low /  Close Simulations for Popular Volatility Exchange Traded Products.   This product uses my simulations to generate OHL values from 2004 to October 2013 and then uses publicly available trade data after that.