Skip to main content

SSO ProShares - Ultra S&P500

ETF

72.12

Close 10/9

Loading candles…

Price and fund-flow snapshot

As of 2026-10-09

Momentum: Strong.

Momentum Strong 240-day return is Top; 60-day return is Good.
60-day return (%) 6.31 78th percentile Good
240-day return (%) 25.62 84th percentile Top
Risk / liquidity Neutral Distance from peak is Top, but 60-day annualized volatility is Average.
60-day annualized volatility (%) 22.04 65th percentile Average
Distance from peak (%) -0.39 89th percentile Top
20-day dollar volume 232,996,615 49th percentile Average

ProShares - Ultra S&P500 (SSO) today

1 quant signals active · As of 2026-10-09

Win rate and excess are historical post-trigger stats vs the market. Click a signal for its full definition and samples; history does not predict future results.

ProShares - Ultra S&P500 (SSO) peers and tracking

Watchlist

This page refreshes daily after the close. Add ProShares - Ultra S&P500 to your watchlist to track signal changes on your next visit.

ProShares - Ultra S&P500 (SSO) quant signal backtests

Signals active now

Each active condition is tested against this ETF’s own history and benchmarked versus the S&P 500.

Top-quintile 6-month momentum

Active · now 90.27%

The ETF ranks in the top 20% of liquid US-listed ETFs by 126-day adjusted return.

27 historical occurrences (since 2016-07-07)
Average forward return after Top-quintile 6-month momentum。20-day: Win 66.7%, Sample 27, Median +2.61%, Excess +0.38%, Beat mkt rate 66.7%;60-day: Win 65.4%, Sample 26, Median +6.07%, Excess +1.07%, Beat mkt rate 65.4%;120-day: Win 75%, Sample 24, Median +10.94%, Excess +3.83%, Beat mkt rate 75%

120 days after: historical avg +8.63%

20-day +0.85%
60-day +2.46%
120-day +8.63%
20-day
60-day
120-day
Win
66.7%
65.4%
75%
Sample
27
26
24
Median
+2.61%
+6.07%
+10.94%
Excess
+0.38%
+1.07%
+3.83%
Beat mkt rate
66.7%
65.4%
75%

Over 24 occurrences, 120-day forward avg gained 8.63%, beat the market by 3.83 pts; win rate 75%.

More history: Holding-period returns in its own history, Signals not active now

Holding-period returns in its own history

Since 2016-01-04, 83.1% of 2,456 one-year holding periods ended with a gain; the median one-year return was +26.6%. Over three-year holding periods, 99.4% of 1,952 ended with a gain (median +76.9%).

A holding period starts on every trading day, so periods overlap; they describe the historical distribution rather than independent outcomes.

Signals not active now

Inactive signals still show this ETF’s historical forward-return distribution for context.

52-week adjusted-price high

Pending

Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.

28 times historically; 60-day forward avg +1.84%, win rate 66.7%, beating the market by +0.61 pts on average.

20% below its peak

Pending

Adjusted close first falls 20% or more below its highest level so far; repeated hits within 20 days count once.

9 times historically; 60-day forward avg +3.05%, win rate 55.6%, beating the market by +0.81 pts on average.

Back above the 200-day average

Pending

Adjusted close crosses from below to above its 200-day moving average; repeated crosses within 20 days count once.

21 times historically; 60-day forward avg +3.98%, win rate 66.7%, beating the market by +1.52 pts on average.

Continue researching ProShares - Ultra S&P500 with the evidence above.

Continue in Studio ↗

Method and limits

  • Returns use us_fund_price:adj_close (finlab data.set_market('us_fund')), adjusted for splits and for distributions where the data includes them.
  • Excess returns use world_index:^GSPC, the S&P 500 price index without dividends, as the benchmark.
  • Percentiles and the 6-month momentum signal compare against the most liquid US-listed ETFs by 20-day dollar volume; mutual funds are excluded.
  • Category labels come from the fund data where it provides one (bond, income, crypto) and from the fund name for leveraged, inverse and commodity ETFs.
  • Overlapping event windows are descriptive distributions, not independent samples.
  • This ETF seeks a multiple of its index’s daily return, or the inverse of it, and resets that exposure every day. Over periods longer than a day its return compounds the daily moves and can differ substantially from that multiple of the index’s return, more so when the index is volatile.
  • us_fund_price:adj_close records this ETF’s distributions regularly only from 2026-06-24; returns before that date mostly reflect price changes and splits, so they understate its total return.

This page is for historical data analysis and education only. It is not investment advice. Backtests and historical return distributions do not predict future performance; evaluate risk independently before trading.