6 Sig

The 6 Sig strategy applies Kelly's signal line to MVV, a 2x leveraged midcap fund, with a 6% quarterly target. Rules, 30 Down reset, results and risks.

Education only, not advice. Leveraged and strategy-driven investing can lose most of its value quickly. Figures are historical or backtested and do not predict future results.

How it works

6 Sig uses the same quarterly signal line as 3 Sig (the 3% Signal), with a leveraged fund and a higher target:

Signal line = last quarter's MVV balance x 1.06 + half of new contributions

Sell the surplus above the line into bonds; buy the shortfall below it from bonds. Use the calculator below with the 6% target.

Differences from 3 Sig

3 Sig 6 Sig
Fund IJR or SPY (1x) MVV (2x midcap)
Target 3% a quarter 6% a quarter
Start 80/20 60/40
30 Down Ignore 4 sells Ignore 2 sells, then reset to 60/40

Results

The BestFolio corrected backtest found a CAGR of about 11.7%, a maximum drawdown of about -78% and a Sharpe near 0.23. Recovering from a 78% loss needs a gain of about 355%. The strategy is sometimes described as the "moderate" middle option; its drawdowns say otherwise.

Risks

Everything in 3 Sig (the 3% Signal), plus 2x leverage and Volatility decay. Midcaps also tend to fall harder than large companies in recessions.

Signal line calculator

Enter your balances at the end of the quarter. Nothing is sent anywhere; the sum runs in your browser.

Signal line = last quarter's stock balance × (1 + target) + half of this quarter's new money. The 30 Down rule, the 9 Sig buying throttle and the Spike Reset are explained above and are not applied automatically.

See also

Last updated September 30, 2026. Education only, not investment advice.