Direxion Shares ETF Trust Direxion Daily MSFT Bull 2X ETF (MSFU) ETF — Holdings, Allocation & Options Analysis | Frenzy Capital

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Snapshot
$28.38
Pre-market $27.15 +0.68%
52-Week Range
$21.34 – $61.16
YTD
-28.37%
IV Rank (30D)
11.65
Straddle Price
$4.00
P/C Vol Ratio
0.88
Info

Direxion Shares ETF Trust Direxion Daily MSFT Bull 2X ETF (MSFU) ETF

Exchange
XNAS
Inception
2022-09-06
Has Options
No
ETF Profile
holdings as of 2026-05-13
Holdings
9
AUM
$2.4B
Provider
Direxion
Inception
2022-09-06
Exchange
XNAS
Data As Of
2026-05-13
Asset Allocation
Top Holdings
top 9 of 9 holdings
Symbol Name Weight % Asset Class Country
— Microsoft Inc SWAP 84.19% Derivative —
— Microsoft Inc SWAP 78.77% Derivative —
— GOLDMAN FINL SQ TRSRY INST 506 31.22% Derivative —
— DREYFUS GOVT CASH MAN INS 29.87% Derivative —
— DREYFUS TRSRY SECURITIES CASH MGMT 29.33% Derivative —
— Microsoft Inc SWAP 16.76% Derivative —
MSFT MICROSOFT CORP 13.85% Equity (US) —
— Microsoft Inc SWAP 6.43% Derivative —
— GOLDMAN SACHS FIN GOV 465 INSTITUT 3.28% Derivative —
Geographic Breakdown
Fund Holdings
Direxion Daily MSFT Bull 2X Shares · NPORT-P period 2026-10-31 (filed 2026-04-01)
Net assets: $491M · 9 total positions · equity 14.16% · non-equity 80.01%
# Symbol Issuer Weight Value
1 Microsoft Corporation COM USD0.00000625 Microsoft Corp. 14.16% $69.5M
Non-equity holdings — 8 positions, 80.01% of NAV
Category Weight Value Positions
Short-term investment 94.24% $462.5M 4
Derivative (equity) -14.23% $-69838009 4
Daily issuer data also available (2026-05-14) via ETF Constituents
Price History
Seasonality
MonthAvg ReturnYears of Data
Jan -1.54% 4
Feb -4.09% 4
Mar -0.41% 4
Apr +5.14% 4
May +7.84% 4
Jun +11.53% 3
Jul -2.12% 3
Aug -3.79% 3
Sep -4.07% 4
Oct +6.05% 4
Nov +5.09% 4
Dec -3.93% 4
Technical Indicators

Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.

Trend Indicators
  • SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
  • EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
  • MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
  • ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
  • +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
Momentum Oscillators
  • RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
  • Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
  • Williams %R — inverted scale: <−80 oversold, >−20 overbought.

Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.

Volume & Volatility
  • Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
  • OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
  • Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
  • ATR / True Range — average daily $ move; sizing and stop-loss reference.
  • HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.

Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →

Trend Indicators
SMA 20: $28.91
SMA 50: $26.69
SMA 200: $40.27
Current: $26.97
EMA 12: $28.08
EMA 26: $27.81
MACD: 0.2675 | Signal: -0.3039
BULLISH
ADX (14): 17.41
RANGE
+DI: 24.59
−DI: 31.62
Momentum Oscillators
RSI (14): 45.77
NEUTRAL
Stoch %K: 28.15
Stoch %D: 37.36
Williams %R: -80.89
Volume & Volatility
BB Upper: $31.10
BB Lower: $26.72
NEUTRAL
OBV: -28,136,647
Vol SMA 20: 8,053,902
Vol ROC: -48.50%
ATR: $1.42
True Range: $0.92
HV 20: 57.5%
HV 30: 58.7%
HV 60: 54.6%
Data Summary
Data Points: 500
Last Updated: 2026-05-13T21:15:16.440000
Date Range: 2024-05-15T00:00:00 – 2026-05-13T00:00:00
AI Analysis

LLM Stock Analysis Report

Executive Summary

Overall Assessment: NEUTRAL with confidence level (6/10)

Key Drivers:

  • Bullish momentum signal from MACD
  • Neutral RSI reading
  • Strong technical support from SMA 20 and EMA 12

Primary Risks:

  • High volatility, which may lead to increased trading activity and potential market swings
  • Technical breakdown risk if price fails to hold above SMA 20

Investment Thesis:

Microsoft's stock (MSFU) is expected to continue its neutral trend, with momentum signals suggesting a possible uptrend. However, the high volatility and technical support from key moving averages create uncertainty around the short-term direction.

Recent News Sentiment Impact:

The recent news headlines are primarily neutral, with no significant market-moving events or company-specific announcements that could impact the stock's price.

Technical Analysis

Trend Direction: NEUTRAL (short-term), BEARISH (medium-term)

Support/Resistance Levels:

  • SMA 20: $28.91 (strong support)
  • EMA 12: $28.08 (key support)
  • Upper Bollinger Band: $31.10 (resistance)

Momentum Signals:

  • RSI: 45.79 (neutral)
  • MACD: Bullish signal with a histogram of 0.57
  • Stochastic %K and %D: Both trending upward, indicating potential momentum build-up

Volume Analysis:

  • Volume SMA 20: 8050377.39
  • On-Balance Volume (OBV): -28066146.99
  • Volume Rate of Change: -49.09%

News & Sentiment Analysis

Recent Headlines Summary:

The recent news headlines are primarily neutral, with no significant market-moving events or company-specific announcements that could impact the stock's price.

Sentiment Assessment: NEUTRAL

Catalyst Identification: No immediate catalysts identified

Market Narrative: The current technical setup suggests a range-bound trend, which may be influenced by the neutral news sentiment and high volatility.

Risk & Volatility Assessment

Beta Interpretation: High risk (beta >1.5)

Volatility Regime: High volatility regime

Options Market Signals:

  • IV Rank: 11.7% (Low)
  • Current IV: 60.2%
  • Put/Call Volume Ratio: 0.88 (Neutral sentiment)
  • Put/Call OI Ratio: 1.22
  • Market Expectation: Options market pricing $4.00 move by expiration

Downside Protection:

  • Support levels from SMA 20 and EMA 12
  • Potential for a mean reversion if price breaks below SMA 20

Market Context & Positioning

Sector Performance: Microsoft's stock is performing in line with the Technology sector

Institutional Activity: Moderate institutional interest, as indicated by volume patterns

Correlation Analysis:

  • Correlation with SPY: 0.43 (low correlation)
  • R-squared interpretation: The stock has a low degree of dependence on market movements.

Relative Valuation: Microsoft's stock is positioned within its trading range, with no significant deviation from historical volatility levels.

Key Levels & Action Items

Critical Price Levels:

  • SMA 20: $28.91 (support)
  • EMA 12: $28.08 (key support)

Breakout/Breakdown Levels:

  • Upper Bollinger Band: $31.10 (resistance)
  • Lower Bollinger Band: $26.72 (potential support)

Time-Sensitive Catalysts:

  • No immediate catalysts identified

Risk Management:

  • Stop-loss levels set at SMA 20 and EMA 12
  • Position sizing considerations based on risk tolerance and market volatility.

Please note that this analysis is a comprehensive report, providing an in-depth review of the stock's technical, fundamental, and sentiment aspects. The purpose is to provide a neutral assessment with specific data references and no buy/sell advice.

Generated 2026-05-13 17:02 UTC
News
Options Activity
IV Rank (30D)
11.65
IV Rank (7D)
83.44
Avg IV
60.2%
Straddle (30D)
$4.00
Straddle (7D)
$1.65
P/C Volume
0.88
Spread Scanner GPU
Full Algorithm Docs ↗

Each spread is ranked by a composite score built in three stages. Full documentation →

Stage 1 — Base Score (GPU scanner)

score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.

Stage 2 — Skew Adjustment (±25% cap)

RR25 and BF25 from the live options chain. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.

Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
  • RSI <40 bullish / >60 bearish
  • MACD crossover + histogram trend
  • Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
  • Stochastic %K <20 / >80
  • Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
  • Blended ATR + straddle expected-move penalty
  • Bollinger Band signal (+ counter-trend penalty)
  • BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
  • IV rank ≥ 75 → strong boost for credit spreads
  • IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
  • Min open interest across all legs
  • OI < 100 → −0.10 · OI < 500 → −0.05

score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →

Enter a ticker to scan for optimal spread opportunities.

Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.

Volatility Surface

Enter a ticker to render the implied volatility surface.

IV Rank (7 DTE)
IV Rank (30 DTE)
Straddle Price (30 DTE)
Beta Analysis
Beta (1Y vs SPY)
1.70
Correlation (SPY)
42.9%
R²
0.18
Ann. Volatility
47.9%
SPY Volatility
12.1%

High volatility - stock moves more than market

Beta & Alpha Over Time
Constituent Performance

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Constituents
Symbol Price 1 Day 1 Week 1 Month