@Epi sounds interesting, thanks. :) I will take a closer look. But wouldn't the 2x MSCI USA be more suitable, as it borrows in euros instead of dollars, which usually means the lowest interest costs? So compared to the Xtrackers 2x S&P 500.
@deichhoernchen I am implementing the strategy with the Amumbo. I have left the detailed optimization to the readers. There are even more levers to increase the return. 👍