T08: seven risk-filter combinations
7 frozen candidate rules were tested. None passed all qualification gates. Baseline and benchmark figures in the source report are not presented as candidate performance.
Read resultResearch comparison
Compare carefully.
Selected results are grouped only when their study, method, test period, and stated assumptions match. Return comparisons still require reading each result’s risks and limitations.
Comparable study group
Repaired ETF cash v3
2023-09-19 to 2026-09-18 · historical
Independent $1,000 cash account with 5 basis points per side plus a one-cent external sell fee; signals use the previous completed close, fills use the next eligible open, and sale proceeds must settle before reuse.
| Strategy | Outcome | Total return | Worst drawdown | Sharpe |
|---|---|---|---|---|
| S01 · Monthly momentum rotation | Qualified under historical study gates | 185.8% | 24.6% | 1.34 |
| S02 · Dual-average trend sleeves | Qualified under historical study gates | 112.1% | 24.3% | 1.14 |
| S03 · Channel breakout sleeves | Qualified under historical study gates | 68.0% | 17.4% | 1.02 |
| S04 · Oversold rebound sleeves | Qualified under historical study gates | 32.4% | 8.7% | 0.94 |
| S05 · Lower-band rebound | Qualified under historical study gates | 10.3% | 11.0% | 0.45 |
| S06 · Semiconductor leadership rotation | Qualified under historical study gates | 145.0% | 25.3% | 1.26 |
| S07 · Volatility-controlled mix | Qualified under historical study gates | 130.8% | 20.2% | 1.35 |
| S08 · Broad core with breakout sleeve | Qualified under historical study gates | 81.2% | 11.9% | 1.36 |
| S09 · Contraction breakout | Did not qualify for selection | 31.7% | 15.4% | 0.90 |
| S10 · Trend and rebound ensemble | Qualified under historical study gates | 142.4% | 18.9% | 1.43 |
| A01 · Buffered momentum rotation | Qualified under historical study gates | 241.3% | 24.6% | 1.49 |
| A02 · Three-horizon trend votes | Qualified under historical study gates | 106.9% | 23.9% | 1.24 |
| A03 · Risk-adjusted momentum mix | Qualified under historical study gates | 157.0% | 18.9% | 1.46 |
| A04 · Buffered long-trend sleeves | Qualified under historical study gates | 173.3% | 19.8% | 1.46 |
| A05 · Breakout with ATR risk budget | Qualified under historical study gates | 16.4% | 9.0% | 0.65 |
| A06 · Confirmed pullback rebound | Did not qualify for selection | -15.0% | 15.6% | -1.07 |
| A07 · Correlation-aware trend mix | Qualified under historical study gates | 113.4% | 16.8% | 1.39 |
| A08 · Trend-quality weighting | Qualified under historical study gates | 38.9% | 12.6% | 0.82 |
| A09 · Drawdown-throttled ensemble | Qualified under historical study gates | 87.2% | 18.0% | 1.25 |
| A10 · Adaptive trend-rebound ensemble | Qualified under historical study gates | 135.6% | 20.9% | 1.34 |
| A11 · Broad-first semiconductor allocation | Qualified under historical study gates | 141.5% | 19.0% | 1.40 |
Comparable study group
TECL and cash v4
2017-01-03 to 2026-09-18 · historical
Continuous TECL-and-cash simulation from $1,000 initial capital; 10 basis points transaction cost per side, next-eligible-open execution, and settled-cash limits. Sharpe uses the source study's zero-risk-free-rate definition.
| Strategy | Outcome | Total return | Worst drawdown | Sharpe |
|---|---|---|---|---|
| T01 · Buffered technology trend | Did not qualify for selection | 4,088.0% | 65.6% | 0.96 |
| T02 · Fast technology recovery | Did not qualify for selection | 1,826.3% | 49.3% | 0.93 |
| T03 · Adaptive technology trend | Did not qualify for selection | 230.8% | 79.4% | 0.51 |
| T04 · Technology channel breakout | Did not qualify for selection | 692.5% | 52.1% | 0.72 |
| T05 · Weekly trend votes | Did not qualify for selection | 5,145.6% | 49.6% | 1.08 |
| T06 · Weekly growth and drag | Did not qualify for selection | 496.8% | 70.9% | 0.62 |
| T07 · Volatility-sized technology exposure | Did not qualify for selection | 4,877.5% | 46.9% | 1.08 |
| T08 · TECL and cash allocation | Did not qualify for selection | 5,600.7% | 55.1% | 1.04 |
| T09 · Trend persistence ladder | Did not qualify for selection | 151.1% | 46.0% | 0.49 |
| T10 · Shock exit and recovery | Did not qualify for selection | 5,510.2% | 57.8% | 1.07 |
| T11 · Short oversold rebound | Did not qualify for selection | -23.0% | 69.9% | -0.01 |
| T12 · Lower-band rebound | Did not qualify for selection | 112.3% | 29.0% | 0.49 |
| T13 · Contraction breakout | Did not qualify for selection | 193.5% | 53.3% | 0.53 |
| T14 · Volume-confirmed breakout | Did not qualify for selection | 6.6% | 59.4% | 0.17 |
| T15 · Technology versus market trend | Did not qualify for selection | 1,517.8% | 48.3% | 0.95 |
| T16 · Sector confirmation sizing | Did not qualify for selection | 2,446.6% | 33.6% | 1.05 |
| T17 · Cross-ETF confirmation | Did not qualify for selection | 1,143.5% | 70.8% | 0.78 |
| T18 · Credit and rate risk brake | Did not qualify for selection | 5,493.4% | 50.4% | 1.05 |
| T19 · Profit ratchet | Did not qualify for selection | 299.7% | 66.6% | 0.54 |
| T20 · Four-rule ensemble | Did not qualify for selection | 1,095.5% | 54.6% | 0.82 |
Comparable study group
Repaired ETF cash v3
2023-09-19 to 2026-09-18 · historical
Independent $1,000 cash account with 10 basis points per side plus a one-cent external sell fee; signals use the previous completed close, fills use the next eligible open, and sale proceeds must settle before reuse.
| Strategy | Outcome | Total return | Worst drawdown | Sharpe |
|---|---|---|---|---|
| L01 · Monthly leveraged momentum rotation | Did not qualify for selection | 459.0% | 70.4% | 1.09 |
| L02 · Volatility-sized leveraged rotation | Qualified under historical study gates | 209.9% | 35.2% | 1.13 |
| L03 · Dual-trend leveraged sleeves | Did not qualify for selection | 311.2% | 65.2% | 1.00 |
| L04 · Covariance-controlled leveraged mix | Qualified under historical study gates | 233.9% | 33.7% | 1.22 |
| L05 · Leveraged breakout risk budget | Qualified under historical study gates | 24.1% | 11.5% | 0.59 |
| L06 · Leveraged oversold rebound | Qualified under historical study gates | 44.8% | 11.6% | 0.92 |
| L07 · Leveraged contraction breakout | Did not qualify for selection | 18.4% | 48.5% | 0.36 |
| L08 · Semiconductor leadership fallback | Qualified under historical study gates | 83.5% | 45.3% | 0.67 |
| L09 · Trend ladder with shock cooldown | Qualified under historical study gates | 85.7% | 36.4% | 0.68 |
| L10 · Leveraged trend-rebound ensemble | Qualified under historical study gates | 165.7% | 26.5% | 1.22 |
| L11 · Broad-first semiconductor leadership | Qualified under historical study gates | 333.8% | 39.7% | 1.11 |
| L12 · Fast-slow leveraged rotation | Qualified under historical study gates | 199.7% | 20.7% | 1.24 |
| L13 · Trend-persistence exposure | Qualified under historical study gates | 202.7% | 48.0% | 0.93 |
| L14 · Downside-volatility allocation | Qualified under historical study gates | 217.1% | 30.1% | 1.21 |
| L15 · Leveraged trend-quality rotation | Did not qualify for selection | 106.4% | 50.8% | 0.70 |
| L16 · Broad-first allocation with fast brake | Qualified under historical study gates | 223.0% | 32.1% | 1.08 |
Individual research result
Leveraged ETF research
Period not established · historical
Individual research result
TECL and cash v4
Period not established · historical
TECL and cash: twenty frozen rules
20 frozen candidate rules were tested. None passed all qualification gates. Baseline and benchmark figures in the source report are not presented as candidate performance.
Read result