L15 · SPXL + SOXL · v3 base backtest

L15 on SPXL + SOXL failed the repaired v3 study's historical qualification gates. This is a simulated research result, not live or paper authorization.

Did not qualify for selectionAdded 2026-09-23Test period: 2023-09-19 to 2026-09-18

Measured outcome

Performance at a glance

Figures use the source study's definitions. “Not available” means the source does not support that metric.

Total return90.8%Change in simulated portfolio value over the test.

Annualized return24.0%Yearly compounded return; shown only when supported.

Worst drawdown50.8%Largest fall from an earlier portfolio high.

Sharpe ratio0.66Return relative to variability, under the source study's definition.

Trades7Completed simulated trades, when reported.

How this was tested

Assumptions and limits

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.

The historical period was reused during research and is not an untouched holdout.
The six-window evaluation index chains independent flat-start accounts; the chart and total return here describe the separate continuous account.
The source market-data and execution archive is owner-held and is not redistributed.
Past simulated results do not establish future returns or authorize trading.