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Leveraged ETF research · Research strategy

L01 · Monthly leveraged momentum rotation

Selects the stronger eligible broad or semiconductor leveraged fund at monthly reviews.

TQQQ or SPXL, SOXL, and settled cash; QQQ or SPY and SOXX are signal proxiesMonthlyLeveraged ETF exposure

The idea

How it works

Selects the stronger eligible broad or semiconductor leveraged fund at monthly reviews.

Why it might work

Relative momentum may identify which leveraged theme leads.

When it invests

Hold up to 99% in the eligible fund with stronger six-month proxy momentum.

When it exits

Exit when its unleveraged signal proxy falls below the 200-day average.

What can go wrong

  • Historical signals can reverse before a delayed order fills.
  • Leveraged fund losses can be large and fast.

Selected research result

L01 · TQQQ + SOXL · v3 base backtest

L01 on TQQQ + SOXL failed the repaired v3 study's historical qualification gates. This is a simulated research result, not live or paper authorization.

Total return459.0%Change in simulated portfolio value over the test.
Annualized return77.5%Yearly compounded return; shown only when supported.
Worst drawdown70.4%Largest fall from an earlier portfolio high.
Sharpe ratio1.09Return relative to variability, under the source study's definition.
Trades4Completed simulated trades, when reported.

Read assumptions and limitations →

Research history

Variants and recorded runs

Repeated and diagnostic runs remain accessible under their tested variant. No run is selected by highest return.

SPXL SOXL1 result
TQQQ SOXL1 result