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Leveraged ETF research · Research strategy

L03 · Dual-trend leveraged sleeves

Allows separate broad and semiconductor leveraged sleeves when each proxy's fast and slow trends agree.

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

The idea

How it works

Allows separate broad and semiconductor leveraged sleeves when each proxy's fast and slow trends agree.

Why it might work

Trend agreement may reduce exposure during weakening markets.

When it invests

Enter up to 49.5% per fund when its proxy's 20-day average exceeds its 100-day average and price is above its 200-day average.

When it exits

Exit when either proxy trend condition reverses.

What can go wrong

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

Selected research result

L03 · TQQQ + SOXL · v3 base backtest

L03 on TQQQ + SOXL failed the repaired v3 study's historical qualification gates. This is a simulated research result, not live or paper authorization.

Total return311.2%Change in simulated portfolio value over the test.
Annualized return60.3%Yearly compounded return; shown only when supported.
Worst drawdown65.2%Largest fall from an earlier portfolio high.
Sharpe ratio1.00Return relative to variability, under the source study's definition.
Trades11Completed 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