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Leveraged ETF research · Research strategy

L08 · Semiconductor leadership fallback

Prefers SOXL when its sector proxy leads, otherwise falls back to the broad leveraged fund.

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

The idea

How it works

Prefers SOXL when its sector proxy leads, otherwise falls back to the broad leveraged fund.

Why it might work

Switching away from fading semiconductor leadership may retain broad-market participation.

When it invests

At weekly reviews, buy the selected fund with position size scaled to a 50% volatility target.

When it exits

Exit the selected fund when its signal proxy falls below the 100-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

L08 · TQQQ + SOXL · v3 base backtest

L08 on TQQQ + SOXL passed the repaired v3 study's historical qualification gates. This is a simulated research result, not live or paper authorization.

Total return83.5%Change in simulated portfolio value over the test.
Annualized return22.4%Yearly compounded return; shown only when supported.
Worst drawdown45.3%Largest fall from an earlier portfolio high.
Sharpe ratio0.67Return relative to variability, under the source study's definition.
Trades34Completed 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