SignalQuarryGitHub
← Strategy library

Leveraged ETF research · Research strategy

L09 · Trend ladder with shock cooldown

Builds exposure from three trend votes and reacts to sharp proxy losses.

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

The idea

How it works

Builds exposure from three trend votes and reacts to sharp proxy losses.

Why it might work

Staged exposure and a cooldown may reduce repeated buying after shocks.

When it invests

At weekly reviews, size broad and semiconductor sleeves by positive trend votes, up to 99% combined.

When it exits

Exit on a sharp one- or five-day proxy loss, or a fall below its 200-day average; re-entry observes a cooldown.

What can go wrong

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

Selected research result

L09 · TQQQ + SOXL · v3 base backtest

L09 on TQQQ + SOXL passed the repaired v3 study's historical qualification gates. This is a simulated research result, not live or paper authorization.

Total return85.7%Change in simulated portfolio value over the test.
Annualized return22.9%Yearly compounded return; shown only when supported.
Worst drawdown36.4%Largest fall from an earlier portfolio high.
Sharpe ratio0.68Return relative to variability, under the source study's definition.
Trades30Completed 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