SignalQuarryGitHub
← Strategy library

Leveraged ETF research · Research strategy

L10 · Leveraged trend-rebound ensemble

Combines L02 volatility-sized trend rotation with L06 oversold rebound trades.

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

The idea

How it works

Combines L02 volatility-sized trend rotation with L06 oversold rebound trades.

Why it might work

Trend and pullback components may diversify entry timing.

When it invests

Reserve 70% of the budget for L02 and 30% for L06, with explicit component ownership.

When it exits

Each component exits according to its own rule in a shared cash account.

What can go wrong

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

Selected research result

L10 · TQQQ + SOXL · v3 base backtest

L10 on TQQQ + SOXL passed the repaired v3 study's historical qualification gates. This is a simulated research result, not live or paper authorization.

Total return165.7%Change in simulated portfolio value over the test.
Annualized return38.5%Yearly compounded return; shown only when supported.
Worst drawdown26.5%Largest fall from an earlier portfolio high.
Sharpe ratio1.22Return relative to variability, under the source study's definition.
Trades73Completed 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