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Leveraged ETF research · Research strategy

L11 · Broad-first semiconductor leadership

Defaults to broad leveraged exposure and adds SOXL when its proxy leads.

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

The idea

How it works

Defaults to broad leveraged exposure and adds SOXL when its proxy leads.

Why it might work

A broad core may remain invested when semiconductor leadership weakens.

When it invests

At weekly reviews, allocate up to 49.5% each to broad and semiconductor funds when both qualify; use eligible single-fund targets otherwise.

When it exits

Exit each held fund daily when its 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

L11 · TQQQ + SOXL · v3 base backtest

L11 on TQQQ + SOXL passed the repaired v3 study's historical qualification gates. This is a simulated research result, not live or paper authorization.

Total return333.8%Change in simulated portfolio value over the test.
Annualized return63.1%Yearly compounded return; shown only when supported.
Worst drawdown39.7%Largest fall from an earlier portfolio high.
Sharpe ratio1.11Return relative to variability, under the source study's definition.
Trades17Completed 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