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Leveraged ETF research · Research strategy

L12 · Fast-slow leveraged rotation

Chooses the stronger eligible proxy from short- and medium-term returns and volatility-sizes the corresponding fund.

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

The idea

How it works

Chooses the stronger eligible proxy from short- and medium-term returns and volatility-sizes the corresponding fund.

Why it might work

Faster confirmation may adapt to leadership changes sooner.

When it invests

At weekly reviews, choose the higher combined 21- and 63-day momentum score, requiring positive short-term return.

When it exits

Exit below the selected proxy's 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

L12 · TQQQ + SOXL · v3 base backtest

L12 on TQQQ + SOXL passed the repaired v3 study's historical qualification gates. This is a simulated research result, not live or paper authorization.

Total return199.7%Change in simulated portfolio value over the test.
Annualized return44.2%Yearly compounded return; shown only when supported.
Worst drawdown20.7%Largest fall from an earlier portfolio high.
Sharpe ratio1.24Return relative to variability, under the source study's definition.
Trades23Completed 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