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Leveraged ETF research · Research strategy

L13 · Trend-persistence exposure

Scales broad and semiconductor leveraged sleeves by how often their proxies stayed above trend.

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

The idea

How it works

Scales broad and semiconductor leveraged sleeves by how often their proxies stayed above trend.

Why it might work

More persistent trends may justify more exposure than interrupted ones.

When it invests

At weekly reviews, multiply nominal 60% broad and 40% sector weights by each eligible proxy's 20-day trend-persistence fraction.

When it exits

Exit a sleeve below its proxy's 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

L13 · TQQQ + SOXL · v3 base backtest

L13 on TQQQ + SOXL passed the repaired v3 study's historical qualification gates. This is a simulated research result, not live or paper authorization.

Total return202.7%Change in simulated portfolio value over the test.
Annualized return44.7%Yearly compounded return; shown only when supported.
Worst drawdown48.0%Largest fall from an earlier portfolio high.
Sharpe ratio0.93Return relative to variability, under the source study's definition.
Trades11Completed 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