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Leveraged ETF research · Research strategy

L15 · Leveraged trend-quality rotation

Chooses the stronger eligible proxy and sizes by its price-path efficiency.

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 and sizes by its price-path efficiency.

Why it might work

Directional trends may be safer to follow than noisy sideways moves.

When it invests

At weekly reviews, choose the higher combined 63- and 126-day momentum score and scale the corresponding fund by the efficiency ratio.

When it exits

Exit below the selected 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

L15 · TQQQ + SOXL · v3 base backtest

L15 on TQQQ + SOXL failed the repaired v3 study's historical qualification gates. This is a simulated research result, not live or paper authorization.

Total return106.4%Change in simulated portfolio value over the test.
Annualized return27.3%Yearly compounded return; shown only when supported.
Worst drawdown50.8%Largest fall from an earlier portfolio high.
Sharpe ratio0.70Return relative to variability, under the source study's definition.
Trades7Completed 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