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Leveraged ETF research · Research strategy

L16 · Broad-first allocation with fast brake

Uses L11's broad-first allocation but quickly halves exposure after short-term risk signals.

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

The idea

How it works

Uses L11's broad-first allocation but quickly halves exposure after short-term risk signals.

Why it might work

A rapid reduction may limit losses while slower restoration avoids repeated whipsaw.

When it invests

Start from L11 weekly targets; cap each sleeve at half size below its 20-day average or after a sharp five-day loss.

When it exits

Exit below the proxy's 200-day average; restore reduced targets only at weekly review after confirmation.

What can go wrong

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

Selected research result

L16 · TQQQ + SOXL · v3 base backtest

L16 on TQQQ + SOXL passed the repaired v3 study's historical qualification gates. This is a simulated research result, not live or paper authorization.

Total return223.0%Change in simulated portfolio value over the test.
Annualized return47.9%Yearly compounded return; shown only when supported.
Worst drawdown32.1%Largest fall from an earlier portfolio high.
Sharpe ratio1.08Return 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