Leveraged ETF research · Research strategy

T08 risk-filter enhancements

Tests risk filters layered onto an existing TECL-and-cash allocation rule.

TECL and cashDailyLeveraged TECL exposure when invested

The idea

How it works

Evaluates frozen combinations of additional risk filters layered on the T08 rule.

Why it might work

Extra risk filters might reduce severe losses without sacrificing too much return.

When it invests

The baseline T08 rule and any enabled filters govern TECL exposure.

When it exits

Exposure returns to cash when the selected rule says to stand aside.

What can go wrong

Filters can miss rebounds; the study retained a no-winner result.

Selected research result

T08: seven risk-filter combinations

7 frozen candidate rules were tested. None passed all qualification gates. Baseline and benchmark figures in the source report are not presented as candidate performance.

Total returnNot availableChange in simulated portfolio value over the test.

Annualized returnNot availableYearly compounded return; shown only when supported.

Worst drawdownNot availableLargest fall from an earlier portfolio high.

Sharpe ratioNot availableReturn relative to variability, under the source study's definition.

TradesNot availableCompleted 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.

Qualification-Study1 result

Historical study

T08: seven risk-filter combinations

7 frozen candidate rules were tested. None passed all qualification gates. Baseline and benchmark figures in the source report are not presented as candidate performance.

Archived 2026-09-23Total return: Not available

Read result