Why it might work
A persistent trend filter may avoid brief moves around the average.
Leveraged ETF research · Research strategy
T01 · Buffered technology trend
Tracks XLK against its 200-day average with a 1% buffer and waits for repeated closes before changing position. The final study did not qualify this rule for selection.
TECL held or settled cash; XLK and other ETFs used only for signalsDailyLeveraged TECL fund; portfolio target at most 99%
The idea
How it works
Tracks XLK against its 200-day average with a 1% buffer and waits for repeated closes before changing position.
When it invests
Buy TECL at 99% target after three XLK closes more than 1% above the 200-day average.
When it exits
Move to cash after two held closes more than 1% below that average.
What can go wrong
- TECL is leveraged and can lose value quickly, including while an exit signal waits for its next execution window.
- This candidate failed the study's qualification gates despite its simulated return.
Selected research result
T01 base-cost historical backtest
T01 produced a simulated historical return, but failed the finalized study's qualification gates. The result is research evidence, not an approved trading strategy.
Research history
Variants and recorded runs
Repeated and diagnostic runs remain accessible under their tested variant. No run is selected by highest return.
Continuous-Base1 result
T01 base-cost historical backtest
T01 produced a simulated historical return, but failed the finalized study's qualification gates. The result is research evidence, not an approved trading strategy.
Read result