Why it might work
Smaller positions during volatile periods may limit portfolio swings.
Leveraged ETF research · Research strategy
T07 · Volatility-sized technology exposure
Adjusts TECL position size weekly using its recent volatility, subject to an XLK long-trend gate. The final study did not qualify this rule for selection.
TECL held or settled cash; XLK and other ETFs used only for signalsWeeklyLeveraged TECL fund; portfolio target at most 99%
The idea
How it works
Adjusts TECL position size weekly using its recent volatility, subject to an XLK long-trend gate.
When it invests
When XLK is above its 200-day average, scale TECL toward a 60% annual volatility target, capped at 99% exposure.
When it exits
Exit daily when XLK closes below its 200-day 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
T07 base-cost historical backtest
T07 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
T07 base-cost historical backtest
T07 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