Why it might work
Persistent price moves may support more exposure than noisy reversals.
Leveraged ETF research · Research strategy
T09 · Trend persistence ladder
Uses XLK's medium-term return and variance ratio to set TECL exposure at cash, half, or nearly full size. 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
Uses XLK's medium-term return and variance ratio to set TECL exposure at cash, half, or nearly full size.
When it invests
At weekly review, target 99% or 49.5% TECL when XLK is above its 200-day average, has positive 63-day return, and its variance ratio clears the respective threshold.
When it exits
Exit daily below the XLK 200-day average; review can also set cash when persistence is weak.
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
T09 base-cost historical backtest
T09 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
T09 base-cost historical backtest
T09 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