Why it might work
A quiet range followed by a new high may precede a sustained move.
Leveraged ETF research · Research strategy
T13 · Contraction breakout
Looks for an XLK volatility contraction followed by a 20-day breakout. 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
Looks for an XLK volatility contraction followed by a 20-day breakout.
When it invests
Arm when XLK band width is unusually low; buy TECL within ten sessions after a 20-day high breakout above its 100-day average.
When it exits
Exit after a trailing three-ATR decline in XLK or forty holding sessions.
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
T13 base-cost historical backtest
T13 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
T13 base-cost historical backtest
T13 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