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Leveraged ETF research · Research strategy

T14 · Volume-confirmed breakout

Requires an XLK price breakout and unusually strong volume before holding TECL. 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

Requires an XLK price breakout and unusually strong volume before holding TECL.

Why it might work

A breakout backed by volume may have stronger participation.

When it invests

Buy TECL when XLK exceeds its prior 20-day high and 100-day average with sufficient volume.

When it exits

Exit below the prior 10-day low or the XLK 100-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

T14 base-cost historical backtest

T14 produced a simulated historical return, but failed the finalized study's qualification gates. The result is research evidence, not an approved trading strategy.

Total return6.6%Change in simulated portfolio value over the test.
Annualized return0.7%Yearly compounded return; shown only when supported.
Worst drawdown59.4%Largest fall from an earlier portfolio high.
Sharpe ratio0.17Return relative to variability, under the source study's definition.
Trades19Completed 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.

Continuous-Base1 result
Historical study

T14 base-cost historical backtest

T14 produced a simulated historical return, but failed the finalized study's qualification gates. The result is research evidence, not an approved trading strategy.

Archived 2026-09-23Total return: 6.6%
Read result