What the numbers mean, and where they mislead you.
Split your capital, buy the dips, sell each tranche at its own target. Every input explained, plus how to read the results.
Recovering from a 50% loss takes a 100% gain. What drawdown is, and why you should read it before the return figure.
We rebuilt Laoer's Infinite Buying method V4.0 on daily bars and ran it on TQQQ and SOXL for 2011–2026 and a synthetic 1999–2010, against holding and DCA.
SOXL and TQQQ listed in 2010. To test them through the dot-com bust and 2008, we built pre-listing prices from the 1x index. How it is done, and how closely it matches the real ETFs.
Adding SOXS, FAS or NAIL strategies next to a SOXL ladder visibly cut drawdowns in 2016–2026. Run the same rules on the decades before they were built, and every one of the six lost its edge. Here is what the illusion was, in charts.
SOXL listed in 2010 and has only seen the best 16 years in chip history. We rebuilt it from semiconductor data back to 1996 and ran the dual-mode (D1–D5) strategies and today's site strategies. Run continuously through the dot-com bust and the financial crisis, drawdowns reached −40% to −93%. Recalculated on 2026-10-19 with the new index-based data.
Up 50% then down 50% leaves you at −25%, not flat. The compounding illusion and how to read annualised return.
We split 33 years into hiking, holding and cutting regimes and measured returns by asset. The result contradicts the conventional story.
A split-buy rule earned 23% a year on GDXU while the ETN fell 94% from its peak, yet it badly lagged buy-and-hold on a steadily rising 2x gold ETF. What a strategy needs is not an uptrend.
Correlations between yield changes and 3x semiconductor returns, shifted from -20 to +20 sessions, with R² for every result.
Buying KODEX Leverage at the Korean open after a strong night for KORU lost money in all 64 parameter combinations. Where the gain goes, and what the reverse trade looks like.
A 72% CAGR strategy that fell apart under walk-forward testing. We use our own strategy as the example, and show every step.
Overfitting, look-ahead bias, survivorship, execution costs and regime dependence. What to verify before you trust a result.
Every ticker on this site, same strategy, same seed, same fee — return, drawdown and losing years side by side.
They trade the same way on your screen, but an ETN is an unsecured promise. If the bank behind it walks away, so does your money. The FNGU case shows how.
We gathered the 248 sessions where VIX divided by VIX3M went above 1 and measured the next one and three months.
The conservative, standard and aggressive presets differ only in weights, target and time cut. Sixteen years of SOXL shows what that difference buys.
Why a 3x fund does not hand you 3x over time. The arithmetic, a rough formula for sizing the drag, and when leverage works for you instead of against you.
The result looks good. Here is what to verify before real money goes in — parameter wobble, costs at 3x, bear markets included, and a month of paper trading.
We varied the time cut from 3 to 250 sessions. Here is exactly where return and drawdown part company.
Why running several uncorrelated strategies side by side lowers drawdown, explained with the actual correlation matrix and results.
A step-by-step procedure for testing the 3x semiconductor ETF: which periods to include, which numbers to read first, and what to verify before trusting the result.
SOXL, TQQQ, UPRO and UDOW against their underlying indices. Daily it was exactly 3x. Long term it was nothing like it.
Nasdaq 3x against semiconductor 3x, run on identical settings. Returns, drawdown, volatility drag and split-buying results side by side.
We ran add-on-the-way-down across SOXL, TQQQ and five others for sixteen years. The percentage improves while the money lost grows.
What changes when you add tranches: buying opportunities, drawdown, idle cash, and the whole-share trap when your seed is small.
We ran 100%, 50% and 25% of the seed as the top-up amount across 7 tickers and 16 years. You keep 68% of the benefit and 14% of the downside.
Dividing by total capital penalises money added late. Simple return, Modified Dietz and time-weighted return, worked through one example.
If only one setting looks good, it is fitted to the past. How to tell a plateau from a peak, with real numbers.