| 2x Strategy | Total Weeks | Weeks in Leverage | Win Rate | Loss Rate | Win Wk Return | Lose Wk Return | % in Leverage | Exp Wk Return (Lev) |
|---|---|---|---|---|---|---|---|---|
| SPY | 70 | 12 | 66.67% | 33.33% | 4.37% | -4.51% | 17.14% | 1.41% |
| IJH | 70 | 10 | 70.00% | 30.00% | 5.08% | -2.67% | 14.29% | 2.76% |
| IJR | 70 | 19 | 52.63% | 47.37% | 6.69% | -2.06% | 27.14% | 2.54% |
| IWM | 63 | 17 | 64.71% | 35.29% | 3.21% | -1.37% | 26.98% | 1.60% |
| QQQ | 62 | 15 | 53.33% | 46.67% | 4.64% | -3.62% | 24.19% | 0.79% |
| DIA | 60 | 7 | 71.43% | 28.57% | 3.26% | -3.63% | 11.67% | 1.29% |
| XLV | 57 | 33 | 54.55% | 45.45% | 4.47% | -2.73% | 57.89% | 1.20% |
| XLU | 56 | 27 | 59.26% | 40.74% | 4.66% | -2.64% | 48.21% | 1.68% |
| XLP | 55 | 29 | 58.62% | 41.38% | 3.52% | -3.04% | 52.73% | 0.81% |
| XLB | 53 | 21 | 71.43% | 28.57% | 3.43% | -4.36% | 39.62% | 1.21% |
| XLK | 51 | 24 | 45.83% | 54.17% | 6.47% | -4.92% | 47.06% | 0.30% |
| XLF | 50 | 11 | 54.55% | 45.45% | 2.46% | -3.81% | 22.00% | -0.39% |
| XLY | 50 | 15 | 53.33% | 46.67% | 5.48% | -3.65% | 30.00% | 1.22% |
| XLI | 49 | 18 | 55.56% | 44.44% | 3.77% | -2.33% | 36.73% | 1.06% |
| GLOBAL METRICS | 816 | 258 | 58.14% | 41.86% | 4.40% | -3.20% | 31.62% | 1.220% |
Definitions
Win: A win is when the security is in leverage and has a positive return during that week.
Lose: A loss is when the security is in leverage and has a negative return during that week.