{"url":"https://etfiq.com/models/strategies/leveraged-trend-filter/","section":"models","title":"Leverage with a trend filter: Rules and Record | ETFIQ","description":"Leverage with a trend filter: the rule, what it holds at the Nov 3, 2026 close, its signal and its paper record. A hypothetical ETF strategy.","as_of":"Nov 3, 2026","structured_data":[{"@type":"WebPage","@id":"https://etfiq.com/models/strategies/leveraged-trend-filter/#page","name":"Leverage with a trend filter: Rules and Record","url":"https://etfiq.com/models/strategies/leveraged-trend-filter/","description":"At the Nov 3, 2026 close Leverage with a trend filter is partly in and holds MSFU 13%, NVDL 13%, TSLL 12% and 1 more, with 50% in cash. Since the funds listed on Oct 10, 2024, it returned +2.6% a year with a deepest fall of \u221239.5%.","dateModified":"2026-11-03","isPartOf":{"@id":"https://etfiq.com/models/strategies/#page"},"publisher":{"@id":"https://etfiq.com/#org"}},{"@type":"BreadcrumbList","itemListElement":[{"@type":"ListItem","position":1,"name":"ETFIQ","item":"https://etfiq.com/"},{"@type":"ListItem","position":2,"name":"ETF Models","item":"https://etfiq.com/models/"},{"@type":"ListItem","position":3,"name":"Strategy Lab","item":"https://etfiq.com/models/strategies/"},{"@type":"ListItem","position":4,"name":"Leverage with a trend filter","item":"https://etfiq.com/models/strategies/leveraged-trend-filter/"}]},{"@type":"WebPage","name":"Leverage with a trend filter: Rules and Record","description":"Leverage with a trend filter: the rule, what it holds at the Nov 3, 2026 close, its signal and its paper record. A hypothetical ETF strategy.","url":"https://etfiq.com/models/strategies/leveraged-trend-filter/","dateModified":"2026-11-03","isPartOf":{"@type":"WebSite","name":"ETFIQ","url":"https://etfiq.com"},"speakable":{"@type":"SpeakableSpecification","cssSelector":[".lede"]},"publisher":{"@id":"https://etfiq.com/#org"}}],"characters":2160,"truncated":false,"content":"ETFIQ / ETF Models / Strategy Lab / Leverage with a trend filter \n \n Data as of Nov 3, 2026. Rebuilt every trading night.\n Leverage with a trend filter\n Hold each 2x single-stock fund while its stock trades above its 200-day average, else hold cash\n At the Nov 3, 2026 close Leverage with a trend filter is partly in and holds MSFU 13%, NVDL 13%, TSLL 12% and 1 more, with 50% in cash. Since the funds listed on Oct 10, 2024, it returned +2.6% a year with a deepest fall of \u221239.5%.\n Hypothetical. No money is invested.\n What it holds at the Nov 3, 2026 close Fund Name Weight \n Cash 49.8% \n MSFU Direxion Daily MSFT Bull 2X ETF 13.1% \n NVDL GraniteShares 2x Long NVDA Daily ETF 13.0% \n TSLL Direxion Daily TSLA Bull 2X ETF 12.1% \n AAPU Direxion Daily AAPL Bull 2X ETF 11.9% \n The rule\n Hold each 2x single-stock fund while its stock trades above its 200-day average, else hold cash.\n A rule reads the close of the last trading day of the month and trades at the next close.\n The universe is 8 funds; the benchmark is SPDR S&P 500 ETF Trust (SPY).\n It is checked at each month end.\n Source: Gayed, M. A. and Bilello, C. V. (2016). Leverage for the Long Run: A Systematic Approach to Managing Risk and Magnifying Returns in Stocks. SSRN 2741701.\n Computed by ETFIQ from Tiingo daily prices. Data sourced by Tiingo .\n Where to next\n Compare strategies Build your own How we test All strategies Investment committee \n Cite this page. ETFIQ, ETFIQ Strategy Lab, Leverage with a trend filter, data as of Nov 3, 2026. https://etfiq.com/models/strategies/leveraged-trend-filter/ Free to use with attribution for data ETFIQ computes; issuer data stays under its owner's terms. The underlying files are at Open data .\n Other forms Plain ETFIQ, ETFIQ Strategy Lab, Leverage with a trend filter, data as of Nov 3, 2026. https://etfiq.com/models/strategies/leveraged-trend-filter/ APA ETFIQ. (Nov 3, 2026). ETFIQ Strategy Lab, Leverage with a trend filter. Retrieved from https://etfiq.com/models/strategies/leveraged-trend-filter/ Markdown [ETFIQ Strategy Lab, Leverage with a trend filter (ETFIQ, Nov 3, 2026)](https://etfiq.com/models/strategies/leveraged-trend-filter/)","source":"ETFIQ, independent ETF data. Recomputed nightly from public filings and prices.","publisher":{"@id":"https://etfiq.com/#org","name":"ETFIQ","url":"https://etfiq.com"},"license":"https://etfiq.com/license/","license_text":"Data ETFIQ computes is free to use with attribution: ETFIQ (etfiq.com). Issuer data stays under its owner's terms.","citation":"ETFIQ Strategy Lab, Leverage with a trend filter, data as of Nov 3, 2026. https://etfiq.com/models/strategies/leveraged-trend-filter/"}