Index | Leverage | LETF | Lags | 21D | 21D | 21D | 252D | 252D | 252D |
P [p ³0.01] | Minimum | Median | P [p ³0.01] | Minimum | Median | ||||
DJUSFN | +3 | FINU | 3 | 1.0000 | 0.7125 | 0.9963 | 1.0000 | 0.0354 | 0.6315 |
DJUSFN | −3 | FINZ | 3 | 0.6034 | 0.0000 | 0.0242 | 0.0511 | 0.0000 | 0.0000 |
GDM | +3 | NUGT | 5 | 1.0000 | 0.1592 | 0.4248 | 0.9986 | 0.0053 | 0.0644 |
GDM | −3 | DUST | 3 | 1.0000 | 0.0466 | 0.3639 | 0.5112 | 0.0000 | 0.0107 |
INDU | +3 | UDOW | 3 | 1.0000 | 0.9962 | 1.0000 | 1.0000 | 0.5142 | 1.0000 |
INDU | −3 | SDOW | 3 | 1.0000 | 0.9993 | 1.0000 | 1.0000 | 0.4442 | 0.9994 |
IXT | +3 | TECL | 4 | 0.9996 | 0.0059 | 0.5625 | 0.5942 | 0.0000 | 0.0450 |
IXT | −3 | TECS | 5 | 0.9953 | 0.0006 | 0.3224 | 0.5057 | 0.0000 | 0.0107 |
MVRSX | +3 | RUSL | 3 | 0.9997 | 0.0086 | 0.7218 | 0.1339 | 0.0000 | 0.0000 |
MVRSX | −3 | RUSS | 4 | 1.0000 | 0.0183 | 0.7212 | 0.5420 | 0.0000 | 0.0180 |
MXEA | +3 | DZK | 3 | 0.9999 | 0.0067 | 0.6241 | 0.0268 | 0.0000 | 0.0000 |
MXEA | −3 | DPK | 4 | 1.0000 | 0.2803 | 0.9546 | 0.9429 | 0.0000 | 0.1643 |
MXEF | +3 | EDC | 3 | 1.0000 | 0.0411 | 0.3948 | 0.0455 | 0.0000 | 0.0000 |
MXEF | −3 | EDZ | 4 | 1.0000 | 0.2243 | 0.9398 | 0.6698 | 0.0000 | 0.0403 |
NDX | +3 | TQQQ | 3 | 1.0000 | 0.9997 | 1.0000 | 1.0000 | 0.6649 | 1.0000 |
NDX | −3 | SQQQ | 3 | 1.0000 | 0.9999 | 1.0000 | 1.0000 | 0.5509 | 0.9983 |
RTY | +3 | TNA | 3 | 1.0000 | 0.9582 | 1.0000 | 1.0000 | 0.0911 | 0.9682 |
RTY | −3 | TZA | 4 | 1.0000 | 0.9986 | 1.0000 | 1.0000 | 0.0121 | 0.8987 |
SPX | +3 | SPXL | 5 | 1.0000 | 0.9912 | 1.0000 | 1.0000 | 0.0605 | 1.0000 |
SPX | −3 | SPXS | 5 | 1.0000 | 0.9912 | 1.0000 | 1.0000 | 0.1100 | 1.0000 |