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