SPXL Market Stats

Table 1: Basic Stats

Year	Return i	Volatility i	Avg Volume i	Close>Open i	Gap Up i	BPEP i
2016	36.95%	2.70%	6 M	54%	54%	52%
2017	64.29%	1.53%	2 M	53%	58%	48%
2018	-25.59%	3.62%	5 M	49%	57%	48%
2019	100.73%	2.52%	4 M	55%	59%	54%
2020	9.26%	5.16%	13 M	58%	58%	59%
2021	98.59%	2.82%	6 M	54%	62%	55%
2022	-56.68%	5.43%	11 M	50%	45%	54%
2023	67.43%	3.11%	11 M	59%	50%	55%
2024	62.20%	2.72%	4 M	53%	60%	51%
2025	30.84%	3.50%	3 M	52%	59%	49%
TOTAL / AVG	1022.39% ($10,223.90)	3.31%	7 M	54%	56%	52%

Table 2.1: Quarters by rReturn

Group	Starts	rReturn	Z-score
1	1/6/2020	-65.17%	-2.72
1	4/5/2022	-44.40%	-1.97
1	10/3/2018	-44.29%	-1.97
1	1/8/2025	-27.88%	-1.38
1	1/4/2022	-15.20%	-0.92
1	7/10/2023	-12.13%	-0.81
1	7/8/2019	-9.54%	-0.72
1	1/3/2018	-8.68%	-0.69
1	7/7/2022	-8.24%	-0.67
2	7/7/2021	-3.33%	-0.49
2	10/5/2022	-0.63%	-0.40
2	7/10/2024	2.06%	-0.30
2	10/10/2025	2.06%	-0.30
2	4/5/2016	4.77%	-0.20
3	4/5/2018	7.13%	-0.12
3	1/4/2016	7.40%	-0.11
3	10/8/2024	7.73%	-0.09
3	4/4/2017	9.09%	-0.04
3	7/5/2016	9.77%	-0.02
3	4/5/2019	10.20%	-0.00
3	10/3/2016	10.87%	0.02
3	7/5/2017	12.91%	0.09
3	1/5/2023	14.93%	0.17
3	7/7/2020	15.22%	0.18
3	10/3/2017	16.57%	0.22
3	1/3/2017	16.83%	0.23
3	4/9/2024	19.21%	0.32
3	4/6/2023	20.54%	0.37
3	4/7/2021	20.73%	0.37
3	7/14/2025	21.78%	0.41
3	7/5/2018	24.01%	0.49
3	10/6/2023	29.56%	0.69
3	1/8/2024	31.48%	0.76
3	1/5/2021	31.59%	0.77
3	10/5/2020	32.89%	0.81
3	10/4/2019	35.82%	0.92
3	10/5/2021	37.15%	0.97
3	4/10/2025	44.38%	1.23
3	1/4/2019	60.54%	1.81
3	4/6/2020	95.85%	3.08
	2026-01-01

Table 2.2: Quarter Details

Periodi	rReturni	Avg Rangei	Avg Voli	Win Ratei	Gap Upi	BPEPi
1/4/2016 to 4/4/2016 63 days	7.40%	4.16%	11 M	59%	48%	50%
4/5/2016 to 7/1/2016 63 days	4.77%	2.52%	6 M	56%	52%	58%
7/5/2016 to 9/30/2016 63 days	9.77%	2.05%	4 M	56%	51%	59%
10/3/2016 to 12/30/2016 63 days	10.87%	2.06%	4 M	48%	63%	43%
1/3/2017 to 4/3/2017 63 days	16.83%	1.72%	3 M	57%	49%	52%
4/4/2017 to 7/3/2017 63 days	9.09%	1.63%	2 M	49%	65%	49%
7/5/2017 to 10/2/2017 63 days	12.91%	1.43%	1 M	56%	54%	47%
10/3/2017 to 1/2/2018 63 days	16.57%	1.35%	1 M	52%	63%	45%
1/3/2018 to 4/4/2018 63 days	-8.68%	4.42%	6 M	52%	63%	53%
4/5/2018 to 7/3/2018 63 days	7.13%	2.76%	4 M	48%	59%	46%
7/5/2018 to 10/2/2018 63 days	24.01%	1.74%	2 M	54%	57%	56%
10/3/2018 to 1/3/2019 63 days	-44.29%	5.70%	7 M	40%	46%	34%
1/4/2019 to 4/4/2019 63 days	60.54%	2.71%	6 M	62%	62%	59%
4/5/2019 to 7/5/2019 63 days	10.20%	2.48%	4 M	52%	59%	57%
7/8/2019 to 10/3/2019 63 days	-9.54%	3.05%	4 M	48%	57%	44%
10/4/2019 to 1/3/2020 63 days	35.82%	1.73%	3 M	60%	60%	55%
1/6/2020 to 4/3/2020 63 days	-65.17%	8.02%	16 M	59%	49%	71%
4/6/2020 to 7/6/2020 63 days	95.85%	5.34%	21 M	57%	59%	57%
7/7/2020 to 10/2/2020 63 days	15.22%	3.93%	9 M	60%	59%	54%
10/5/2020 to 1/4/2021 63 days	32.89%	3.48%	6 M	54%	65%	54%
1/5/2021 to 4/6/2021 63 days	31.59%	3.55%	6 M	59%	57%	56%
4/7/2021 to 7/6/2021 63 days	20.73%	2.24%	5 M	52%	70%	48%
7/7/2021 to 10/4/2021 63 days	-3.33%	2.47%	6 M	49%	56%	60%
10/5/2021 to 1/3/2022 63 days	37.15%	2.93%	7 M	57%	65%	61%
1/4/2022 to 4/4/2022 63 days	-15.20%	5.51%	9 M	51%	49%	48%
4/5/2022 to 7/6/2022 63 days	-44.40%	6.24%	10 M	52%	41%	54%
7/7/2022 to 10/4/2022 63 days	-8.24%	4.77%	10 M	54%	46%	62%
10/5/2022 to 1/4/2023 63 days	-0.63%	5.25%	14 M	43%	43%	48%
1/5/2023 to 4/5/2023 63 days	14.93%	4.19%	14 M	57%	44%	57%
4/6/2023 to 7/7/2023 63 days	20.54%	2.69%	10 M	56%	46%	48%
7/10/2023 to 10/5/2023 63 days	-12.13%	2.70%	8 M	57%	52%	52%
10/6/2023 to 1/5/2024 63 days	29.56%	2.71%	10 M	65%	52%	64%
1/8/2024 to 4/8/2024 63 days	31.48%	2.33%	6 M	54%	62%	54%
4/9/2024 to 7/9/2024 63 days	19.21%	2.58%	4 M	52%	60%	42%
7/10/2024 to 10/7/2024 63 days	2.06%	3.47%	4 M	52%	65%	54%
10/8/2024 to 1/7/2025 63 days	7.73%	2.63%	3 M	52%	57%	50%
1/8/2025 to 4/9/2025 63 days	-27.88%	5.10%	4 M	56%	43%	63%
4/10/2025 to 7/11/2025 63 days	44.38%	3.58%	4 M	57%	62%	51%
7/14/2025 to 10/9/2025 63 days	21.78%	2.11%	2 M	46%	71%	44%
10/10/2025 to 12/31/2025 57 days	2.06%	3.10%	3 M	49%	58%	42%
TOTAL / AVG	1022.39% ($10,223.90)	3.31%	7 M	54%	56%	52%

Table 3: Consecutive Negative Days

Year	Total Days i	Negative Days i	2+ Days 2+ / only 2 i	3+ Days 3+ / only 3 i	4+ Days 4+ / only 4 i	5+ Days 5+ / only 5 i
2016	252	114 (45%)	7420	346	161	121
2017	251	114 (45%)	8314	5510	255	51
2018	251	125 (50%)	9712	7310	434	271
2019	252	111 (44%)	7821	363	275	70
2020	253	106 (42%)	5615	264	142	60
2021	252	116 (46%)	7614	485	334	172
2022	251	125 (50%)	10018	6410	342	264
2023	250	103 (41%)	6715	3711	41	00
2024	252	118 (47%)	8621	447	233	111
2025	250	120 (48%)	8017	465	311	273
TOTAL	2514	1152 (46%)	799 (31.8%)168	463 (18.4%)71	250 (9.9%)28	138 (5.5%)13

Table 4: Lows

Year	1+% Low i	2+% Low i	3+% Low i	4+% Low i	5+% Low i	6+% Low i	7+% Low i	8+% Low i	9+% Low i	10+% Low i
2016	129 (51.2%)35	58 (23.0%)7	23 (9.1%)2	15 (6.0%)1	7 (2.8%)1	4 (1.6%)1	1 (0.4%)0	1 (0.4%)0	1 (0.4%)0	0 (0.0%)0
2017	74 (29.5%)14	16 (6.4%)1	5 (2.0%)0	3 (1.2%)0	0 (0.0%)0	0 (0.0%)0	0 (0.0%)0	0 (0.0%)0	0 (0.0%)0	0 (0.0%)0
2018	137 (54.6%)32	85 (33.9%)15	55 (21.9%)7	38 (15.1%)4	28 (11.2%)2	20 (8.0%)1	14 (5.6%)1	9 (3.6%)1	7 (2.8%)0	2 (0.8%)0
2019	114 (45.2%)29	56 (22.2%)6	27 (10.7%)2	13 (5.2%)0	5 (2.0%)0	2 (0.8%)0	1 (0.4%)0	0 (0.0%)0	0 (0.0%)0	0 (0.0%)0
2020	162 (64.0%)67	105 (41.5%)31	73 (28.9%)14	54 (21.3%)8	43 (17.0%)7	31 (12.3%)6	24 (9.5%)5	15 (5.9%)4	14 (5.5%)4	10 (4.0%)3
2021	127 (50.4%)35	62 (24.6%)8	30 (11.9%)3	17 (6.7%)2	8 (3.2%)1	7 (2.8%)1	4 (1.6%)0	1 (0.4%)0	0 (0.0%)0	0 (0.0%)0
2022	192 (76.5%)69	139 (55.4%)28	95 (37.8%)13	65 (25.9%)6	47 (18.7%)2	25 (10.0%)1	19 (7.6%)1	8 (3.2%)1	5 (2.0%)0	2 (0.8%)0
2023	131 (52.4%)41	70 (28.0%)10	37 (14.8%)1	10 (4.0%)0	7 (2.8%)0	2 (0.8%)0	0 (0.0%)0	0 (0.0%)0	0 (0.0%)0	0 (0.0%)0
2024	135 (53.6%)38	58 (23.0%)8	30 (11.9%)1	15 (6.0%)1	7 (2.8%)0	4 (1.6%)0	2 (0.8%)0	1 (0.4%)0	1 (0.4%)0	0 (0.0%)0
2025	134 (53.6%)32	80 (32.0%)9	48 (19.2%)3	23 (9.2%)1	14 (5.6%)0	10 (4.0%)0	7 (2.8%)0	6 (2.4%)0	4 (1.6%)0	3 (1.2%)0
TOTAL	1335 (53.1%)392	729 (29.0%)123	423 (16.8%)46	253 (10.1%)23	166 (6.6%)13	105 (4.2%)10	72 (2.9%)7	41 (1.6%)6	32 (1.3%)4	17 (0.7%)3

Table 5: Highs

Year	1+% High i	2+% High i	3+% High i	4+% High i	5+% High i	6+% High i	7+% High i	8+% High i	9+% High i	10+% High i
2016	118 (46.8%)97	52 (20.6%)48	28 (11.1%)24	12 (4.8%)11	6 (2.4%)5	3 (1.2%)3	0 (0.0%)0	0 (0.0%)0	0 (0.0%)0	0 (0.0%)0
2017	69 (27.5%)60	13 (5.2%)13	1 (0.4%)1	0 (0.0%)0	0 (0.0%)0	0 (0.0%)0	0 (0.0%)0	0 (0.0%)0	0 (0.0%)0	0 (0.0%)0
2018	138 (55.0%)101	66 (26.3%)52	34 (13.5%)28	18 (7.2%)16	9 (3.6%)9	6 (2.4%)6	4 (1.6%)4	3 (1.2%)3	3 (1.2%)3	2 (0.8%)2
2019	116 (46.0%)103	47 (18.7%)46	26 (10.3%)25	8 (3.2%)8	3 (1.2%)3	3 (1.2%)3	0 (0.0%)0	0 (0.0%)0	0 (0.0%)0	0 (0.0%)0
2020	167 (66.0%)125	107 (42.3%)87	67 (26.5%)55	36 (14.2%)29	27 (10.7%)24	24 (9.5%)21	18 (7.1%)15	16 (6.3%)13	13 (5.1%)11	11 (4.3%)9
2021	127 (50.4%)105	66 (26.2%)62	29 (11.5%)29	9 (3.6%)9	2 (0.8%)2	0 (0.0%)0	0 (0.0%)0	0 (0.0%)0	0 (0.0%)0	0 (0.0%)0
2022	183 (72.9%)124	132 (52.6%)108	89 (35.5%)79	52 (20.7%)48	34 (13.5%)33	15 (6.0%)15	6 (2.4%)6	4 (1.6%)4	3 (1.2%)3	2 (0.8%)2
2023	150 (60.0%)121	71 (28.4%)65	40 (16.0%)38	15 (6.0%)15	7 (2.8%)7	4 (1.6%)4	1 (0.4%)1	0 (0.0%)0	0 (0.0%)0	0 (0.0%)0
2024	120 (47.6%)100	49 (19.4%)45	17 (6.7%)15	6 (2.4%)5	3 (1.2%)3	3 (1.2%)3	2 (0.8%)2	0 (0.0%)0	0 (0.0%)0	0 (0.0%)0
2025	139 (55.6%)110	65 (26.0%)58	27 (10.8%)27	16 (6.4%)16	7 (2.8%)7	5 (2.0%)5	3 (1.2%)3	2 (0.8%)2	2 (0.8%)2	2 (0.8%)2
TOTAL	1327 (52.8%)1046	668 (26.6%)584	358 (14.2%)321	172 (6.8%)157	98 (3.9%)93	63 (2.5%)60	34 (1.4%)31	25 (1.0%)22	21 (0.8%)19	17 (0.7%)15