Crowly · Research Tools · Quantitative Finance

⚡ Leveraged ETF Simulator PRO v2

Monte Carlo paths · Survival probability · Sharpe ratio · Recovery analysis · Interest cost model · Beta slippage engine · 1993–2026

Monte Carlo (1,000 paths) Interest Cost Model Rolling Return Windows Max Drawdown Tracking Sharpe & Sortino Ratios Survival Probability Recovery Time Analysis

Simulation Parameters

Start Year

End Year

Initial Capital ($)

Monthly DCA ($)

Expense Ratio (%)

Rate Spread (%)

Monte Carlo Paths

Inflation Adjust

1× Index

2×

3×

4×

TQQQ (actual)

Portfolio Growth

Drawdown From Peak

Annual Returns

Monte Carlo Simulation

PATH DEPENDENCY

3× Leveraged — Randomized Return Sequences

Click "Run Full Simulation" to generate paths

Survival & Outcome Distribution

—

Survival Rate

Median: —

10th %ile: —

90th %ile: —

Beat 1×: —

90%+ Loss: —

Rolling Return Windows

AVG / MIN / MAX

Volatility Decay (Beta Slippage)

KEY RISK

Annual Drag from Daily Rebalancing

Estimated Alpha Lost Per Year

Decay vs Volatility Curve

Interest Cost Impact

RATE MODEL

Cumulative Interest Drag

3× ETF Net Return by Rate Regime

Net Annual Return at Different Fed Rates

Recovery Time Analysis

DRAWDOWN DEPTH → RECOVERY

Time to Recover from Max Drawdown (years)

Simulation Insights

INTELLIGENCE

Risk Assessment

MULTI-FACTOR

Composite Risk Score

Drawdown + Decay + Rate Sensitivity (0–100)

Verdict Matrix

Leverage	Best For	Avoid When	Verdict