SSRNEconometrics & Forecasting
Market History, Rebuilt A Reproducible Synthetic U.S. Total-Return Dataset for Leverage and Duration Research ChemicalStats • Anonymous Risk Researcher
A new 234-year synthetic total-return dataset for equities and Treasuries reveals that permanent 3× leverage faces near-total loss in most reconstructions, ranking below 2× on risk-adjusted returns.
Featured in No. 133 on 2 Oct 2026 · 4 days after release
- Released
- 28 Sep 2026
- First featured
- No. 133 · 2 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 2 of 5
- Identifier
- SSRN 7527762
- Authors
- ChemicalStats Von der Mauerstrasse
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