---
title: Market History, Rebuilt A Reproducible Synthetic U.S. Total-Return Dataset for Leverage and Duration Research ChemicalStats • Anonymous Risk Researcher
url: https://www.ml-quant.com/papers/ssrn/7527762/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-10-02
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 7527762
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7527762
featured: 2026-10-02
citations: unknown
topic: Econometrics & 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7527762
- Identifier: SSRN 7527762
- Released: 2026-09-28
- First featured: Quant Letter No. 133 (2026-10-02): https://www.ml-quant.com/issues/2026-10-02/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Econometrics & Forecasting
- Authors: ChemicalStats Von der Mauerstrasse

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