Pascal,

I agree that triple leveraged security's have much more risk.
Therefor I do my homework and set my position size for a GDX trade (Short or Long) with a maximum risk of 1%.
Before I can calculate the position size, I must determine the maximum risk being the difference between entry and stop-loss.
This morning I made the calculation and saw that the stop-loss for a triple leveraged position was only double of that of a single position.
I have done back-testing with the EOD GDX MF signals and using proper position sizing the return is much higher with DUST/NUGT than with GDX with still an acceptable draw-down (acceptable to me).
Getting the signals right is one thing, the second (and perhaps even more important) parameter is the use of proper position sizing.
Lessons that I have learned the hard way...

PdP