I tried the global Boost switch dpavel mentions and recall it working fairly well. But I ended up with 2 ways to do this that work very well for me:
I have a lead preset I always use. I set its output level to 0.0. All other presets' output levels are set to -4.40 db.
To set the output level, on the front panel, press Layout, then right arrow all the way to the right to the Output section, then press Edit. Right arrow all the way to the right to the main slider and move it down maybe -5 db for rhythm presets. For lead preset, leave it at 0 for lead (do nothing, basically).
I also use Scenes, with Scene 1 as the rhythm scene for the preset at -4.40 db, and Scene 2 as the lead scene for the preset, with the output level set to 2.0 (but most are set to 0.0). On some presets, scenes 1 and 2 are identical except for the output level; on others, I duplicated that lead preset--you can have a different amp, etc., in scene 2.
To set the scene outputs, just select scene 1 or 2 (or whatever), then select layout, output section, Edit, just like before.
But the only time I use the scenes for lead/rhythm switching is on a clean preset for Take It Easy, where the lead is still clean, just louder (maybe a little more delay). For all other presets, even the clean ones, I just switch to the JVM OD2 Red preset for high-gain lead.