Signal Changes as of 2/1/2022 03:30:25 EDT
| System | Strategy | Ratio | Size | Ticker | Date | State | Type | Profit | Tick |
|---|---|---|---|---|---|---|---|---|---|
| ATR | AtrSPXL | 0.20 | 0.19 | SPXL | 2022-01-31 | Buy@NextOpen |
Long | 0.00% | EOD |
| CTI | CtiSOXL | 0.10 | 0.09 | SOXL | 2022-01-25 | Sell@NextOpen |
Long | 1.83% | EOD |
| Volatility | VRP-SPX | 0.50 | 0.45 | SPXL | 2022-01-24 | Sell@NextOpen |
Long | 11.87% | EOD |
| Momentum-02 | Hanly | 0.50 | 0.47 | VUSTX | 2022-01-31 | Buy@Close |
Long | 0.00% | EOM |
| Momentum-02 | Hanly | 0.50 | 0.47 | VFINX | 2021-03-31 | Sell@Close |
Long | 14.81% | EOM |
| Momentum-02 | Alvarez | 0.50 | 0.47 | TMF | 2022-01-28 | Sell@Close |
Long | -1.63% | EOM |
| Momentum-03 | 3xADM | 0.40 | 0.37 | TMF | 2021-11-30 | Sell@Close |
Long | -17.86% | EOM |
| SixtyForty | 3xADM | 0.40 | 0.38 | TMF | 2021-11-30 | Sell@Close |
Long | -17.86% | EOM |
| SixtyForty | BondYield | 0.60 | 0.28 | HYG | 2022-01-31 | Buy@Close |
Long | 0.00% | EOM |
| SixtyForty | BondYield | 0.60 | 0.28 | TLT | 2021-08-31 | Sell@Close |
Long | -3.74% | EOM |
| AllWeather | FX | 0.35 | 0.33 | UBT | 2021-11-30 | Sell@Close |
Long | -11.73% | EOM |
| AllWeather | GrayBeard | 0.30 | 0.28 | UBT | 2022-01-31 | Buy@Close |
Long | 0.00% | EOM |
| AllWeather | Factor | 0.35 | 0.33 | UBT | 2021-11-30 | Sell@Close |
Long | -11.73% | EOM |
| Indicators | DMIndicatorRSP | 0.25 | 0.22 | SPY | 2021-12-31 | Sell@Close |
RiskOn | -5.27% | EOM |
Notes
The Date indicates when an initial signal was issued.
The State indicates what the trade state is and when to execute changes. Out and Hold mean what it says, Buy@NextOpen means buy the position at tomorrow’s or next open. Sell@NextOpen means sell the position.
The Profit column indicates the current profit or loss with the active trade.
Tick indicates the frequency of the data being used for the strategy, EOD - EndOfDay, EOM - EndOfMonth