Signals as of 3/28/2024 08:00:10 UTC
| Portfolio | Strategy | Ticker | Date | State | Type | Profit | TimeFrame |
|---|---|---|---|---|---|---|---|
| AutoCorrelation | AutoSOXL | Out | EndOfDay | ||||
| AutoCorrelation | AutoTQQQ | Out | EndOfDay | ||||
| AutoCorrelation | AutoSPXL | Out | EndOfDay | ||||
| AutoCorrelation | AutoTECL | Out | EndOfDay | ||||
| Volatility | VRatio | SVXY | 2024-03-22 | Hold |
Long | 1.44% | EndOfDay |
| Volatility | VRP-SPX | SSO | 2024-03-26 | Sell@NextOpen |
Long | 0.58% | EndOfDay |
| Volatility | VRP-SPX | SPXL | 2024-03-27 | Buy@NextOpen |
Long | 0.00% | EndOfDay |
| Volatility | VRP-NDX | TQQQ | 2024-03-27 | Buy@NextOpen |
Long | 0.00% | EndOfDay |
| Volatility | VRP-NDX | QLD | 2024-03-26 | Sell@NextOpen |
Long | -0.67% | EndOfDay |
| ISplines | SplineNDX | Out | EndOfDay | ||||
| ISplines | SplineSPX | Out | EndOfDay | ||||
| ISplines | SplineTNA | Out | EndOfDay | ||||
| Splines | SplineTECL | TECL | 2024-03-22 | Sell@NextOpen |
Long | 0.80% | EndOfDay |
| Splines | SplineSOXL | SOXL | 2024-03-26 | Sell@NextOpen |
Long | 0.58% | EndOfDay |
| Splines | SplineQYLD | QYLD | 2024-03-26 | Sell@NextOpen |
Long | 0.00% | EndOfDay |
| VSplines | SplineSVXY | SVXY | 2024-03-26 | Sell@NextOpen |
Long | 0.21% | EndOfDay |
| VSplines | SplineVXX | VXX | 2024-03-26 | Cover@NextOpen |
Short | 0.55% | EndOfDay |
| VSplines | SplineUVXY | Out | EndOfDay | ||||
| Index-d | 3xADM-d | SPXL | 2024-03-27 | Buy@NextOpen |
Long | 0.00% | EndOfDay |
| Index-d | 3xADM-d | TQQQ | 2024-03-25 | Sell@NextOpen |
Long | -1.05% | EndOfDay |
| Index-d | 1xADM-d | QQQ | 2023-12-26 | Hold |
Long | 8.39% | EndOfDay |
| Portfolio | Strategy | Ticker | Date | State | Type | Profit | TimeFrame |
|---|---|---|---|---|---|---|---|
| Momentum-02 | Hanly | VFINX | 2024-02-29 | Hold |
Long | 3.09% | EndOfMonth |
| Momentum-02 | Alvarez | QLD | 2024-02-29 | Hold |
Long | 2.23% | EndOfMonth |
| Momentum-03 | 3xADM | TQQQ | 2024-02-29 | Hold |
Long | 2.99% | EndOfMonth |
| Momentum-03 | 1xADM | QQQ | 2024-02-29 | Hold |
Long | 1.46% | EndOfMonth |
| SixtyForty | 3xADM | TQQQ | 2024-02-29 | Hold |
Long | 2.99% | EndOfMonth |
| SixtyForty | BondYield | JNK | 2024-02-29 | Hold |
Long | 1.34% | EndOfMonth |
| AllWeather | Factor | MTUM | 2024-02-29 | Hold |
Long | 3.11% | EndOfMonth |
| AllWeather | FX | QQQ | 2024-02-29 | Hold |
Long | 1.46% | EndOfMonth |
| AllWeather | GrayBeard | TQQQ | 2024-02-29 | Hold |
Long | 2.99% | EndOfMonth |
| Momentum-Alt | Alternate | QLD | 2024-02-29 | Hold |
Long | 2.23% | EndOfMonth |
| Momentum-Alt | Sector | XLF | 2024-02-29 | Hold |
Long | 4.23% | EndOfMonth |
| Momentum-Alt | Sector | XLK | 2024-02-29 | Hold |
Long | 1.01% | EndOfMonth |
| Portfolio | Strategy | Ticker | Date | State | Type | Profit | TimeFrame |
|---|---|---|---|---|---|---|---|
| Indicators | CalendarTrend | VFINX | 2023-11-29 | Hold |
RiskOn | 15.87% | EndOfMonth |
| Indicators | DMIndicatorMC | SPY | 2024-02-29 | Hold |
RiskOn | 3.29% | EndOfMonth |
| Indicators | DMIndicatorRSP | SPY | 2024-02-29 | Hold |
RiskOn | 3.29% | EndOfMonth |
| Indicators | DMIndicatorKC | SPY | 2023-11-30 | Hold |
RiskOn | 15.46% | EndOfMonth |
| Indicators | DMIndicatorCPI | SPY | 2024-02-29 | Hold |
RiskOn | 3.29% | EndOfMonth |
| IndicatorsEOD | SP500Bayes | SPY | 2023-11-08 | Hold |
RiskOn | 20.19% | EndOfDay |
| IndicatorsEOD | IndicatorRR | SPY | 2023-12-29 | Hold |
RiskOn | 11.15% | EndOfDay |
| IndicatorsEOD | MC-EOD | SPY | 2023-11-24 | Hold |
RiskOn | 15.90% | EndOfDay |
Notes
A specific Strategy decides what to invest in, while an Indicator simply recommends either RiskOn or RiskOff
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. Short@NextOpen indicates going short and Cover@NextOpen is covering a short position
The Profit column indicates the current profit or loss with the active trade.
TimeFrame indicates the frequency of the data being used for the strategy, EOD - EndOfDay, EOM - EndOfMonth