Strategy - 1xADM-d


Daily Accelerating Dual Momentum

Description

This is similar to 1xADM with shorter time frames and tighter stops.

This strategy uses the following risk-on assets: QQQ, SPY. with UBT and TIP being risk off havens.

It will buy only one risk on asset at a time.

Trading happens on the NextOpen of the signal day

Details

Metrics

Metric Measure
AccountName default
NoOfTrades 318.00
NoOfWins 172.00
NoOfLosses 146.00
SharpRatio 0.77
SortinoRatio 0.98
GrossProfit $44777.93
FirstDate 2010-01-22
LastDate 2023-01-10
FirstEquity $10000.00
FinalEquity $54777.93
OpenEquity $29043.75
LongEquity $44777.93
ShortEquity $0.00
PercentWins 54.09%
AveWin 2.96%
AveLoss -1.54%
AveWinLoss 1.92
Expectancy 0.89%
AveDrawUp 37.68%
AveDrawDown -12.83%
MaxDrawDown -24.44%
Kelly 30.14%
Thorpe 71.81
APR 14.02%
CalmarRatio 1.09

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
QQQ 2010-01-22 2010-01-25 $40.16 $39.32 Long 132.0 -2.10% 2863.25 9881.56
TIP 2010-01-25 2010-02-12 $76.37 $75.93 Long 92.0 -0.58% 2789.36 9858.43
TBF 2010-02-12 2010-02-16 $48.35 $48.63 Long 146.0 0.58% 2850.06 9917.35
TIP 2010-02-16 2010-02-17 $75.69 $75.90 Long 93.0 0.27% 4508.27 9917.04
QQQ 2010-02-17 2010-05-21 $39.42 $38.70 Long 137.0 -1.83% 2447.20 9640.34
UBT 2010-05-21 2010-05-28 $19.48 $18.29 Long 378.0 -6.10% 5979.92 9336.12
QQQ 2010-05-28 2010-06-01 $40.74 $40.30 Long 83.0 -1.07% 2456.85 9260.23
UBT 2010-06-01 2010-06-03 $18.71 $17.92 Long 367.0 -4.25% 5703.30 9056.93
QQQ 2010-06-03 2010-06-07 $41.11 $40.21 Long 81.0 -2.20% 2452.59 9086.17
UBT 2010-06-07 2010-08-05 $18.81 $19.71 Long 346.0 4.78% 4331.72 9282.81
QQQ 2010-08-05 2010-08-11 $41.51 $40.79 Long 119.0 -1.73% 2440.56 9270.80
UBT 2010-08-11 2010-09-07 $20.26 $22.12 Long 333.0 9.18% 2573.25 9887.94
UBT 2010-09-07 2010-09-29 $22.12 $22.55 Long 327.0 1.96% 2878.39 9945.20
QQQ 2010-09-29 2010-10-22 $43.90 $45.68 Long 161.0 4.06% 3056.17 10362.18
UBT 2010-10-22 2010-10-27 $20.33 $19.98 Long 353.0 -1.73% 2863.76 10091.76
TIP 2010-10-27 2010-11-01 $82.34 $83.03 Long 88.0 0.84% 2687.84 10017.74
UBT 2010-11-01 2010-11-02 $20.56 $20.43 Long 364.0 -0.60% 2985.27 10126.45
TIP 2010-11-02 2010-11-03 $83.03 $83.35 Long 86.0 0.38% 2859.83 10178.12
QQQ 2010-11-03 2011-03-17 $47.05 $49.08 Long 155.0 4.31% 6803.34 10463.59
SPY 2011-03-17 2011-03-23 $101.79 $102.98 Long 36.0 1.16% 6762.61 10545.81
QQQ 2011-03-23 2011-05-24 $49.31 $50.99 Long 76.0 3.41% 3017.82 10716.58
UBT 2011-05-24 2011-05-26 $19.10 $19.25 Long 399.0 0.79% 6902.05 10726.23
SPY 2011-05-26 2011-06-01 $105.45 $107.43 Long 36.0 1.88% 6920.04 10694.93
QQQ 2011-06-01 2011-06-03 $52.02 $50.54 Long 74.0 -2.85% 2945.79 10617.68
UBT 2011-06-03 2011-06-30 $19.63 $18.63 Long 393.0 -5.07% 2894.98 10248.73
TIP 2011-06-30 2011-07-07 $84.76 $84.84 Long 87.0 0.11% 2796.46 10323.49
QQQ 2011-07-07 2011-07-12 $52.68 $51.89 Long 142.0 -1.50% 2647.06 10138.62
UBT 2011-07-12 2011-07-13 $19.99 $19.76 Long 376.0 -1.17% 2812.13 10053.86
QQQ 2011-07-13 2011-07-15 $51.89 $51.69 Long 140.0 -0.38% 3080.65 10173.10
UBT 2011-07-15 2011-07-21 $19.20 $19.17 Long 363.0 -0.16% 2789.73 10080.02
QQQ 2011-07-21 2011-07-26 $52.52 $53.23 Long 138.0 1.35% 2755.33 10142.65
UBT 2011-07-26 2011-09-28 $19.32 $28.79 Long 382.0 49.01% 3820.49 13769.01
UBT 2011-09-28 2011-10-10 $28.79 $28.76 Long 345.0 -0.11% 3849.24 13719.12
UBT 2011-10-10 2011-10-31 $28.76 $27.18 Long 344.0 -5.49% 3495.94 13557.47
UBT 2011-10-31 2012-01-24 $27.18 $28.83 Long 357.0 6.10% 3813.12 13731.18
UBT 2012-01-24 2012-01-26 $28.83 $28.90 Long 346.0 0.22% 3930.54 13738.42
QQQ 2012-01-26 2012-05-07 $54.59 $57.97 Long 181.0 6.18% 3868.58 14393.98
UBT 2012-05-07 2012-05-09 $29.98 $30.60 Long 352.0 2.05% 9522.89 14682.71
QQQ 2012-05-09 2012-05-10 $57.48 $58.24 Long 89.0 1.32% 4435.59 14836.58
UBT 2012-05-10 2012-08-15 $29.77 $32.33 Long 345.0 8.61% 4357.07 15553.89
TIP 2012-08-15 2012-08-16 $94.40 $94.11 Long 119.0 -0.31% 4285.54 15665.70
TBF 2012-08-16 2012-08-23 $28.82 $28.21 Long 391.0 -2.12% 4059.44 15338.65
UBT 2012-08-23 2012-08-27 $33.41 $33.72 Long 337.0 0.94% 4453.68 15436.92
TIP 2012-08-27 2012-08-28 $95.38 $95.66 Long 115.0 0.29% 4250.52 15420.92
UBT 2012-08-28 2012-08-29 $34.05 $33.60 Long 329.0 -1.32% 4206.94 15276.52
TIP 2012-08-29 2012-09-04 $95.68 $95.69 Long 116.0 0.01% 4305.81 15316.49
QQQ 2012-09-04 2012-10-03 $61.46 $62.40 Long 179.0 1.54% 7238.15 15487.40
SPY 2012-10-03 2012-10-04 $119.39 $120.01 Long 69.0 0.52% 7112.90 15532.02
QQQ 2012-10-04 2012-10-08 $62.73 $62.13 Long 134.0 -0.95% 4400.88 15441.58
SPY 2012-10-08 2012-10-15 $119.97 $118.02 Long 92.0 -1.63% 4333.50 15252.62
TIP 2012-10-15 2012-10-16 $96.68 $96.53 Long 113.0 -0.16% 4421.77 15083.05
UBT 2012-10-16 2012-10-17 $32.59 $31.56 Long 332.0 -3.16% 6739.25 14931.14
SPY 2012-10-17 2012-10-19 $120.01 $119.93 Long 68.0 -0.06% 4110.83 14772.09
TBF 2012-10-19 2012-10-22 $28.99 $28.74 Long 372.0 -0.87% 4215.20 14785.29
TIP 2012-10-22 2012-10-25 $96.23 $95.80 Long 110.0 -0.45% 3987.25 14724.25
TBF 2012-10-25 2012-10-31 $28.94 $28.41 Long 372.0 -1.84% 4036.78 14597.84
TIP 2012-10-31 2012-11-08 $96.50 $97.19 Long 109.0 0.72% 4120.78 14978.53
UBT 2012-11-08 2012-11-26 $33.15 $33.85 Long 317.0 2.09% 4299.97 14859.46
TIP 2012-11-26 2012-11-28 $96.79 $97.15 Long 109.0 0.37% 4031.09 14760.50
UBT 2012-11-28 2012-11-29 $34.25 $33.65 Long 317.0 -1.75% 4119.88 14723.44
TIP 2012-11-29 2012-11-30 $97.06 $97.39 Long 109.0 0.34% 4194.42 14736.28
SPY 2012-11-30 2012-12-04 $117.12 $116.55 Long 90.0 -0.49% 9505.96 14678.90
QQQ 2012-12-04 2012-12-06 $59.51 $58.63 Long 87.0 -1.49% 6801.62 14640.06
SPY 2012-12-06 2012-12-07 $116.49 $117.44 Long 67.0 0.82% 4180.26 14667.02
TIP 2012-12-07 2012-12-12 $98.04 $97.93 Long 107.0 -0.11% 4098.10 14622.57
SPY 2012-12-12 2012-12-28 $118.66 $116.72 Long 89.0 -1.63% 4079.31 14481.65
TIP 2012-12-28 2013-01-02 $97.26 $96.44 Long 107.0 -0.84% 6329.61 14451.01
SPY 2013-01-02 2013-01-14 $120.43 $121.90 Long 67.0 1.23% 4135.59 14506.45
QQQ 2013-01-14 2013-01-16 $60.95 $60.81 Long 170.0 -0.22% 4120.58 14493.68
SPY 2013-01-16 2013-01-17 $121.80 $122.58 Long 85.0 0.63% 4073.39 14545.76
QQQ 2013-01-17 2013-01-18 $61.21 $61.05 Long 171.0 -0.25% 4075.05 14538.44
SPY 2013-01-18 2013-01-24 $122.80 $123.78 Long 85.0 0.80% 4267.24 14591.64
QQQ 2013-01-24 2013-01-25 $60.76 $60.94 Long 170.0 0.30% 4178.92 14653.06
SPY 2013-01-25 2013-01-29 $124.39 $124.29 Long 84.0 -0.07% 6738.19 14631.35
QQQ 2013-01-29 2013-02-05 $61.10 $60.82 Long 129.0 -0.45% 4228.00 14632.55
SPY 2013-02-05 2013-02-06 $124.78 $124.92 Long 83.0 0.11% 4001.19 14599.20
QQQ 2013-02-06 2013-02-07 $61.24 $61.34 Long 173.0 0.16% 4072.32 14595.96
SPY 2013-02-07 2013-02-11 $125.49 $125.93 Long 84.0 0.35% 4053.32 14648.77
QQQ 2013-02-11 2013-02-13 $61.97 $61.89 Long 171.0 -0.13% 4143.59 14623.91
SPY 2013-02-13 2013-02-14 $126.42 $125.89 Long 83.0 -0.42% 4116.04 14640.24
QQQ 2013-02-14 2013-02-21 $61.62 $61.01 Long 170.0 -1.01% 4213.83 14450.16
SPY 2013-02-21 2013-03-06 $125.28 $128.50 Long 82.0 2.57% 4081.17 14692.11
QQQ 2013-03-06 2013-03-14 $62.76 $62.75 Long 170.0 -0.03% 4240.44 14776.10
SPY 2013-03-14 2013-03-15 $129.72 $129.92 Long 81.0 0.15% 4153.50 14726.54
QQQ 2013-03-15 2013-03-21 $62.78 $62.18 Long 169.0 -0.96% 4212.18 14634.72
SPY 2013-03-21 2013-03-27 $129.01 $129.42 Long 81.0 0.32% 9460.19 14737.75
QQQ 2013-03-27 2013-04-04 $62.32 $62.47 Long 84.0 0.23% 4149.98 14745.95
TIP 2013-04-04 2013-04-05 $96.86 $97.71 Long 109.0 0.88% 3741.12 14900.05
UBT 2013-04-05 2013-05-07 $32.72 $31.86 Long 338.0 -2.62% 4050.73 14491.08
QQQ 2013-05-07 2013-05-08 $66.21 $66.03 Long 158.0 -0.26% 4098.22 14498.30
UBT 2013-05-08 2013-05-09 $31.76 $31.96 Long 327.0 0.62% 4080.21 14556.12
QQQ 2013-05-09 2013-06-24 $66.25 $63.98 Long 158.0 -3.43% 9176.45 14177.81
SPY 2013-06-24 2013-06-26 $131.91 $133.97 Long 38.0 1.56% 9141.99 14270.91
QQQ 2013-06-26 2014-02-06 $64.88 $78.29 Long 79.0 20.68% 4489.41 15306.43
UBT 2014-02-06 2014-02-07 $25.87 $25.77 Long 419.0 -0.35% 9722.78 15355.51
QQQ 2014-02-07 2014-03-14 $79.52 $82.36 Long 70.0 3.58% 3868.16 15405.03
UBT 2014-03-14 2014-03-21 $27.02 $26.26 Long 430.0 -2.81% 6923.72 15014.96
QQQ 2014-03-21 2014-03-24 $84.06 $82.86 Long 98.0 -1.42% 4113.53 15214.49
UBT 2014-03-24 2014-04-11 $26.59 $27.94 Long 411.0 5.05% 10329.27 15577.37
SPY 2014-04-11 2014-04-14 $154.89 $155.56 Long 34.0 0.43% 4195.86 15379.33
UBT 2014-04-14 2014-04-23 $28.49 $27.91 Long 401.0 -2.01% 4368.50 15367.60
SPY 2014-04-23 2014-04-24 $159.72 $160.19 Long 69.0 0.29% 4369.53 15548.40
UBT 2014-04-24 2014-06-10 $27.91 $28.41 Long 396.0 1.78% 4356.80 15647.82
QQQ 2014-06-10 2014-06-11 $85.97 $85.89 Long 131.0 -0.09% 4330.61 15607.10
UBT 2014-06-11 2014-06-17 $28.48 $28.94 Long 396.0 1.60% 4396.50 15803.14
QQQ 2014-06-17 2014-06-25 $85.66 $86.03 Long 133.0 0.43% 4243.20 15786.64
UBT 2014-06-25 2014-07-02 $29.43 $28.86 Long 394.0 -1.93% 4217.88 15629.15
QQQ 2014-07-02 2014-07-08 $88.35 $88.59 Long 129.0 0.27% 4161.50 15733.35
UBT 2014-07-08 2015-02-11 $29.15 $39.73 Long 394.0 36.31% 5631.63 19835.87
UBT 2015-02-11 2015-02-13 $39.73 $39.60 Long 357.0 -0.34% 5542.58 19849.87
QQQ 2015-02-13 2015-02-19 $99.48 $100.22 Long 143.0 0.74% 5573.77 19777.27
UBT 2015-02-19 2015-02-20 $37.83 $38.00 Long 378.0 0.45% 5637.41 20043.98
QQQ 2015-02-20 2015-03-11 $100.72 $99.08 Long 142.0 -1.62% 5439.59 19946.42
UBT 2015-03-11 2015-03-13 $37.65 $37.86 Long 379.0 0.57% 9006.06 19751.46
QQQ 2015-03-13 2015-05-01 $98.92 $101.35 Long 109.0 2.46% 5654.40 20145.39
TBF 2015-05-01 2015-05-04 $24.20 $24.28 Long 595.0 0.32% 5425.27 20076.43
QQQ 2015-05-04 2015-05-06 $102.62 $100.96 Long 143.0 -1.61% 5482.20 20020.89
TBF 2015-05-06 2015-06-01 $24.75 $24.60 Long 581.0 -0.63% 5626.25 19704.22
TIP 2015-06-01 2015-06-02 $92.46 $91.79 Long 153.0 -0.73% 5290.37 19765.37
TBF 2015-06-02 2015-06-04 $24.97 $25.34 Long 576.0 1.51% 5678.15 19859.75
QQQ 2015-06-04 2015-06-30 $102.97 $101.06 Long 138.0 -1.86% 5621.07 19607.99
TBF 2015-06-30 2015-08-04 $25.46 $24.07 Long 550.0 -5.45% 5157.84 18736.91
UBT 2015-08-04 2015-08-06 $36.06 $35.52 Long 380.0 -1.51% 5351.25 18585.99
TBF 2015-08-06 2015-08-07 $24.28 $24.04 Long 548.0 -0.96% 4892.49 18693.04
UBT 2015-08-07 2015-08-27 $36.26 $35.19 Long 376.0 -2.97% 4956.00 18106.84
TBF 2015-08-27 2015-08-31 $24.25 $23.97 Long 543.0 -1.16% 5003.93 17689.38
UBT 2015-08-31 2015-09-01 $35.92 $35.31 Long 361.0 -1.68% 4881.41 17721.03
TBF 2015-09-01 2015-09-02 $24.24 $24.28 Long 531.0 0.16% 4879.16 17459.81
UBT 2015-09-02 2015-09-03 $35.72 $35.07 Long 361.0 -1.81% 4978.01 17519.21
TBF 2015-09-03 2015-09-04 $24.30 $24.08 Long 517.0 -0.88% 4724.73 17575.56
UBT 2015-09-04 2015-09-09 $35.39 $34.02 Long 359.0 -3.88% 4367.30 16743.64
TBF 2015-09-09 2015-09-25 $24.65 $24.15 Long 510.0 -2.01% 4938.42 16618.54
UBT 2015-09-25 2015-10-30 $35.27 $35.53 Long 333.0 0.73% 4653.04 16716.45
TBF 2015-10-30 2015-11-25 $23.95 $24.07 Long 506.0 0.53% 4748.92 16839.65
TIP 2015-11-25 2015-11-27 $90.87 $90.97 Long 133.0 0.12% 4773.30 16841.89
UBT 2015-11-27 2016-03-14 $35.00 $39.28 Long 345.0 12.22% 5270.06 18310.62
TIP 2016-03-14 2016-03-15 $91.93 $91.87 Long 142.0 -0.06% 5011.27 18189.21
UBT 2016-03-15 2016-03-17 $39.71 $39.70 Long 335.0 -0.04% 5129.05 18311.76
TIP 2016-03-17 2016-03-18 $92.82 $93.25 Long 142.0 0.47% 4982.05 18264.58
UBT 2016-03-18 2016-03-22 $40.33 $39.80 Long 332.0 -1.30% 5227.97 18145.85
TIP 2016-03-22 2016-03-24 $93.30 $92.94 Long 139.0 -0.39% 4544.95 17839.27
UBT 2016-03-24 2016-03-31 $41.22 $40.74 Long 330.0 -1.16% 5106.01 17993.16
TIP 2016-03-31 2016-04-01 $94.03 $94.19 Long 137.0 0.17% 4922.17 17917.48
UBT 2016-04-01 2016-04-15 $41.16 $41.42 Long 318.0 0.64% 5063.18 18071.98
QQQ 2016-04-15 2016-04-25 $105.09 $102.99 Long 124.0 -1.99% 5107.38 17855.86
SPY 2016-04-25 2016-05-05 $184.45 $182.06 Long 69.0 -1.30% 4969.18 18023.20
UBT 2016-05-05 2016-05-13 $40.45 $41.57 Long 314.0 2.77% 5087.43 18043.15
TIP 2016-05-13 2016-05-16 $94.41 $94.48 Long 137.0 0.07% 4887.12 17843.23
UBT 2016-05-16 2016-06-09 $42.13 $43.18 Long 312.0 2.49% 5245.61 18393.98
SPY 2016-06-09 2016-06-10 $187.33 $186.40 Long 70.0 -0.50% 4807.34 18306.58
UBT 2016-06-10 2016-07-11 $44.07 $50.79 Long 306.0 15.24% 5734.53 20363.75
SPY 2016-07-11 2016-07-13 $189.80 $191.81 Long 77.0 1.06% 5836.21 20428.82
QQQ 2016-07-13 2016-07-14 $106.29 $106.45 Long 138.0 0.15% 5883.69 20506.96
SPY 2016-07-14 2016-07-15 $192.66 $193.00 Long 76.0 0.18% 5827.81 20496.51
QQQ 2016-07-15 2016-10-26 $106.69 $112.86 Long 138.0 5.78% 5924.41 21431.13
TBF 2016-10-26 2016-11-10 $21.12 $22.42 Long 733.0 6.15% 10081.14 22106.69
QQQ 2016-11-10 2016-11-11 $112.60 $109.81 Long 109.0 -2.48% 10256.15 22069.15
SPY 2016-11-11 2016-11-18 $193.35 $196.03 Long 61.0 1.38% 10196.76 22161.78
QQQ 2016-11-18 2016-12-02 $112.31 $110.15 Long 107.0 -1.92% 6258.20 21984.02
SPY 2016-12-02 2016-12-09 $196.56 $201.70 Long 80.0 2.61% 10254.79 22442.14
QQQ 2016-12-09 2017-03-10 $113.45 $125.63 Long 107.0 10.74% 6680.16 23676.50
TBF 2017-03-10 2017-03-14 $23.47 $23.56 Long 725.0 0.37% 6688.98 23758.25
QQQ 2017-03-14 2017-03-15 $125.53 $125.79 Long 136.0 0.21% 6811.36 23662.22
TBF 2017-03-15 2017-03-16 $23.39 $23.27 Long 726.0 -0.54% 6626.47 23663.15
QQQ 2017-03-16 2017-03-22 $126.50 $124.43 Long 135.0 -1.64% 6596.21 23430.34
TIP 2017-03-22 2017-03-29 $95.07 $95.29 Long 177.0 0.23% 6493.84 23390.34
TBF 2017-03-29 2017-03-30 $22.72 $22.68 Long 747.0 -0.17% 6587.81 23465.64
QQQ 2017-03-30 2017-04-04 $126.66 $126.35 Long 133.0 -0.24% 6560.95 23379.82
TIP 2017-04-04 2017-04-07 $95.64 $95.71 Long 176.0 0.08% 6671.36 23543.28
TBF 2017-04-07 2017-04-10 $22.49 $22.60 Long 744.0 0.47% 6566.71 23447.21
TIP 2017-04-10 2017-04-12 $95.59 $95.73 Long 177.0 0.15% 6408.73 23641.02
UBT 2017-04-12 2017-04-13 $36.94 $37.48 Long 463.0 1.47% 6750.73 23752.21
TIP 2017-04-13 2017-04-17 $96.11 $96.00 Long 177.0 -0.11% 6606.21 23660.67
UBT 2017-04-17 2017-04-21 $37.58 $37.68 Long 456.0 0.25% 6625.50 23768.78
QQQ 2017-04-21 2017-05-17 $127.12 $132.73 Long 135.0 4.41% 6356.24 24834.96
UBT 2017-05-17 2017-07-17 $36.97 $37.64 Long 492.0 1.82% 6868.68 24827.47
TBF 2017-07-17 2017-07-18 $22.07 $21.86 Long 816.0 -0.92% 6573.66 24743.46
UBT 2017-07-18 2017-09-19 $38.26 $39.57 Long 474.0 3.41% 11712.14 25327.12
QQQ 2017-09-19 2017-09-26 $140.37 $138.16 Long 97.0 -1.58% 7124.73 25088.75
SPY 2017-09-26 2017-09-28 $227.70 $227.99 Long 79.0 0.12% 11536.91 25161.10
QQQ 2017-09-28 2017-10-26 $138.76 $141.86 Long 98.0 2.23% 7202.55 25527.83
TBF 2017-10-26 2017-10-30 $22.00 $21.85 Long 829.0 -0.66% 6847.53 25379.99
QQQ 2017-10-30 2017-10-31 $145.44 $146.37 Long 127.0 0.64% 6981.71 25434.50
UBT 2017-10-31 2017-11-01 $38.53 $38.58 Long 479.0 0.14% 7080.12 25383.31
QQQ 2017-11-01 2017-11-30 $147.05 $148.75 Long 125.0 1.15% 7372.94 25760.05
SPY 2017-11-30 2017-12-04 $240.79 $243.12 Long 76.0 0.97% 7291.19 25520.78
QQQ 2017-12-04 2017-12-05 $149.67 $146.95 Long 124.0 -1.82% 7491.86 25512.42
SPY 2017-12-05 2017-12-12 $240.27 $243.94 Long 75.0 1.53% 11836.15 25775.13
QQQ 2017-12-12 2018-02-06 $150.02 $150.31 Long 93.0 0.19% 7268.10 25879.30
TBF 2018-02-06 2018-02-15 $22.32 $22.74 Long 831.0 1.87% 16502.27 26253.09
QQQ 2018-02-15 2018-03-01 $158.34 $161.39 Long 61.0 1.93% 7427.88 26201.52
TBF 2018-03-01 2018-03-05 $22.66 $22.60 Long 835.0 -0.26% 11954.77 26526.14
QQQ 2018-03-05 2018-03-27 $159.38 $160.04 Long 90.0 0.41% 7455.72 26178.04
TBF 2018-03-27 2018-03-28 $22.40 $22.10 Long 844.0 -1.34% 7190.75 26082.62
TIP 2018-03-28 2018-04-04 $96.01 $96.27 Long 197.0 0.27% 7346.15 26270.71
TBF 2018-04-04 2018-04-09 $22.08 $22.20 Long 852.0 0.57% 7427.81 26279.16
TIP 2018-04-09 2018-04-13 $96.10 $96.24 Long 196.0 0.15% 7305.30 26232.89
TBF 2018-04-13 2018-05-08 $22.23 $22.60 Long 854.0 1.66% 7530.08 26626.18
QQQ 2018-05-08 2018-07-06 $160.30 $167.84 Long 119.0 4.70% 7732.13 27506.07
TIP 2018-07-06 2018-07-09 $97.39 $97.22 Long 203.0 -0.18% 12425.31 27524.67
QQQ 2018-07-09 2018-07-12 $170.93 $171.59 Long 88.0 0.39% 7734.47 27484.73
UBT 2018-07-12 2018-07-13 $37.70 $37.84 Long 525.0 0.37% 7615.67 27617.28
QQQ 2018-07-13 2018-07-16 $173.77 $173.97 Long 115.0 0.11% 7917.38 27624.29
UBT 2018-07-16 2018-07-17 $37.53 $37.40 Long 525.0 -0.35% 7757.16 27523.00
TIP 2018-07-17 2018-07-20 $97.04 $96.87 Long 204.0 -0.17% 7791.09 27251.28
UBT 2018-07-20 2018-07-23 $37.15 $36.41 Long 531.0 -2.00% 7622.50 27051.79
TIP 2018-07-23 2018-07-24 $96.55 $96.20 Long 202.0 -0.36% 7399.56 26978.63
TBF 2018-07-24 2018-08-07 $22.41 $22.43 Long 877.0 0.09% 7547.13 27088.43
QQQ 2018-08-07 2018-08-14 $175.90 $175.28 Long 111.0 -0.35% 7556.21 26859.10
UBT 2018-08-14 2018-08-15 $36.62 $36.70 Long 531.0 0.20% 7867.61 26959.11
QQQ 2018-08-15 2018-08-16 $174.31 $174.90 Long 110.0 0.33% 7691.75 27062.51
UBT 2018-08-16 2018-09-10 $36.77 $35.91 Long 528.0 -2.34% 7521.56 26653.94
TIP 2018-09-10 2018-09-12 $96.62 $96.58 Long 198.0 -0.04% 7495.11 26651.92
TBF 2018-09-12 2018-10-01 $22.42 $22.86 Long 854.0 1.96% 12516.68 26964.90
QQQ 2018-10-01 2018-10-02 $181.28 $180.45 Long 80.0 -0.46% 7542.67 26911.13
TBF 2018-10-02 2018-12-06 $22.86 $22.46 Long 849.0 -1.75% 5324.21 26476.59
UBT 2018-12-06 2019-01-22 $35.66 $36.69 Long 597.0 2.89% 7863.84 27212.50
TBF 2019-01-22 2019-01-23 $22.16 $22.23 Long 874.0 0.31% 7842.00 27422.57
UBT 2019-01-23 2019-02-28 $36.49 $36.25 Long 533.0 -0.66% 7478.64 27124.29
TIP 2019-02-28 2019-03-04 $96.96 $96.70 Long 203.0 -0.27% 7622.94 27065.61
TBF 2019-03-04 2019-03-05 $22.29 $22.29 Long 874.0 0.00% 7552.27 27276.99
UBT 2019-03-05 2019-07-01 $36.35 $45.05 Long 538.0 23.94% 8549.88 31659.94
QQQ 2019-07-01 2019-07-05 $185.92 $185.73 Long 125.0 -0.10% 9150.56 31746.29
UBT 2019-07-05 2019-09-12 $44.96 $51.18 Long 503.0 13.83% 9662.37 34183.28
UBT 2019-09-12 2019-10-29 $51.18 $48.67 Long 493.0 -4.91% 9467.69 33451.71
UBT 2019-10-29 2019-11-05 $48.67 $48.17 Long 497.0 -1.03% 9047.20 33407.42
TIP 2019-11-05 2019-11-06 $102.79 $102.89 Long 237.0 0.10% 9516.25 33432.64
TBF 2019-11-06 2019-11-07 $19.21 $19.43 Long 1245.0 1.13% 9738.26 33629.47
TIP 2019-11-07 2019-11-08 $102.86 $102.34 Long 233.0 -0.50% 9154.90 33608.69
TBF 2019-11-08 2019-11-15 $19.61 $19.28 Long 1246.0 -1.67% 9462.04 33189.16
TIP 2019-11-15 2019-11-21 $102.66 $103.23 Long 231.0 0.55% 9362.58 33324.64
UBT 2019-11-21 2019-11-22 $49.78 $49.92 Long 481.0 0.27% 9408.71 33376.38
TIP 2019-11-22 2019-11-25 $103.29 $103.37 Long 232.0 0.08% 9190.58 33369.35
UBT 2019-11-25 2019-12-02 $50.31 $48.80 Long 481.0 -3.00% 8773.08 32418.67
QQQ 2019-12-02 2019-12-03 $200.77 $195.97 Long 119.0 -2.39% 9069.85 31900.71
TBF 2019-12-03 2019-12-04 $18.90 $18.86 Long 1218.0 -0.21% 9050.86 32055.30
TIP 2019-12-04 2019-12-13 $103.58 $103.36 Long 222.0 -0.21% 8964.71 32084.34
QQQ 2019-12-13 2019-12-16 $202.03 $204.13 Long 114.0 1.04% 9147.83 32214.32
TIP 2019-12-16 2019-12-17 $103.53 $103.44 Long 223.0 -0.09% 9037.58 32197.73
QQQ 2019-12-17 2020-01-24 $205.10 $221.34 Long 113.0 7.92% 9439.81 34267.22
UBT 2020-01-24 2020-02-14 $51.06 $53.55 Long 482.0 4.89% 10164.16 35254.76
TIP 2020-02-14 2020-02-19 $105.41 $105.62 Long 238.0 0.19% 9939.35 35427.84
UBT 2020-02-19 2020-02-20 $53.85 $54.51 Long 471.0 1.24% 10100.32 35433.99
QQQ 2020-02-20 2020-02-21 $231.95 $229.16 Long 110.0 -1.21% 9183.11 35363.62
UBT 2020-02-21 2020-03-11 $55.82 $69.69 Long 468.0 24.84% 14618.56 40420.39
UBT 2020-03-11 2020-03-16 $69.69 $64.67 Long 390.0 -7.20% 9768.59 41235.48
UBT 2020-03-16 2020-03-19 $64.67 $53.93 Long 465.0 -16.61% 11278.54 35616.18
UBT 2020-03-19 2020-05-13 $53.93 $67.73 Long 437.0 25.60% 10736.71 40947.23
UBT 2020-05-13 2020-05-19 $67.73 $65.24 Long 445.0 -3.68% 11033.22 39757.31
TIP 2020-05-19 2020-05-20 $108.43 $108.37 Long 265.0 -0.05% 10917.08 40132.59
UBT 2020-05-20 2020-05-29 $65.83 $65.68 Long 438.0 -0.23% 11199.26 39691.73
TIP 2020-05-29 2020-06-05 $108.73 $107.67 Long 262.0 -0.98% 10240.65 39124.63
TBF 2020-06-05 2020-06-08 $16.37 $16.33 Long 1782.0 -0.24% 10845.14 39576.75
QQQ 2020-06-08 2020-06-12 $235.48 $235.08 Long 121.0 -0.17% 11511.05 39249.11
TIP 2020-06-12 2020-06-16 $108.94 $108.67 Long 255.0 -0.25% 9745.64 39109.34
QQQ 2020-06-16 2020-06-26 $239.64 $242.02 Long 123.0 0.99% 11080.24 39537.84
TIP 2020-06-26 2020-06-30 $109.79 $110.07 Long 259.0 0.26% 10901.40 40159.46
QQQ 2020-06-30 2020-07-06 $239.06 $251.55 Long 120.0 5.22% 11793.84 41163.06
TIP 2020-07-06 2020-07-07 $110.12 $110.46 Long 266.0 0.30% 11435.14 40999.82
QQQ 2020-07-07 2020-07-08 $254.19 $254.04 Long 117.0 -0.06% 11462.23 41303.78
UBT 2020-07-08 2020-07-16 $66.88 $69.53 Long 444.0 3.96% 12606.13 42459.99
QQQ 2020-07-16 2020-09-09 $254.08 $271.33 Long 117.0 6.79% 28614.62 44485.42
QQQ 2020-09-09 2020-11-04 $271.33 $279.63 Long 58.0 3.06% 28685.82 44960.29
SPY 2020-11-04 2020-11-05 $329.54 $337.64 Long 49.0 2.46% 11955.46 45341.46
QQQ 2020-11-05 2020-11-11 $289.35 $281.96 Long 115.0 -2.55% 12680.91 44404.91
SPY 2020-11-11 2020-11-27 $344.57 $351.76 Long 92.0 2.09% 12391.00 45121.46
QQQ 2020-11-27 2021-01-07 $294.16 $306.54 Long 111.0 4.21% 12821.45 46684.80
SPY 2021-01-07 2021-01-11 $365.17 $366.87 Long 92.0 0.47% 13170.93 46408.23
QQQ 2021-01-11 2021-02-23 $312.17 $313.18 Long 107.0 0.32% 13067.92 46929.14
SPY 2021-02-23 2021-04-09 $373.48 $397.82 Long 90.0 6.52% 13884.75 49231.30
QQQ 2021-04-09 2021-04-13 $330.07 $334.58 Long 106.0 1.37% 14072.51 49463.80
SPY 2021-04-13 2021-04-14 $400.88 $402.14 Long 88.0 0.32% 13722.53 49006.17
QQQ 2021-04-14 2021-04-15 $337.16 $335.79 Long 106.0 -0.40% 14252.84 49497.04
SPY 2021-04-15 2021-04-20 $403.03 $403.20 Long 87.0 0.04% 14204.63 49145.02
QQQ 2021-04-20 2021-04-21 $334.54 $331.46 Long 105.0 -0.92% 14133.23 49394.38
SPY 2021-04-21 2021-05-27 $400.86 $409.29 Long 87.0 2.10% 23007.36 49678.55
QQQ 2021-05-27 2021-05-28 $330.06 $330.50 Long 81.0 0.13% 14101.48 49699.08
SPY 2021-05-28 2021-06-07 $410.07 $411.65 Long 87.0 0.38% 13790.37 50082.31
QQQ 2021-06-07 2021-07-27 $331.42 $364.65 Long 109.0 10.03% 14904.66 53528.40
TIP 2021-07-27 2021-07-29 $119.24 $119.49 Long 324.0 0.22% 15279.17 53749.49
QQQ 2021-07-29 2021-07-30 $361.71 $358.93 Long 106.0 -0.77% 14806.33 53378.18
SPY 2021-07-30 2021-08-03 $427.99 $428.51 Long 90.0 0.12% 15389.41 53531.12
QQQ 2021-08-03 2021-08-04 $361.74 $363.21 Long 105.0 0.41% 14628.83 53282.83
UBT 2021-08-04 2021-08-09 $57.20 $54.57 Long 680.0 -4.60% 14552.77 51676.11
TIP 2021-08-09 2021-08-16 $118.80 $119.22 Long 313.0 0.36% 13367.65 51723.76
UBT 2021-08-16 2021-09-08 $55.40 $54.38 Long 695.0 -1.84% 14514.27 51202.22
TIP 2021-09-08 2021-09-09 $119.37 $119.66 Long 307.0 0.24% 14184.99 51986.55
UBT 2021-09-09 2021-09-28 $54.75 $51.85 Long 677.0 -5.30% 31521.73 49004.19
QQQ 2021-09-28 2021-09-29 $362.54 $358.07 Long 49.0 -1.23% 13855.47 49031.53
TIP 2021-09-29 2021-10-06 $118.56 $119.12 Long 297.0 0.47% 13677.28 49148.06
TBF 2021-10-06 2021-10-07 $16.61 $16.72 Long 2141.0 0.66% 14178.56 49495.65
TIP 2021-10-07 2021-10-08 $118.82 $118.97 Long 297.0 0.13% 13655.16 49575.92
TBF 2021-10-08 2021-10-13 $16.83 $16.55 Long 2131.0 -1.66% 13631.46 49041.78
TIP 2021-10-13 2021-10-14 $119.21 $119.77 Long 296.0 0.47% 22390.77 49291.02
SPY 2021-10-14 2021-10-20 $430.52 $442.34 Long 62.0 2.74% 13638.37 49945.24
TBF 2021-10-20 2021-10-21 $16.69 $16.72 Long 2168.0 0.18% 14000.33 50024.99
SPY 2021-10-21 2021-10-22 $442.96 $444.30 Long 81.0 0.30% 14087.72 49838.25
TBF 2021-10-22 2021-10-25 $16.67 $16.63 Long 2154.0 -0.24% 14063.83 49986.12
TIP 2021-10-25 2021-10-29 $119.86 $119.34 Long 299.0 -0.43% 14353.44 50315.39
UBT 2021-10-29 2021-11-02 $53.38 $53.47 Long 663.0 0.17% 14142.25 50013.73
QQQ 2021-11-02 2021-11-19 $383.48 $399.97 Long 93.0 4.30% 14453.26 51252.09
TIP 2021-11-19 2021-11-22 $121.74 $120.59 Long 303.0 -0.94% 14379.06 50648.04
UBT 2021-11-22 2021-11-24 $54.08 $52.15 Long 677.0 -3.58% 14142.05 49773.59
TIP 2021-11-24 2021-11-26 $120.07 $120.56 Long 296.0 0.41% 12083.30 50655.62
UBT 2021-11-26 2021-12-29 $54.94 $53.90 Long 687.0 -1.89% 13587.92 49227.64
TIP 2021-12-29 2022-01-04 $120.43 $120.47 Long 295.0 0.03% 13109.78 49147.00
TBF 2022-01-04 2022-07-25 $16.44 $19.59 Long 2191.0 19.15% 17273.75 56413.95
UBT 2022-07-25 2022-07-26 $33.58 $34.77 Long 1154.0 3.56% 17545.41 57899.32
TBF 2022-07-26 2022-08-02 $19.23 $19.00 Long 2073.0 -1.19% 14586.00 55059.93
UBT 2022-08-02 2022-08-03 $35.70 $33.92 Long 1186.0 -5.00% 14183.79 54063.41
TBF 2022-08-03 2022-08-04 $19.48 $19.18 Long 2086.0 -1.53% 14061.38 54382.56
UBT 2022-08-04 2022-08-08 $34.98 $34.17 Long 1147.0 -2.34% 15698.03 53037.87
TBF 2022-08-08 2022-08-09 $19.39 $19.37 Long 1937.0 -0.10% 15014.36 53379.19
UBT 2022-08-09 2022-08-11 $34.20 $33.71 Long 1117.0 -1.43% 14374.84 53486.65
TBF 2022-08-11 2022-11-29 $19.52 $22.21 Long 1962.0 13.78% 15951.47 57962.00
TBF 2022-11-29 2022-12-02 $22.21 $21.45 Long 1891.0 -3.41% 14385.53 57893.35
UBT 2022-12-02 2022-12-20 $27.06 $26.15 Long 1557.0 -3.35% 13421.37 55079.37
TBF 2022-12-20 2023-01-10 $21.80 $21.63 Long 1912.0 -0.77% 25734.18 55027.68

Signals

Strategy Ratio Size Ticker Date State Type Profit Tick
1xADM-d 0.90 0.53 SPY 2023-01-09 Sell@NextOpen Long 0.00% EOD
1xADM-d 0.90 0.54 QQQ 2023-01-27 Buy@NextOpen Long 0.00% EOD