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 286.00
NoOfWins 162.00
NoOfLosses 124.00
SharpRatio 0.78
SortinoRatio 0.97
GrossProfit $41507.75
FirstDate 2010-01-22
LastDate 2022-08-11
FirstEquity $10000.00
FinalEquity $51507.75
OpenEquity $37098.44
LongEquity $41507.75
ShortEquity $0.00
PercentWins 56.64%
AveWin 2.94%
AveLoss -1.63%
AveWinLoss 1.81
Expectancy 0.96%
AveDrawUp 38.17%
AveDrawDown -11.40%
MaxDrawDown -21.50%
Kelly 32.63%
Thrope 73.96
APR 13.95%
CalmarRatio 1.22

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
QQQ 2010-01-22 2010-01-25 $40.26 $39.42 Long 132.0 -2.10% 2831.88 9881.26
TIP 2010-01-25 2010-02-17 $76.70 $76.23 Long 92.0 -0.61% 4511.01 9853.77
QQQ 2010-02-17 2010-05-21 $39.51 $38.79 Long 135.0 -1.83% 2423.65 9579.27
UBT 2010-05-21 2010-05-28 $19.53 $18.34 Long 375.0 -6.10% 5952.92 9276.75
QQQ 2010-05-28 2010-06-01 $40.84 $40.40 Long 82.0 -1.07% 2435.04 9201.31
UBT 2010-06-01 2010-06-03 $18.77 $17.97 Long 364.0 -4.25% 5678.74 8999.02
QQQ 2010-06-03 2010-06-07 $41.21 $40.30 Long 80.0 -2.20% 2434.37 9028.47
UBT 2010-06-07 2010-08-05 $18.86 $19.76 Long 343.0 4.78% 4302.52 9223.94
QQQ 2010-08-05 2010-08-11 $41.61 $40.89 Long 118.0 -1.73% 2424.71 9211.97
UBT 2010-08-11 2010-09-07 $20.31 $22.18 Long 330.0 9.18% 2557.76 9825.22
UBT 2010-09-07 2010-09-29 $22.18 $22.61 Long 324.0 1.96% 2842.13 9882.10
QQQ 2010-09-29 2010-10-22 $44.01 $45.79 Long 160.0 4.06% 3033.47 10297.25
UBT 2010-10-22 2010-10-27 $20.39 $20.04 Long 350.0 -1.73% 2850.91 10028.41
TIP 2010-10-27 2010-11-01 $82.70 $83.40 Long 87.0 0.84% 2665.26 9954.69
UBT 2010-11-01 2010-11-02 $20.61 $20.49 Long 361.0 -0.60% 2973.41 10062.80
TIP 2010-11-02 2010-11-03 $83.40 $83.72 Long 85.0 0.38% 2825.43 10114.17
QQQ 2010-11-03 2011-03-17 $47.17 $49.20 Long 154.0 4.31% 6721.19 10398.45
SPY 2011-03-17 2011-03-23 $102.27 $103.46 Long 36.0 1.16% 6738.01 10480.51
QQQ 2011-03-23 2011-05-24 $49.43 $51.12 Long 75.0 3.41% 3007.23 10649.71
UBT 2011-05-24 2011-05-26 $19.15 $19.30 Long 395.0 0.79% 6817.67 10659.63
SPY 2011-05-26 2011-06-01 $105.94 $107.93 Long 36.0 1.88% 6844.28 10628.35
QQQ 2011-06-01 2011-06-03 $52.15 $50.66 Long 74.0 -2.85% 2936.69 10551.32
UBT 2011-06-03 2011-06-30 $19.68 $18.68 Long 389.0 -5.07% 2883.71 10185.12
TIP 2011-06-30 2011-07-07 $85.13 $85.22 Long 86.0 0.11% 2767.28 10259.47
QQQ 2011-07-07 2011-07-12 $52.80 $52.01 Long 141.0 -1.50% 2623.30 10075.46
UBT 2011-07-12 2011-07-13 $20.05 $19.81 Long 373.0 -1.17% 2783.66 9991.14
QQQ 2011-07-13 2011-07-15 $52.01 $51.82 Long 139.0 -0.38% 3056.59 10109.71
UBT 2011-07-15 2011-07-21 $19.25 $19.22 Long 360.0 -0.16% 2814.79 10016.88
QQQ 2011-07-21 2011-07-26 $52.65 $53.36 Long 136.0 1.35% 2729.39 10078.80
UBT 2011-07-26 2011-09-28 $19.37 $28.87 Long 379.0 49.01% 3797.47 13686.53
UBT 2011-09-28 2011-10-10 $28.87 $28.83 Long 342.0 -0.11% 3826.31 13636.94
UBT 2011-10-10 2011-10-31 $28.83 $27.25 Long 341.0 -5.49% 3472.04 13476.37
UBT 2011-10-31 2012-01-24 $27.25 $28.91 Long 354.0 6.10% 3790.08 13649.12
UBT 2012-01-24 2012-01-26 $28.91 $28.98 Long 343.0 0.22% 3878.71 13656.10
QQQ 2012-01-26 2012-05-07 $54.72 $58.11 Long 180.0 6.18% 3845.39 14309.70
UBT 2012-05-07 2012-05-09 $30.06 $30.68 Long 349.0 2.05% 9424.76 14597.12
QQQ 2012-05-09 2012-05-10 $57.62 $58.38 Long 89.0 1.32% 4411.44 14750.27
UBT 2012-05-10 2012-08-15 $29.85 $32.42 Long 342.0 8.61% 4311.32 15463.21
TIP 2012-08-15 2012-08-23 $94.82 $95.58 Long 118.0 0.80% 4200.88 15611.70
UBT 2012-08-23 2012-08-27 $33.50 $33.81 Long 340.0 0.94% 4487.54 15711.27
TIP 2012-08-27 2012-08-28 $95.80 $96.08 Long 117.0 0.29% 4323.79 15695.05
UBT 2012-08-28 2012-08-29 $34.15 $33.70 Long 334.0 -1.32% 4333.75 15548.19
TIP 2012-08-29 2012-09-04 $96.10 $96.11 Long 117.0 0.01% 4427.94 15588.69
QQQ 2012-09-04 2012-10-03 $61.61 $62.56 Long 181.0 1.54% 7354.29 15762.00
SPY 2012-10-03 2012-10-04 $119.94 $120.57 Long 70.0 0.52% 7241.91 15807.45
QQQ 2012-10-04 2012-10-08 $62.88 $62.28 Long 136.0 -0.95% 4502.85 15715.43
SPY 2012-10-08 2012-10-15 $120.53 $118.57 Long 93.0 -1.63% 4459.02 15523.55
TIP 2012-10-15 2012-10-16 $97.11 $96.96 Long 114.0 -0.16% 4499.48 15351.00
UBT 2012-10-16 2012-10-17 $32.68 $31.65 Long 337.0 -3.16% 6845.43 15196.43
SPY 2012-10-17 2012-10-19 $120.57 $120.49 Long 69.0 -0.06% 4264.53 15188.92
TIP 2012-10-19 2012-11-08 $96.41 $97.62 Long 113.0 1.25% 4324.92 15658.93
UBT 2012-11-08 2012-11-26 $33.24 $33.94 Long 330.0 2.09% 4539.15 15534.62
TIP 2012-11-26 2012-11-28 $97.22 $97.58 Long 113.0 0.37% 4231.19 15431.24
UBT 2012-11-28 2012-11-29 $34.35 $33.75 Long 330.0 -1.75% 4351.14 15392.49
TIP 2012-11-29 2012-11-30 $97.49 $97.82 Long 113.0 0.34% 4344.31 15405.87
SPY 2012-11-30 2012-12-04 $117.67 $117.09 Long 94.0 -0.49% 9921.74 15345.66
QQQ 2012-12-04 2012-12-06 $59.66 $58.77 Long 91.0 -1.49% 7077.49 15304.98
SPY 2012-12-06 2012-12-07 $117.03 $117.99 Long 70.0 0.82% 4406.35 15333.30
TIP 2012-12-07 2012-12-12 $98.47 $98.36 Long 111.0 -0.11% 4238.11 15286.70
SPY 2012-12-12 2012-12-28 $119.21 $117.26 Long 93.0 -1.63% 4202.12 15138.75
TIP 2012-12-28 2013-01-02 $97.69 $96.87 Long 112.0 -0.84% 6702.96 15105.66
SPY 2013-01-02 2013-01-14 $120.99 $122.47 Long 69.0 1.23% 4277.87 15163.16
QQQ 2013-01-14 2013-01-16 $61.10 $60.96 Long 178.0 -0.22% 4238.07 15149.80
SPY 2013-01-16 2013-01-17 $122.37 $123.15 Long 89.0 0.63% 4276.98 15204.54
QQQ 2013-01-17 2013-01-18 $61.35 $61.20 Long 178.0 -0.25% 4313.77 15196.81
SPY 2013-01-18 2013-01-24 $123.37 $124.35 Long 88.0 0.80% 4415.58 15252.10
QQQ 2013-01-24 2013-01-25 $60.91 $61.09 Long 178.0 0.30% 4292.73 15316.64
SPY 2013-01-25 2013-01-29 $124.96 $124.87 Long 88.0 -0.07% 7013.39 15293.75
QQQ 2013-01-29 2013-02-05 $61.24 $60.97 Long 135.0 -0.45% 4338.54 15295.21
SPY 2013-02-05 2013-02-06 $125.36 $125.50 Long 87.0 0.11% 4206.42 15260.05
QQQ 2013-02-06 2013-02-07 $61.39 $61.49 Long 180.0 0.16% 4306.57 15256.71
SPY 2013-02-07 2013-02-11 $126.07 $126.51 Long 87.0 0.35% 4255.68 15311.66
QQQ 2013-02-11 2013-02-13 $62.12 $62.04 Long 178.0 -0.13% 4376.15 15285.75
SPY 2013-02-13 2013-02-14 $127.01 $126.47 Long 86.0 -0.42% 4318.71 15302.88
QQQ 2013-02-14 2013-02-21 $61.77 $61.15 Long 177.0 -1.01% 4444.43 15104.58
SPY 2013-02-21 2013-03-06 $125.86 $129.10 Long 85.0 2.57% 4218.80 15356.06
QQQ 2013-03-06 2013-03-14 $62.92 $62.90 Long 178.0 -0.03% 4337.02 15444.35
SPY 2013-03-14 2013-03-15 $130.32 $130.52 Long 85.0 0.15% 4354.75 15392.49
QQQ 2013-03-15 2013-03-21 $62.93 $62.33 Long 176.0 -0.96% 4308.28 15296.35
SPY 2013-03-21 2013-03-27 $129.61 $130.03 Long 85.0 0.32% 9862.49 15404.80
QQQ 2013-03-27 2013-04-04 $62.48 $62.62 Long 88.0 0.23% 4282.33 15413.43
TIP 2013-04-04 2013-04-05 $97.29 $98.15 Long 114.0 0.88% 3888.88 15574.98
UBT 2013-04-05 2013-05-07 $32.81 $31.95 Long 353.0 -2.62% 4217.31 15146.70
QQQ 2013-05-07 2013-05-08 $66.37 $66.19 Long 165.0 -0.26% 4279.15 15154.24
UBT 2013-05-08 2013-05-09 $31.85 $32.04 Long 341.0 0.62% 4314.51 15214.66
QQQ 2013-05-09 2013-06-24 $66.41 $64.13 Long 164.0 -3.43% 9664.30 14821.13
SPY 2013-06-24 2013-06-26 $132.52 $134.59 Long 39.0 1.56% 9580.54 14917.16
QQQ 2013-06-26 2014-02-06 $65.03 $78.48 Long 82.0 20.68% 4707.79 15994.55
UBT 2014-02-06 2014-02-07 $25.94 $25.85 Long 436.0 -0.35% 10157.49 16045.90
QQQ 2014-02-07 2014-03-14 $79.71 $82.56 Long 73.0 3.58% 4044.95 16097.72
UBT 2014-03-14 2014-03-21 $27.10 $26.34 Long 448.0 -2.81% 7248.45 15690.41
QQQ 2014-03-21 2014-03-24 $84.26 $83.06 Long 102.0 -1.42% 4306.91 15898.73
UBT 2014-03-24 2014-04-11 $26.67 $28.01 Long 428.0 5.05% 10694.67 16277.31
SPY 2014-04-11 2014-04-14 $155.61 $156.29 Long 36.0 0.43% 4381.52 16071.07
UBT 2014-04-14 2014-04-23 $28.56 $27.99 Long 418.0 -2.01% 4528.07 16058.74
SPY 2014-04-23 2014-04-24 $160.46 $160.93 Long 72.0 0.29% 4557.21 16247.95
UBT 2014-04-24 2014-06-10 $27.99 $28.48 Long 413.0 1.78% 4601.32 16351.77
QQQ 2014-06-10 2014-06-11 $86.18 $86.10 Long 136.0 -0.09% 4516.56 16309.39
UBT 2014-06-11 2014-06-17 $28.56 $29.02 Long 413.0 1.60% 4564.25 16514.43
QQQ 2014-06-17 2014-06-25 $85.87 $86.24 Long 139.0 0.43% 4422.70 16497.23
UBT 2014-06-25 2014-07-02 $29.51 $28.94 Long 411.0 -1.93% 4450.06 16332.42
QQQ 2014-07-02 2014-07-08 $88.56 $88.80 Long 134.0 0.27% 4366.33 16441.12
UBT 2014-07-08 2015-02-11 $29.23 $39.84 Long 410.0 36.31% 5880.33 20721.97
UBT 2015-02-11 2015-02-13 $39.84 $39.71 Long 372.0 -0.34% 5792.76 20736.57
QQQ 2015-02-13 2015-02-19 $99.72 $100.46 Long 149.0 0.74% 5853.31 20660.93
UBT 2015-02-19 2015-02-20 $37.93 $38.11 Long 393.0 0.45% 5887.44 20939.22
QQQ 2015-02-20 2015-03-11 $100.96 $99.32 Long 148.0 -1.62% 5714.39 20836.72
UBT 2015-03-11 2015-03-13 $37.75 $37.96 Long 394.0 0.57% 9466.82 20633.61
QQQ 2015-03-13 2015-05-01 $99.16 $101.60 Long 113.0 2.46% 5944.28 20912.90
TIP 2015-05-01 2015-05-04 $93.77 $93.61 Long 160.0 -0.17% 5698.15 20898.44
QQQ 2015-05-04 2015-05-06 $102.86 $101.21 Long 148.0 -1.61% 5890.93 20583.14
TIP 2015-05-06 2015-06-04 $93.00 $91.62 Long 159.0 -1.48% 5904.79 20429.89
QQQ 2015-06-04 2015-06-30 $103.22 $101.30 Long 141.0 -1.86% 5733.89 20184.55
TIP 2015-06-30 2015-07-27 $92.07 $92.31 Long 157.0 0.26% 5469.94 20167.23
UBT 2015-07-27 2015-07-30 $35.47 $34.64 Long 416.0 -2.36% 5593.77 19880.71
TIP 2015-07-30 2015-08-03 $92.16 $92.49 Long 155.0 0.36% 5562.23 20155.58
UBT 2015-08-03 2015-09-10 $35.74 $34.79 Long 402.0 -2.67% 5110.02 19520.62
UBT 2015-09-10 2015-09-11 $34.79 $35.27 Long 415.0 1.39% 5673.65 19754.25
TIP 2015-09-11 2015-09-15 $91.38 $91.10 Long 154.0 -0.31% 5616.58 19177.67
UBT 2015-09-15 2015-09-16 $35.22 $33.79 Long 400.0 -4.05% 5448.18 19131.35
TIP 2015-09-16 2015-09-21 $90.63 $91.39 Long 151.0 0.85% 5324.44 18940.42
UBT 2015-09-21 2015-09-22 $35.25 $35.08 Long 395.0 -0.48% 5607.16 19204.82
TIP 2015-09-22 2015-09-23 $91.10 $91.20 Long 149.0 0.11% 5307.03 19170.25
UBT 2015-09-23 2015-09-24 $35.25 $35.98 Long 394.0 2.06% 5683.46 19454.94
TIP 2015-09-24 2015-09-25 $91.38 $90.99 Long 151.0 -0.43% 5663.80 19345.57
UBT 2015-09-25 2015-10-30 $35.37 $35.63 Long 389.0 0.73% 5546.71 19538.60
TIP 2015-10-30 2015-11-02 $91.35 $91.24 Long 153.0 -0.12% 5508.27 19620.39
UBT 2015-11-02 2015-11-06 $35.53 $34.26 Long 394.0 -3.58% 5232.86 18982.98
TIP 2015-11-06 2015-11-27 $90.61 $91.38 Long 152.0 0.85% 5399.42 19114.66
UBT 2015-11-27 2016-03-14 $35.10 $39.38 Long 391.0 12.22% 6025.21 20783.85
TIP 2016-03-14 2016-03-15 $92.33 $92.27 Long 160.0 -0.06% 5696.44 20646.10
UBT 2016-03-15 2016-03-17 $39.82 $39.80 Long 379.0 -0.04% 5865.60 20785.12
TIP 2016-03-17 2016-03-18 $93.23 $93.67 Long 160.0 0.47% 5687.63 20731.64
UBT 2016-03-18 2016-03-22 $40.44 $39.91 Long 375.0 -1.30% 5941.75 20597.06
TIP 2016-03-22 2016-03-24 $93.72 $93.35 Long 157.0 -0.39% 5140.43 20248.65
UBT 2016-03-24 2016-03-31 $41.33 $40.85 Long 374.0 -1.16% 5778.63 20423.54
TIP 2016-03-31 2016-04-01 $94.45 $94.61 Long 155.0 0.17% 5626.89 20337.94
UBT 2016-04-01 2016-04-15 $41.27 $41.54 Long 359.0 0.64% 5789.80 20512.84
QQQ 2016-04-15 2016-04-25 $105.35 $103.24 Long 140.0 -1.99% 5790.02 20268.32
SPY 2016-04-25 2016-05-05 $185.31 $182.91 Long 78.0 -1.30% 5658.66 20457.66
UBT 2016-05-05 2016-05-13 $40.56 $41.68 Long 355.0 2.77% 5852.33 20480.18
TIP 2016-05-13 2016-05-16 $94.83 $94.90 Long 154.0 0.07% 5554.56 20253.43
UBT 2016-05-16 2016-06-09 $42.24 $43.30 Long 353.0 2.49% 5970.39 20878.24
SPY 2016-06-09 2016-06-10 $188.20 $187.27 Long 79.0 -0.50% 5429.25 20779.18
UBT 2016-06-10 2016-07-11 $44.19 $50.93 Long 347.0 15.24% 6512.42 23118.36
SPY 2016-07-11 2016-07-13 $190.69 $192.70 Long 87.0 1.06% 6549.75 23191.82
QQQ 2016-07-13 2016-07-14 $106.54 $106.71 Long 157.0 0.15% 6656.71 23281.01
SPY 2016-07-14 2016-07-15 $193.56 $193.90 Long 86.0 0.18% 6540.08 23268.93
QQQ 2016-07-15 2016-10-26 $106.95 $113.14 Long 157.0 5.78% 6801.19 24320.51
TIP 2016-10-26 2016-11-10 $96.69 $95.87 Long 181.0 -0.85% 10946.19 23885.71
QQQ 2016-11-10 2016-11-11 $112.88 $110.08 Long 117.0 -2.48% 11004.83 23845.52
SPY 2016-11-11 2016-11-18 $194.25 $196.94 Long 66.0 1.38% 10943.29 23946.22
QQQ 2016-11-18 2016-12-02 $112.58 $110.42 Long 116.0 -1.92% 6769.20 23753.04
SPY 2016-12-02 2016-12-09 $197.48 $202.64 Long 86.0 2.61% 11117.30 24247.68
QQQ 2016-12-09 2017-03-10 $113.73 $125.94 Long 115.0 10.74% 7259.02 25582.43
TIP 2017-03-10 2017-03-14 $94.54 $94.20 Long 194.0 -0.36% 7162.08 25530.97
QQQ 2017-03-14 2017-03-15 $125.83 $126.09 Long 146.0 0.21% 7150.42 25679.15
TIP 2017-03-15 2017-03-16 $94.47 $95.09 Long 195.0 0.66% 7179.43 25649.06
QQQ 2017-03-16 2017-03-22 $126.81 $124.73 Long 146.0 -1.64% 7150.59 25396.67
TIP 2017-03-22 2017-03-30 $95.50 $95.73 Long 191.0 0.25% 7151.42 25469.56
QQQ 2017-03-30 2017-04-04 $126.97 $126.66 Long 144.0 -0.24% 7043.24 25376.35
TIP 2017-04-04 2017-04-12 $96.06 $96.15 Long 191.0 0.10% 6926.12 25549.22
UBT 2017-04-12 2017-04-13 $37.04 $37.58 Long 499.0 1.47% 7241.90 25669.36
TIP 2017-04-13 2017-04-17 $96.54 $96.43 Long 191.0 -0.11% 7156.66 25570.48
UBT 2017-04-17 2017-04-21 $37.68 $37.78 Long 491.0 0.25% 7229.37 25687.26
QQQ 2017-04-21 2017-05-17 $127.43 $133.05 Long 145.0 4.41% 6875.70 26836.22
UBT 2017-05-17 2017-09-19 $37.07 $39.67 Long 530.0 7.03% 12987.91 27902.28
QQQ 2017-09-19 2017-09-26 $140.71 $138.49 Long 106.0 -1.58% 7994.54 27641.21
SPY 2017-09-26 2017-09-28 $228.76 $229.05 Long 86.0 0.12% 12808.82 27720.36
QQQ 2017-09-28 2017-10-26 $139.10 $142.21 Long 107.0 2.23% 7879.48 27998.28
TIP 2017-10-26 2017-10-30 $95.93 $96.29 Long 210.0 0.37% 7688.11 28167.24
QQQ 2017-10-30 2017-10-31 $145.80 $146.72 Long 140.0 0.64% 7753.99 28227.47
UBT 2017-10-31 2017-11-01 $38.63 $38.69 Long 530.0 0.14% 7915.08 28170.89
QQQ 2017-11-01 2017-11-30 $147.41 $149.11 Long 138.0 1.15% 8171.09 28588.15
SPY 2017-11-30 2017-12-04 $241.91 $244.25 Long 84.0 0.97% 7983.69 28320.74
QQQ 2017-12-04 2017-12-05 $150.03 $147.30 Long 138.0 -1.82% 8275.97 28311.42
SPY 2017-12-05 2017-12-12 $241.39 $245.08 Long 83.0 1.53% 13128.21 28603.53
QQQ 2017-12-12 2018-02-06 $150.38 $150.67 Long 103.0 0.19% 7884.39 28601.50
TIP 2018-02-06 2018-02-15 $96.13 $95.35 Long 216.0 -0.81% 18003.65 28579.35
QQQ 2018-02-15 2018-03-01 $158.73 $161.79 Long 66.0 1.93% 8028.90 28733.11
TIP 2018-03-01 2018-03-05 $95.61 $95.96 Long 216.0 0.36% 13098.38 29003.53
QQQ 2018-03-05 2018-03-27 $159.76 $160.43 Long 98.0 0.41% 8169.50 28878.81
TIP 2018-03-27 2018-05-08 $96.05 $96.26 Long 215.0 0.22% 8137.54 28888.65
QQQ 2018-05-08 2018-07-06 $160.69 $168.24 Long 129.0 4.70% 8417.87 29844.79
TIP 2018-07-06 2018-07-09 $97.82 $97.65 Long 219.0 -0.18% 13524.82 29864.86
QQQ 2018-07-09 2018-07-12 $171.35 $172.01 Long 95.0 0.39% 8395.04 29821.53
UBT 2018-07-12 2018-07-13 $37.80 $37.94 Long 568.0 0.37% 8345.91 29965.26
QQQ 2018-07-13 2018-07-16 $174.19 $174.39 Long 124.0 0.11% 8593.38 29972.84
UBT 2018-07-16 2018-07-17 $37.64 $37.50 Long 568.0 -0.35% 8355.06 29862.86
TIP 2018-07-17 2018-07-20 $97.47 $97.30 Long 221.0 -0.17% 8437.31 29567.81
UBT 2018-07-20 2018-07-23 $37.26 $36.51 Long 575.0 -2.00% 8290.26 29351.33
TIP 2018-07-23 2018-08-07 $96.97 $96.83 Long 218.0 -0.15% 8062.40 29415.93
QQQ 2018-08-07 2018-08-14 $176.33 $175.71 Long 121.0 -0.35% 8206.64 29166.33
UBT 2018-08-14 2018-08-15 $36.72 $36.80 Long 575.0 0.20% 8571.34 29275.04
QQQ 2018-08-15 2018-08-16 $174.74 $175.32 Long 119.0 0.33% 8344.56 29387.10
UBT 2018-08-16 2018-09-10 $36.87 $36.01 Long 572.0 -2.34% 8173.27 28943.27
TIP 2018-09-10 2018-10-01 $97.05 $96.41 Long 214.0 -0.65% 13177.31 28746.88
QQQ 2018-10-01 2018-10-02 $181.72 $180.89 Long 86.0 -0.46% 8121.91 28746.58
TIP 2018-10-02 2018-12-04 $96.32 $95.81 Long 214.0 -0.53% 8859.44 30495.02
UBT 2018-12-04 2019-02-28 $32.30 $36.35 Long 612.0 12.54% 8508.97 31060.55
TIP 2019-02-28 2019-03-05 $97.39 $97.04 Long 232.0 -0.36% 8605.61 31215.22
UBT 2019-03-05 2019-07-01 $36.45 $45.17 Long 615.0 23.94% 9736.99 36239.14
QQQ 2019-07-01 2019-07-05 $186.37 $186.18 Long 143.0 -0.10% 10482.32 36338.22
UBT 2019-07-05 2019-09-12 $45.08 $51.32 Long 574.0 13.83% 11046.85 39126.23
UBT 2019-09-12 2019-10-29 $51.32 $48.80 Long 563.0 -4.91% 10851.64 38288.72
UBT 2019-10-29 2019-11-05 $48.80 $48.30 Long 567.0 -1.03% 10363.04 38238.06
TIP 2019-11-05 2019-11-21 $103.24 $103.69 Long 270.0 0.43% 10803.00 38377.48
UBT 2019-11-21 2019-11-22 $49.92 $50.05 Long 552.0 0.27% 10835.19 38437.03
TIP 2019-11-22 2019-11-25 $103.75 $103.83 Long 266.0 0.08% 10605.09 38428.95
UBT 2019-11-25 2019-12-02 $50.45 $48.94 Long 552.0 -3.00% 10045.77 37334.14
QQQ 2019-12-02 2019-12-03 $201.26 $196.45 Long 137.0 -2.39% 9974.16 37054.13
TIP 2019-12-03 2019-12-13 $103.79 $103.81 Long 260.0 0.03% 10233.23 37068.37
QQQ 2019-12-13 2019-12-16 $202.52 $204.63 Long 132.0 1.04% 10518.25 37219.31
TIP 2019-12-16 2019-12-17 $103.99 $103.90 Long 257.0 -0.09% 10491.01 37200.18
QQQ 2019-12-17 2020-01-24 $205.60 $221.88 Long 130.0 7.92% 10921.11 39587.08
UBT 2020-01-24 2020-02-14 $51.20 $53.70 Long 555.0 4.89% 11713.60 40727.31
TIP 2020-02-14 2020-02-19 $105.88 $106.09 Long 274.0 0.19% 11516.01 40927.15
UBT 2020-02-19 2020-02-20 $53.99 $54.66 Long 542.0 1.24% 11846.19 40935.27
QQQ 2020-02-20 2020-02-21 $232.52 $229.72 Long 126.0 -1.21% 10619.81 40854.83
UBT 2020-02-21 2020-03-11 $55.97 $69.88 Long 539.0 24.84% 16908.68 46695.32
UBT 2020-03-11 2020-03-16 $69.88 $64.84 Long 449.0 -7.20% 11267.29 47638.27
UBT 2020-03-16 2020-03-19 $64.84 $54.07 Long 536.0 -16.61% 12997.68 41143.70
UBT 2020-03-19 2020-05-13 $54.07 $67.92 Long 504.0 25.60% 12386.44 47308.92
UBT 2020-05-13 2020-05-19 $67.92 $65.42 Long 513.0 -3.68% 12727.23 45933.40
TIP 2020-05-19 2020-05-20 $108.91 $108.85 Long 305.0 -0.05% 12590.35 46367.28
UBT 2020-05-20 2020-05-29 $66.02 $65.87 Long 505.0 -0.23% 12869.71 45857.59
TIP 2020-05-29 2020-06-08 $109.21 $108.31 Long 302.0 -0.83% 12295.93 45857.91
QQQ 2020-06-08 2020-06-12 $236.05 $235.65 Long 141.0 -0.17% 13353.66 45475.60
TIP 2020-06-12 2020-06-16 $109.42 $109.15 Long 294.0 -0.25% 11331.90 45313.82
QQQ 2020-06-16 2020-06-26 $240.23 $242.61 Long 142.0 0.99% 12811.71 45809.77
TIP 2020-06-26 2020-06-30 $110.27 $110.56 Long 299.0 0.26% 12558.55 46531.48
QQQ 2020-06-30 2020-07-06 $239.64 $252.16 Long 139.0 5.22% 13650.54 47696.67
TIP 2020-07-06 2020-07-07 $110.61 $110.94 Long 307.0 0.30% 13057.11 47506.38
QQQ 2020-07-07 2020-07-08 $254.80 $254.66 Long 136.0 -0.06% 13285.95 47859.59
UBT 2020-07-08 2020-07-16 $67.07 $69.72 Long 513.0 3.96% 14668.45 49198.90
QQQ 2020-07-16 2020-09-09 $254.70 $271.99 Long 135.0 6.79% 33163.74 51541.80
QQQ 2020-09-09 2020-11-04 $271.99 $280.31 Long 67.0 3.06% 33073.52 52093.04
SPY 2020-11-04 2020-11-05 $331.07 $339.21 Long 57.0 2.46% 13832.02 52537.46
QQQ 2020-11-05 2020-11-11 $290.05 $282.65 Long 133.0 -2.55% 14384.03 51451.91
SPY 2020-11-11 2020-11-27 $346.17 $353.39 Long 107.0 2.09% 14453.24 52288.18
QQQ 2020-11-27 2021-01-07 $294.87 $307.28 Long 128.0 4.21% 14897.94 54095.75
SPY 2021-01-07 2021-01-11 $366.86 $368.57 Long 106.0 0.47% 15163.34 53774.93
QQQ 2021-01-11 2021-02-23 $312.93 $313.94 Long 124.0 0.32% 15069.49 54379.87
SPY 2021-02-23 2021-04-09 $375.21 $399.67 Long 104.0 6.52% 16269.21 57049.93
QQQ 2021-04-09 2021-04-13 $330.87 $335.39 Long 122.0 1.37% 16107.02 57319.39
SPY 2021-04-13 2021-04-14 $402.74 $404.01 Long 102.0 0.32% 15745.26 56787.08
QQQ 2021-04-14 2021-04-15 $337.98 $336.61 Long 123.0 -0.40% 16252.77 57358.63
SPY 2021-04-15 2021-04-20 $404.90 $405.07 Long 101.0 0.04% 16252.31 56948.35
QQQ 2021-04-20 2021-04-21 $335.35 $332.27 Long 122.0 -0.92% 16113.78 57239.40
SPY 2021-04-21 2021-05-27 $402.72 $411.20 Long 101.0 2.10% 26874.93 57571.80
QQQ 2021-05-27 2021-05-28 $330.86 $331.30 Long 93.0 0.13% 16488.18 57595.14
SPY 2021-05-28 2021-06-07 $411.98 $413.57 Long 100.0 0.38% 15984.26 58038.34
QQQ 2021-06-07 2021-07-27 $332.23 $365.54 Long 126.0 10.03% 17249.98 62031.57
TIP 2021-07-27 2021-07-29 $119.76 $120.02 Long 374.0 0.22% 17539.85 62288.40
QQQ 2021-07-29 2021-07-30 $362.59 $359.80 Long 123.0 -0.77% 17507.26 61855.78
SPY 2021-07-30 2021-08-03 $429.98 $430.50 Long 103.0 0.12% 17609.29 62034.00
QQQ 2021-08-03 2021-08-04 $362.62 $364.10 Long 122.0 0.41% 16944.20 61746.20
UBT 2021-08-04 2021-08-09 $57.36 $54.72 Long 786.0 -4.60% 16878.01 59883.97
TIP 2021-08-09 2021-08-16 $119.32 $119.75 Long 361.0 0.36% 15501.13 59939.15
UBT 2021-08-16 2021-09-08 $55.55 $54.53 Long 803.0 -1.84% 16842.92 59334.90
TIP 2021-09-08 2021-09-09 $119.90 $120.19 Long 354.0 0.24% 16404.28 60244.45
UBT 2021-09-09 2021-09-28 $54.90 $51.99 Long 783.0 -5.30% 36397.73 56783.89
QQQ 2021-09-28 2021-09-29 $363.42 $358.94 Long 57.0 -1.23% 16011.92 56815.98
TIP 2021-09-29 2021-10-14 $119.08 $120.30 Long 343.0 1.02% 26132.96 57517.16
SPY 2021-10-14 2021-10-20 $432.52 $444.39 Long 72.0 2.74% 16405.80 58240.18
TIP 2021-10-20 2021-10-21 $119.55 $119.99 Long 349.0 0.37% 16450.42 58451.13
SPY 2021-10-21 2021-10-22 $445.02 $446.36 Long 94.0 0.30% 16280.85 58415.08
TIP 2021-10-22 2021-10-29 $120.36 $119.87 Long 350.0 -0.41% 16802.88 58900.74
UBT 2021-10-29 2021-11-02 $53.53 $53.62 Long 774.0 0.17% 16403.43 58548.50
QQQ 2021-11-02 2021-11-19 $384.42 $400.94 Long 109.0 4.30% 16942.79 60003.85
TIP 2021-11-19 2021-11-22 $122.28 $121.13 Long 353.0 -0.94% 16804.00 59296.52
UBT 2021-11-22 2021-11-24 $54.23 $52.29 Long 791.0 -3.58% 16558.05 58271.93
TIP 2021-11-24 2021-11-26 $120.60 $121.10 Long 345.0 0.41% 14151.84 59304.44
UBT 2021-11-26 2021-12-29 $55.09 $54.05 Long 802.0 -1.89% 15889.39 57632.93
TIP 2021-12-29 2022-07-14 $120.96 $111.10 Long 344.0 -8.15% 14128.34 54388.34
UBT 2022-07-14 2022-07-18 $32.77 $32.88 Long 1220.0 0.34% 14556.12 54172.72
TIP 2022-07-18 2022-07-22 $112.11 $112.98 Long 354.0 0.78% 13271.00 54704.92
UBT 2022-07-22 2022-07-26 $34.63 $34.87 Long 1192.0 0.69% 15903.69 54591.96
TIP 2022-07-26 2022-07-27 $113.84 $113.41 Long 342.0 -0.38% 15852.50 53866.21
UBT 2022-07-27 2022-07-28 $34.46 $34.47 Long 1127.0 0.03% 15528.30 54746.86
TIP 2022-07-28 2022-08-02 $114.87 $115.41 Long 341.0 0.47% 14000.46 53079.70
UBT 2022-08-02 2022-08-03 $35.80 $34.01 Long 1142.0 -5.00% 14997.72 53022.88
TIP 2022-08-03 2022-08-04 $114.33 $114.67 Long 331.0 0.30% 13594.50 53145.00
UBT 2022-08-04 2022-08-08 $35.08 $34.26 Long 1122.0 -2.34% 15008.34 52101.39
TIP 2022-08-08 2022-08-09 $114.28 $114.31 Long 324.0 0.03% 14530.55 52208.46
UBT 2022-08-09 2022-08-11 $34.29 $33.80 Long 1094.0 -1.43% 14409.31 51321.65

Signals

Strategy Ratio Size Ticker Date State Type Profit Tick
1xADM-d 0.90 0.72 TIP 2022-08-10 Hold Long -6.55% EOD