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 being the risk off haven.

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 328.00
NoOfWins 187.00
NoOfLosses 141.00
SharpRatio 1.00
SortinoRatio 1.28
GrossProfit $91234.20
FirstDate 2010-01-22
LastDate 2021-09-08
FirstEquity $10000.00
FinalEquity $101234.20
OpenEquity $82285.77
LongEquity $91234.20
ShortEquity $0.00
PercentWins 57.01%
AveWin $911.35
AveLoss $-561.62
AveWinLoss 1.62
Expectancy 0.99%
AveDrawUp 45.64%
AveDrawDown -13.38%
MaxDrawDown -23.77%
Kelly 30.52%
Thrope 79.77
APR 22.03%
CalmarRatio 1.65

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
UBT 2010-01-22 2010-03-03 $16.35 $16.15 Long 503.0 -1.21% 1853.07 9888.33
QQQ 2010-03-03 2010-03-19 $40.85 $42.94 Long 197.0 5.11% 2063.98 10368.42
UBT 2010-03-19 2010-04-15 $16.14 $15.45 Long 511.0 -4.25% 1831.70 10001.43
QQQ 2010-04-15 2010-05-06 $44.66 $42.85 Long 182.0 -4.07% 1761.83 10054.14
UBT 2010-05-06 2010-05-13 $17.48 $17.14 Long 450.0 -1.95% 1844.02 9385.10
QQQ 2010-05-13 2010-05-14 $43.37 $42.52 Long 176.0 -1.94% 1586.75 9448.13
UBT 2010-05-14 2010-09-07 $17.48 $22.18 Long 443.0 26.90% 1963.74 11519.11
UBT 2010-09-07 2010-09-30 $22.18 $22.29 Long 426.0 0.49% 2146.81 11369.00
QQQ 2010-09-30 2010-10-21 $44.55 $46.32 Long 209.0 3.98% 2240.09 11648.15
UBT 2010-10-21 2010-11-05 $20.89 $19.63 Long 459.0 -6.04% 1934.11 11248.63
QQQ 2010-11-05 2010-11-10 $48.26 $48.14 Long 193.0 -0.26% 2545.34 11221.19
UBT 2010-11-10 2010-11-11 $18.87 $18.86 Long 460.0 -0.02% 2279.20 11304.23
QQQ 2010-11-11 2010-11-15 $47.57 $47.46 Long 188.0 -0.23% 2394.17 10968.99
UBT 2010-11-15 2010-11-26 $18.39 $18.94 Long 479.0 3.02% 2304.04 11462.36
QQQ 2010-11-26 2010-11-29 $47.48 $47.39 Long 193.0 -0.19% 2002.52 11512.57
UBT 2010-11-29 2010-11-30 $19.28 $19.92 Long 490.0 3.31% 2566.44 11746.39
QQQ 2010-11-30 2010-12-23 $46.92 $49.36 Long 196.0 5.19% 2324.05 12237.41
SPY 2010-12-23 2011-01-04 $102.23 $103.61 Long 97.0 1.35% 2267.17 12325.72
QQQ 2011-01-04 2011-01-21 $50.03 $50.81 Long 202.0 1.55% 2632.15 12703.14
UBT 2011-01-21 2011-01-27 $16.78 $16.93 Long 590.0 0.90% 2346.09 12650.14
QQQ 2011-01-27 2011-01-31 $51.37 $50.29 Long 200.0 -2.10% 2203.95 12328.30
UBT 2011-01-31 2011-02-02 $17.11 $16.94 Long 596.0 -0.99% 2352.94 12308.53
QQQ 2011-02-02 2011-02-03 $51.29 $51.22 Long 194.0 -0.12% 2491.28 12214.89
UBT 2011-02-03 2011-02-04 $16.66 $16.44 Long 588.0 -1.37% 2255.41 12179.96
SPY 2011-02-04 2011-02-07 $106.46 $106.95 Long 93.0 0.47% 2308.19 12229.44
QQQ 2011-02-07 2011-02-23 $51.80 $51.36 Long 191.0 -0.85% 2469.24 12064.12
SPY 2011-02-23 2011-03-03 $107.20 $107.73 Long 90.0 0.49% 2238.77 12265.85
QQQ 2011-03-03 2011-03-08 $51.97 $51.45 Long 191.0 -1.01% 2250.34 11945.20
UBT 2011-03-08 2011-03-09 $16.81 $16.74 Long 584.0 -0.37% 2339.23 12034.44
SPY 2011-03-09 2011-03-11 $107.67 $105.39 Long 90.0 -2.12% 1979.89 11717.43
UBT 2011-03-11 2011-03-31 $17.49 $17.70 Long 563.0 1.23% 2409.39 11944.59
SPY 2011-03-31 2011-04-12 $108.36 $107.64 Long 88.0 -0.66% 2049.44 11936.91
UBT 2011-04-12 2011-04-29 $17.07 $18.16 Long 576.0 6.39% 2388.71 12517.09
QQQ 2011-04-29 2011-05-02 $53.27 $53.41 Long 190.0 0.25% 2342.53 12472.74
SPY 2011-05-02 2011-05-03 $112.02 $111.11 Long 91.0 -0.81% 2210.62 12483.87
UBT 2011-05-03 2011-07-07 $18.49 $18.66 Long 554.0 0.91% 2227.53 12611.67
QQQ 2011-07-07 2011-07-12 $53.19 $52.40 Long 194.0 -1.50% 2067.60 12356.78
UBT 2011-07-12 2011-07-14 $20.05 $19.79 Long 515.0 -1.27% 2255.29 12116.13
QQQ 2011-07-14 2011-07-15 $52.39 $52.20 Long 191.0 -0.36% 2696.81 12394.85
UBT 2011-07-15 2011-09-28 $19.25 $28.87 Long 495.0 49.97% 3158.68 17009.15
UBT 2011-09-28 2011-10-10 $28.87 $28.83 Long 479.0 -0.11% 3158.68 16939.60
UBT 2011-10-10 2011-10-28 $28.83 $25.92 Long 479.0 -10.11% 3106.01 15632.43
SPY 2011-10-28 2011-11-01 $105.66 $100.73 Long 118.0 -4.66% 1436.43 15155.01
UBT 2011-11-01 2011-11-04 $29.79 $28.35 Long 455.0 -4.85% 2653.67 14358.28
SPY 2011-11-04 2011-11-07 $103.37 $103.51 Long 113.0 0.13% 2734.72 14442.40
QQQ 2011-11-07 2011-11-08 $52.32 $53.12 Long 222.0 1.52% 2815.30 14293.88
UBT 2011-11-08 2011-11-09 $28.85 $29.56 Long 406.0 2.48% 3477.59 14660.80
SPY 2011-11-09 2011-11-10 $103.09 $103.01 Long 110.0 -0.08% 3265.50 14754.28
UBT 2011-11-10 2011-12-12 $28.79 $29.41 Long 401.0 2.16% 3093.74 14987.49
SPY 2011-12-12 2011-12-14 $103.14 $101.17 Long 116.0 -1.91% 2294.43 15173.11
UBT 2011-12-14 2011-12-22 $30.35 $30.45 Long 413.0 0.33% 2964.40 14931.56
SPY 2011-12-22 2012-01-09 $103.53 $106.33 Long 115.0 2.70% 2752.24 15174.14
UBT 2012-01-09 2012-01-11 $29.90 $30.08 Long 416.0 0.58% 3180.45 15308.39
SPY 2012-01-11 2012-01-18 $106.94 $107.42 Long 113.0 0.45% 2915.05 15455.73
QQQ 2012-01-18 2012-03-05 $53.46 $58.91 Long 232.0 10.18% 3095.81 16428.08
UBT 2012-03-05 2012-03-12 $29.19 $28.93 Long 462.0 -0.90% 3236.42 16476.32
QQQ 2012-03-12 2012-04-11 $59.03 $60.71 Long 224.0 2.84% 3328.42 16802.88
UBT 2012-04-11 2012-06-19 $28.62 $34.19 Long 472.0 19.48% 3262.36 19553.61
QQQ 2012-06-19 2012-06-22 $58.29 $57.36 Long 278.0 -1.60% 3728.69 18982.27
UBT 2012-06-22 2012-06-25 $34.02 $34.27 Long 455.0 0.72% 3957.00 19146.63
QQQ 2012-06-25 2012-06-26 $57.33 $56.86 Long 268.0 -0.81% 3763.11 19203.87
UBT 2012-06-26 2012-06-28 $34.14 $34.85 Long 452.0 2.08% 4028.35 19462.05
QQQ 2012-06-28 2012-06-29 $56.94 $57.81 Long 272.0 1.52% 3652.22 19859.54
SPY 2012-06-29 2012-07-02 $113.38 $114.45 Long 142.0 0.95% 3615.82 19935.23
QQQ 2012-07-02 2012-07-05 $58.59 $59.10 Long 278.0 0.86% 3741.68 20031.18
SPY 2012-07-05 2012-07-06 $114.81 $113.61 Long 142.0 -1.04% 3714.41 19741.51
QQQ 2012-07-06 2012-07-09 $58.98 $58.41 Long 274.0 -0.96% 3824.49 19711.97
SPY 2012-07-09 2012-07-20 $113.53 $114.85 Long 140.0 1.16% 3457.14 20037.98
UBT 2012-07-20 2012-08-15 $36.07 $32.42 Long 456.0 -10.10% 3554.41 18123.40
UBT 2012-08-15 2012-08-20 $32.42 $31.80 Long 453.0 -1.92% 3386.09 17991.37
QQQ 2012-08-20 2012-08-21 $62.28 $62.61 Long 234.0 0.53% 3489.16 18255.94
UBT 2012-08-21 2012-08-22 $31.76 $32.83 Long 458.0 3.37% 3888.84 18621.11
QQQ 2012-08-22 2012-08-23 $62.02 $62.16 Long 236.0 0.22% 3183.71 18588.32
UBT 2012-08-23 2012-08-29 $33.50 $33.70 Long 459.0 0.59% 3422.52 18647.50
QQQ 2012-08-29 2012-09-06 $62.41 $62.42 Long 244.0 0.01% 3962.13 18492.15
UBT 2012-09-06 2012-09-07 $33.93 $34.38 Long 433.0 1.35% 3725.22 18862.79
QQQ 2012-09-07 2012-09-12 $63.28 $62.65 Long 239.0 -0.99% 3563.24 18699.27
SPY 2012-09-12 2012-10-09 $121.09 $122.70 Long 125.0 1.33% 3689.31 18980.22
UBT 2012-10-09 2012-11-30 $31.96 $34.00 Long 476.0 6.41% 3816.39 19875.85
SPY 2012-11-30 2012-12-06 $119.84 $119.19 Long 134.0 -0.54% 3623.44 19675.22
UBT 2012-12-06 2012-12-12 $34.47 $33.36 Long 469.0 -3.21% 3607.03 19215.17
SPY 2012-12-12 2012-12-13 $121.41 $120.92 Long 129.0 -0.40% 4060.29 19293.52
UBT 2012-12-13 2012-12-18 $32.50 $32.09 Long 466.0 -1.28% 3471.90 19159.77
SPY 2012-12-18 2012-12-27 $121.41 $120.40 Long 128.0 -0.83% 3634.00 19071.97
UBT 2012-12-27 2013-01-02 $32.38 $31.25 Long 471.0 -3.46% 2583.05 18458.19
SPY 2013-01-02 2013-04-08 $123.22 $132.43 Long 128.0 7.48% 3623.65 19347.64
UBT 2013-04-08 2013-04-11 $33.08 $31.75 Long 481.0 -4.02% 3599.38 18942.00
SPY 2013-04-11 2013-04-16 $135.36 $133.30 Long 113.0 -1.52% 3722.09 18704.77
UBT 2013-04-16 2013-04-25 $32.62 $32.79 Long 458.0 0.52% 3480.01 18758.06
SPY 2013-04-25 2013-04-29 $135.05 $135.33 Long 113.0 0.21% 3514.18 18619.22
UBT 2013-04-29 2013-04-30 $33.53 $33.41 Long 455.0 -0.37% 3637.17 18754.63
SPY 2013-04-30 2013-05-02 $135.84 $135.34 Long 111.0 -0.37% 3591.50 18731.34
UBT 2013-05-02 2013-05-03 $33.71 $32.88 Long 447.0 -2.45% 2833.90 18329.35
QQQ 2013-05-03 2013-05-16 $66.34 $68.03 Long 233.0 2.54% 3554.48 18643.71
SPY 2013-05-16 2013-05-17 $141.40 $141.54 Long 107.0 0.10% 3629.03 18770.70
QQQ 2013-05-17 2013-05-21 $68.19 $68.40 Long 221.0 0.31% 3640.73 18754.38
SPY 2013-05-21 2013-06-03 $142.50 $139.73 Long 106.0 -1.95% 3647.71 18466.56
QQQ 2013-06-03 2013-06-04 $67.60 $67.80 Long 219.0 0.29% 3487.74 18414.52
SPY 2013-06-04 2013-07-05 $140.25 $139.30 Long 107.0 -0.68% 3447.69 18420.08
QQQ 2013-07-05 2013-07-08 $67.02 $67.47 Long 223.0 0.68% 3461.30 18502.60
SPY 2013-07-08 2013-07-12 $140.50 $143.52 Long 107.0 2.15% 3481.26 18875.44
QQQ 2013-07-12 2013-07-22 $69.40 $69.26 Long 221.0 -0.20% 3681.07 18795.55
SPY 2013-07-22 2013-07-29 $145.25 $144.63 Long 104.0 -0.43% 3483.77 18724.46
QQQ 2013-07-29 2013-08-16 $69.58 $69.88 Long 219.0 0.43% 3643.22 18643.73
UBT 2013-08-16 2013-08-23 $23.89 $23.43 Long 634.0 -1.90% 3310.53 18488.32
QQQ 2013-08-23 2013-08-28 $70.98 $69.45 Long 214.0 -2.15% 3389.53 18055.58
UBT 2013-08-28 2013-08-30 $24.68 $24.95 Long 599.0 1.10% 3424.45 18225.06
QQQ 2013-08-30 2013-09-03 $70.34 $70.40 Long 212.0 0.08% 3985.93 18318.57
UBT 2013-09-03 2013-09-05 $24.30 $23.75 Long 591.0 -2.26% 3185.04 18041.07
QQQ 2013-09-05 2013-10-09 $71.00 $71.82 Long 209.0 1.15% 3625.60 18104.46
UBT 2013-10-09 2013-10-11 $25.03 $25.19 Long 582.0 0.63% 3475.71 18395.07
QQQ 2013-10-11 2013-11-19 $72.96 $77.19 Long 203.0 5.80% 3847.77 19119.13
SPY 2013-11-19 2013-11-25 $154.51 $156.07 Long 99.0 1.00% 3628.83 19329.96
QQQ 2013-11-25 2014-01-28 $77.96 $79.51 Long 201.0 1.99% 3772.30 19623.66
UBT 2014-01-28 2014-01-29 $25.88 $26.10 Long 612.0 0.86% 3982.84 19713.76
QQQ 2014-01-29 2014-01-30 $79.21 $80.04 Long 199.0 1.05% 3932.19 19844.03
UBT 2014-01-30 2014-01-31 $26.15 $26.55 Long 611.0 1.52% 4229.34 20288.76
QQQ 2014-01-31 2014-02-03 $79.62 $80.18 Long 200.0 0.70% 3882.98 20713.56
UBT 2014-02-03 2014-02-12 $26.46 $25.61 Long 619.0 -3.23% 3504.69 19735.47
QQQ 2014-02-12 2014-03-17 $82.81 $83.40 Long 196.0 0.72% 3935.50 19915.36
SPY 2014-03-17 2014-03-19 $160.77 $162.58 Long 99.0 1.13% 3696.04 19937.34
QQQ 2014-03-19 2014-03-24 $84.64 $83.67 Long 193.0 -1.14% 3912.78 19724.54
SPY 2014-03-24 2014-03-27 $162.57 $160.75 Long 98.0 -1.12% 3364.17 19699.43
UBT 2014-03-27 2014-04-02 $27.49 $26.47 Long 593.0 -3.71% 3480.37 19093.27
SPY 2014-04-02 2014-04-03 $164.01 $164.60 Long 95.0 0.36% 3631.62 19160.42
UBT 2014-04-03 2014-06-06 $26.52 $29.05 Long 584.0 9.57% 3932.83 20627.40
QQQ 2014-06-06 2014-06-12 $86.80 $86.83 Long 192.0 0.03% 3891.77 20890.55
UBT 2014-06-12 2014-06-16 $28.57 $29.11 Long 585.0 1.89% 4085.40 20964.10
QQQ 2014-06-16 2014-06-19 $86.33 $87.21 Long 195.0 1.02% 4000.40 21096.32
SPY 2014-06-19 2014-06-25 $170.92 $169.86 Long 100.0 -0.62% 3693.16 20908.91
UBT 2014-06-25 2014-06-30 $29.51 $29.70 Long 586.0 0.64% 4021.98 21134.37
QQQ 2014-06-30 2014-07-09 $88.02 $88.77 Long 194.0 0.85% 3980.62 21357.93
UBT 2014-07-09 2014-08-20 $29.41 $31.19 Long 587.0 6.05% 4134.23 22304.87
QQQ 2014-08-20 2014-08-21 $92.62 $92.76 Long 196.0 0.15% 4220.17 22525.21
UBT 2014-08-21 2014-08-27 $31.25 $32.30 Long 579.0 3.35% 4505.40 22920.47
QQQ 2014-08-27 2014-08-29 $93.49 $93.60 Long 197.0 0.12% 4394.15 22749.89
UBT 2014-08-29 2014-09-02 $33.13 $32.72 Long 560.0 -1.23% 4298.82 22721.68
QQQ 2014-09-02 2014-09-05 $93.97 $93.53 Long 196.0 -0.46% 4357.22 22308.48
UBT 2014-09-05 2014-09-09 $31.73 $31.25 Long 576.0 -1.49% 4220.14 22212.36
QQQ 2014-09-09 2014-09-10 $93.98 $93.35 Long 193.0 -0.68% 4537.00 22265.24
UBT 2014-09-10 2014-10-29 $30.78 $33.10 Long 575.0 7.55% 4301.76 23566.21
QQQ 2014-10-29 2014-11-18 $94.00 $96.98 Long 205.0 3.17% 4781.72 24243.97
UBT 2014-11-18 2014-11-19 $33.45 $33.25 Long 580.0 -0.60% 4368.26 23997.42
QQQ 2014-11-19 2014-11-20 $97.51 $96.76 Long 202.0 -0.77% 4159.69 23707.26
UBT 2014-11-20 2014-11-25 $33.83 $34.16 Long 584.0 0.98% 4661.01 24106.63
QQQ 2014-11-25 2014-12-01 $98.71 $99.54 Long 197.0 0.84% 4382.88 23836.34
UBT 2014-12-01 2014-12-19 $35.64 $36.64 Long 558.0 2.81% 4489.68 24896.43
QQQ 2014-12-19 2014-12-24 $98.25 $98.60 Long 207.0 0.36% 4874.79 24876.28
SPY 2014-12-24 2014-12-29 $183.72 $183.90 Long 109.0 0.10% 4689.07 24935.02
QQQ 2014-12-29 2014-12-30 $99.17 $98.96 Long 204.0 -0.21% 4833.34 24818.46
SPY 2014-12-30 2015-01-07 $183.89 $177.89 Long 109.0 -3.26% 4628.41 24327.14
UBT 2015-01-07 2015-01-08 $40.57 $40.16 Long 483.0 -1.00% 4207.87 24211.19
SPY 2015-01-08 2015-01-14 $180.18 $176.33 Long 110.0 -2.14% 4704.29 23690.51
QQQ 2015-01-14 2015-01-16 $94.97 $94.05 Long 199.0 -0.98% 4035.72 23040.75
UBT 2015-01-16 2015-02-06 $42.70 $41.26 Long 454.0 -3.35% 3914.34 22626.42
QQQ 2015-02-06 2015-02-09 $98.21 $97.08 Long 192.0 -1.15% 4468.81 22541.48
SPY 2015-02-09 2015-02-11 $180.85 $182.48 Long 100.0 0.90% 4388.97 22741.54
UBT 2015-02-11 2015-02-13 $39.84 $39.71 Long 460.0 -0.34% 4270.98 22759.64
QQQ 2015-02-13 2015-03-09 $100.45 $101.71 Long 183.0 1.25% 4339.44 22795.20
UBT 2015-03-09 2015-03-16 $36.94 $38.64 Long 502.0 4.59% 4852.16 23909.49
QQQ 2015-03-16 2015-03-17 $99.92 $100.55 Long 189.0 0.64% 4255.67 23957.26
UBT 2015-03-17 2015-03-19 $39.12 $40.80 Long 501.0 4.29% 4382.08 24707.26
QQQ 2015-03-19 2015-03-27 $102.09 $99.53 Long 199.0 -2.51% 4981.19 24430.45
UBT 2015-03-27 2015-03-31 $40.01 $40.15 Long 480.0 0.33% 4593.65 24097.75
QQQ 2015-03-31 2015-04-02 $100.81 $99.59 Long 195.0 -1.20% 4679.77 24091.74
SPY 2015-04-02 2015-04-09 $182.40 $184.32 Long 106.0 1.05% 4530.79 24350.73
QQQ 2015-04-09 2015-05-01 $100.96 $102.34 Long 195.0 1.37% 4713.34 24130.13
UBT 2015-05-01 2015-06-04 $37.24 $33.16 Long 531.0 -10.94% 4543.30 22288.29
QQQ 2015-06-04 2015-06-05 $103.98 $103.65 Long 171.0 -0.32% 4278.89 22170.64
UBT 2015-06-05 2015-06-08 $33.07 $33.09 Long 544.0 0.07% 4378.21 22106.25
QQQ 2015-06-08 2015-06-17 $103.48 $103.22 Long 173.0 -0.25% 4114.81 22235.70
SPY 2015-06-17 2015-06-18 $186.81 $187.45 Long 97.0 0.34% 4251.24 22493.77
QQQ 2015-06-18 2015-06-30 $103.72 $102.05 Long 174.0 -1.61% 3742.19 21936.88
UBT 2015-06-30 2015-09-10 $32.85 $34.79 Long 556.0 5.89% 3846.54 23049.11
UBT 2015-09-10 2015-10-29 $34.79 $36.21 Long 553.0 4.11% 4429.36 23930.90
QQQ 2015-10-29 2015-10-30 $108.02 $108.39 Long 180.0 0.34% 4877.97 24070.63
UBT 2015-10-30 2015-11-03 $35.63 $35.31 Long 535.0 -0.90% 4173.40 23875.36
QQQ 2015-11-03 2015-11-06 $108.86 $108.96 Long 180.0 0.10% 4842.17 23598.56
UBT 2015-11-06 2015-11-09 $34.26 $33.44 Long 553.0 -2.39% 4286.20 23201.05
QQQ 2015-11-09 2015-11-10 $108.84 $107.51 Long 175.0 -1.22% 4219.65 23297.20
UBT 2015-11-10 2015-12-01 $33.60 $35.36 Long 562.0 5.23% 4697.03 24205.49
QQQ 2015-12-01 2015-12-03 $108.95 $109.22 Long 178.0 0.25% 5285.87 23839.30
UBT 2015-12-03 2016-03-07 $34.85 $39.80 Long 541.0 14.20% 5248.82 26950.40
SPY 2016-03-07 2016-03-23 $179.72 $184.97 Long 120.0 2.92% 5353.66 27909.64
UBT 2016-03-23 2016-04-12 $39.66 $41.47 Long 557.0 4.57% 5461.39 28634.40
QQQ 2016-04-12 2016-04-18 $104.04 $105.64 Long 221.0 1.54% 5459.85 28971.98
SPY 2016-04-18 2016-05-06 $188.29 $184.92 Long 124.0 -1.79% 4861.57 28330.49
UBT 2016-05-06 2016-05-09 $41.35 $41.23 Long 569.0 -0.30% 5219.96 28355.65
SPY 2016-05-09 2016-05-13 $186.29 $186.87 Long 124.0 0.31% 5174.28 28719.29
UBT 2016-05-13 2016-05-31 $41.68 $40.30 Long 557.0 -3.33% 5022.70 27631.80
QQQ 2016-05-31 2016-06-08 $105.59 $105.68 Long 214.0 0.08% 5369.42 27693.66
SPY 2016-06-08 2016-06-14 $191.97 $188.49 Long 116.0 -1.81% 4984.99 26942.96
UBT 2016-06-14 2016-06-21 $44.95 $43.84 Long 495.0 -2.47% 5243.01 26698.93
SPY 2016-06-21 2016-06-22 $189.75 $190.07 Long 113.0 0.17% 5376.49 26762.76
UBT 2016-06-22 2016-07-11 $43.29 $50.93 Long 493.0 17.64% 6015.58 30509.17
SPY 2016-07-11 2016-07-21 $194.20 $197.64 Long 126.0 1.77% 5741.69 30842.38
QQQ 2016-07-21 2016-10-18 $108.99 $113.75 Long 231.0 4.37% 6438.02 32365.08
UBT 2016-10-18 2016-10-20 $42.35 $43.44 Long 604.0 2.59% 6514.63 32685.37
QQQ 2016-10-20 2016-10-21 $113.26 $113.38 Long 231.0 0.10% 6296.79 32661.87
UBT 2016-10-21 2016-11-11 $43.36 $36.76 Long 609.0 -15.23% 5735.84 28720.59
SPY 2016-11-11 2016-12-29 $197.83 $206.74 Long 116.0 4.50% 5997.86 29687.70
QQQ 2016-12-29 2016-12-30 $115.70 $115.77 Long 205.0 0.06% 5722.98 29603.04
SPY 2016-12-30 2017-01-09 $206.97 $208.98 Long 116.0 0.97% 5461.78 30024.36
QQQ 2017-01-09 2017-03-08 $117.80 $126.04 Long 208.0 7.00% 6561.60 31876.81
UBT 2017-03-08 2017-03-20 $33.85 $34.59 Long 742.0 2.20% 6250.74 32261.85
QQQ 2017-03-20 2017-03-21 $127.35 $127.99 Long 204.0 0.50% 6015.53 32856.85
UBT 2017-03-21 2017-03-30 $34.89 $36.04 Long 755.0 3.29% 6240.78 33279.14
QQQ 2017-03-30 2017-04-04 $127.90 $127.59 Long 211.0 -0.24% 5892.81 33011.66
UBT 2017-04-04 2017-04-07 $36.26 $36.56 Long 752.0 0.80% 6697.28 33378.27
QQQ 2017-04-07 2017-04-10 $127.68 $127.80 Long 209.0 0.09% 6668.13 33417.18
UBT 2017-04-10 2017-04-21 $36.18 $37.78 Long 739.0 4.42% 6603.85 34558.20
QQQ 2017-04-21 2017-05-17 $128.37 $134.03 Long 218.0 4.41% 5908.13 36300.85
UBT 2017-05-17 2017-06-05 $37.07 $38.57 Long 807.0 4.04% 6503.86 37027.98
QQQ 2017-06-05 2017-06-08 $138.76 $139.05 Long 220.0 0.21% 7299.83 37042.16
UBT 2017-06-08 2017-06-09 $38.54 $38.16 Long 773.0 -1.00% 6901.32 36014.17
QQQ 2017-06-09 2017-06-13 $139.05 $135.44 Long 215.0 -2.59% 7083.71 36165.51
UBT 2017-06-13 2017-06-14 $38.12 $38.98 Long 759.0 2.23% 7222.25 36422.45
QQQ 2017-06-14 2017-06-15 $136.32 $133.83 Long 216.0 -1.82% 6464.67 36211.11
UBT 2017-06-15 2017-06-26 $39.24 $40.79 Long 756.0 3.95% 7135.66 36998.75
QQQ 2017-06-26 2017-06-30 $137.74 $133.86 Long 219.0 -2.82% 7175.23 36392.69
SPY 2017-06-30 2017-07-12 $225.20 $226.14 Long 130.0 0.42% 6618.58 36668.47
UBT 2017-07-12 2017-07-13 $38.01 $37.84 Long 788.0 -0.47% 6650.21 36467.86
QQQ 2017-07-13 2017-07-25 $136.62 $139.96 Long 218.0 2.44% 7731.79 36953.24
UBT 2017-07-25 2017-09-05 $38.07 $40.61 Long 773.0 6.67% 8063.63 38940.14
QQQ 2017-09-05 2017-09-21 $141.18 $141.20 Long 220.0 0.01% 7617.23 39065.87
SPY 2017-09-21 2017-10-09 $233.41 $237.85 Long 135.0 1.90% 7385.74 39645.72
QQQ 2017-10-09 2017-10-23 $143.74 $144.86 Long 225.0 0.78% 7749.88 39806.70
SPY 2017-10-23 2017-10-24 $240.51 $239.69 Long 134.0 -0.34% 8052.21 39823.71
UBT 2017-10-24 2017-10-25 $38.01 $37.37 Long 837.0 -1.70% 7262.45 39216.63
SPY 2017-10-25 2017-10-26 $239.30 $239.12 Long 134.0 -0.07% 7252.10 39017.78
UBT 2017-10-26 2017-10-30 $37.71 $38.22 Long 850.0 1.37% 7578.14 39848.59
QQQ 2017-10-30 2017-10-31 $146.87 $147.80 Long 219.0 0.64% 7340.42 39943.47
UBT 2017-10-31 2017-11-03 $38.63 $39.37 Long 844.0 1.91% 7680.93 40758.16
QQQ 2017-11-03 2017-11-08 $148.14 $149.52 Long 222.0 0.93% 7514.51 40658.65
UBT 2017-11-08 2017-11-13 $40.14 $38.94 Long 831.0 -3.01% 8016.40 40026.48
QQQ 2017-11-13 2017-11-14 $148.85 $149.04 Long 214.0 0.12% 7527.12 40074.22
UBT 2017-11-14 2017-11-17 $38.92 $39.67 Long 832.0 1.92% 7772.02 40397.37
QQQ 2017-11-17 2017-11-30 $150.27 $150.20 Long 218.0 -0.05% 7748.06 40671.34
SPY 2017-11-30 2017-12-15 $246.38 $249.21 Long 133.0 1.15% 7881.71 41137.91
QQQ 2017-12-15 2017-12-27 $152.13 $152.48 Long 217.0 0.23% 7835.02 40962.69
SPY 2017-12-27 2018-01-03 $251.02 $252.51 Long 132.0 0.59% 7476.95 41461.11
QQQ 2018-01-03 2018-02-05 $154.54 $158.85 Long 218.0 2.79% 8306.11 43038.71
UBT 2018-02-05 2018-02-27 $35.58 $34.97 Long 950.0 -1.73% 7651.21 41094.36
QQQ 2018-02-27 2018-02-28 $166.04 $164.87 Long 204.0 -0.70% 7926.96 41524.13
UBT 2018-02-28 2018-03-07 $35.08 $35.29 Long 951.0 0.62% 8418.41 41824.18
QQQ 2018-03-07 2018-03-27 $162.92 $161.60 Long 203.0 -0.81% 8132.99 41883.78
UBT 2018-03-27 2018-04-18 $35.97 $36.94 Long 920.0 2.71% 7598.89 42190.77
QQQ 2018-04-18 2018-04-23 $162.07 $159.13 Long 213.0 -1.81% 8281.66 41526.56
UBT 2018-04-23 2018-04-24 $35.18 $35.02 Long 944.0 -0.47% 7850.13 40474.26
QQQ 2018-04-24 2018-04-25 $158.71 $154.89 Long 211.0 -2.41% 8563.86 40619.45
SPY 2018-04-25 2018-04-26 $247.81 $249.59 Long 129.0 0.72% 7783.68 40902.94
UBT 2018-04-26 2018-04-27 $34.79 $35.21 Long 948.0 1.23% 7323.94 40695.43
QQQ 2018-04-27 2018-05-01 $160.38 $156.63 Long 211.0 -2.34% 7624.82 40175.78
UBT 2018-05-01 2018-05-02 $35.56 $35.45 Long 921.0 -0.29% 7343.68 40028.00
QQQ 2018-05-02 2018-05-04 $159.11 $157.19 Long 207.0 -1.20% 7393.62 39851.66
UBT 2018-05-04 2018-05-07 $35.66 $35.65 Long 911.0 -0.04% 6736.69 39989.34
QQQ 2018-05-07 2018-07-23 $161.62 $174.50 Long 205.0 7.97% 8701.88 41932.98
UBT 2018-07-23 2018-08-23 $36.51 $37.60 Long 926.0 2.99% 8350.20 43532.03
QQQ 2018-08-23 2018-08-24 $176.73 $177.38 Long 199.0 0.37% 8391.90 43780.49
SPY 2018-08-24 2018-08-27 $271.21 $273.50 Long 130.0 0.84% 8258.89 44129.57
QQQ 2018-08-27 2018-09-07 $179.34 $176.50 Long 199.0 -1.58% 8325.31 43226.13
UBT 2018-09-07 2018-10-09 $36.07 $32.45 Long 972.0 -10.03% 7708.80 40242.52
UBT 2018-10-09 2019-02-20 $32.45 $37.75 Long 991.0 16.33% 8168.40 45194.80
SPY 2019-02-20 2019-02-21 $265.80 $265.70 Long 139.0 -0.04% 8910.09 45000.86
UBT 2019-02-21 2019-02-25 $37.35 $37.37 Long 969.0 0.07% 7983.58 44977.07
QQQ 2019-02-25 2019-03-01 $171.15 $171.38 Long 217.0 0.13% 8763.26 44790.10
UBT 2019-03-01 2019-03-04 $36.41 $36.30 Long 1000.0 -0.31% 8670.87 44828.07
QQQ 2019-03-04 2019-03-05 $172.46 $171.49 Long 211.0 -0.56% 8405.77 45169.36
UBT 2019-03-05 2019-07-02 $36.45 $45.16 Long 1000.0 23.90% 10639.70 53748.59
QQQ 2019-07-02 2019-07-03 $186.63 $187.90 Long 230.0 0.68% 9712.97 54277.68
UBT 2019-07-03 2019-09-11 $45.79 $50.52 Long 964.0 10.32% 10934.36 58768.27
QQQ 2019-09-11 2019-09-17 $188.41 $189.10 Long 252.0 0.37% 11375.83 58741.06
SPY 2019-09-17 2019-09-25 $289.64 $287.12 Long 163.0 -0.87% 10579.40 56930.51
UBT 2019-09-25 2019-10-29 $52.54 $48.80 Long 906.0 -7.11% 10530.60 54420.26
UBT 2019-10-29 2019-12-17 $48.80 $48.94 Long 907.0 0.28% 10598.20 54888.35
QQQ 2019-12-17 2020-01-13 $207.11 $217.26 Long 214.0 4.90% 11023.25 57227.94
UBT 2020-01-13 2020-01-17 $48.70 $48.45 Long 946.0 -0.51% 9524.97 56876.37
QQQ 2020-01-17 2020-01-23 $221.17 $221.62 Long 214.0 0.21% 10062.03 57021.74
UBT 2020-01-23 2020-03-11 $50.80 $69.88 Long 923.0 37.55% 20263.98 71810.13
UBT 2020-03-11 2020-03-16 $69.88 $64.84 Long 777.0 -7.20% 10796.82 73428.19
UBT 2020-03-16 2020-03-19 $64.84 $54.07 Long 923.0 -16.61% 14311.67 62226.91
UBT 2020-03-19 2020-04-20 $54.07 $70.49 Long 858.0 30.35% 15274.07 74614.86
QQQ 2020-04-20 2020-04-21 $211.79 $209.05 Long 281.0 -1.29% 11054.15 73735.13
UBT 2020-04-21 2020-04-30 $73.47 $70.70 Long 857.0 -3.77% 12693.81 71365.31
QQQ 2020-04-30 2020-05-05 $218.33 $215.84 Long 270.0 -1.14% 15650.74 71450.99
UBT 2020-05-05 2020-05-06 $68.05 $66.67 Long 813.0 -2.03% 11482.13 69742.97
QQQ 2020-05-06 2020-05-07 $217.79 $220.19 Long 268.0 1.10% 14023.69 72293.05
UBT 2020-05-07 2020-05-11 $66.67 $66.56 Long 847.0 -0.17% 13158.94 71261.41
QQQ 2020-05-11 2020-05-12 $221.85 $225.82 Long 258.0 1.79% 14414.94 72725.03
UBT 2020-05-12 2020-05-27 $65.75 $65.47 Long 867.0 -0.43% 14197.92 71576.08
QQQ 2020-05-27 2020-06-01 $227.01 $230.75 Long 251.0 1.65% 13882.81 72201.21
UBT 2020-06-01 2020-06-02 $65.51 $65.14 Long 889.0 -0.56% 12895.16 72071.61
QQQ 2020-06-02 2020-07-08 $232.78 $256.53 Long 253.0 10.20% 14687.86 78106.56
UBT 2020-07-08 2020-07-16 $67.07 $69.72 Long 941.0 3.96% 16922.84 80564.55
QQQ 2020-07-16 2020-08-28 $256.56 $290.62 Long 247.0 13.27% 19730.81 88154.28
UBT 2020-08-28 2020-08-31 $65.01 $64.80 Long 1061.0 -0.32% 17064.45 88902.64
QQQ 2020-08-31 2020-09-01 $291.51 $295.92 Long 245.0 1.51% 17183.63 91465.09
UBT 2020-09-01 2020-09-11 $65.15 $67.19 Long 1111.0 3.13% 19541.68 90806.76
QQQ 2020-09-11 2020-09-14 $272.78 $272.73 Long 265.0 -0.02% 18003.81 91597.19
UBT 2020-09-14 2020-09-15 $67.47 $66.97 Long 1094.0 -0.74% 15835.99 91312.26
QQQ 2020-09-15 2020-09-18 $277.33 $270.09 Long 272.0 -2.61% 16647.02 88277.48
SPY 2020-09-18 2020-09-22 $331.75 $325.02 Long 219.0 -2.03% 14950.42 88482.64
QQQ 2020-09-22 2020-09-25 $268.92 $264.70 Long 271.0 -1.57% 16403.12 86575.54
UBT 2020-09-25 2020-09-28 $67.84 $67.57 Long 1036.0 -0.40% 13685.71 86559.43
QQQ 2020-09-28 2020-10-28 $275.45 $276.96 Long 264.0 0.55% 14391.06 86166.66
UBT 2020-10-28 2020-11-06 $64.77 $63.34 Long 1118.0 -2.21% 15041.64 85451.34
QQQ 2020-11-06 2020-11-09 $292.35 $296.06 Long 240.0 1.27% 20074.30 86167.60
UBT 2020-11-09 2020-11-10 $60.46 $59.68 Long 1092.0 -1.29% 18490.06 84814.28
QQQ 2020-11-10 2020-11-11 $284.06 $284.72 Long 235.0 0.23% 16299.18 85451.66
SPY 2020-11-11 2020-11-27 $352.55 $359.91 Long 196.0 2.09% 16146.68 87012.45
QQQ 2020-11-27 2021-01-07 $297.04 $309.54 Long 238.0 4.21% 16585.36 90401.21
SPY 2021-01-07 2021-01-11 $373.63 $375.37 Long 196.0 0.47% 17025.43 89796.76
QQQ 2021-01-11 2021-01-13 $315.23 $313.44 Long 232.0 -0.57% 17512.33 89953.35
SPY 2021-01-13 2021-01-21 $376.20 $381.97 Long 192.0 1.53% 16243.81 91127.46
QQQ 2021-01-21 2021-02-23 $324.37 $316.24 Long 230.0 -2.51% 16374.15 89515.85
SPY 2021-02-23 2021-04-06 $382.13 $404.42 Long 190.0 5.83% 16903.05 93234.51
QQQ 2021-04-06 2021-04-21 $330.35 $334.70 Long 231.0 1.32% 16376.67 94476.87
UBT 2021-04-21 2021-04-22 $48.44 $48.71 Long 1607.0 0.56% 17553.76 93982.54
SPY 2021-04-22 2021-05-13 $414.52 $405.72 Long 186.0 -2.12% 18882.66 92986.30
UBT 2021-05-13 2021-05-17 $45.99 $46.62 Long 1612.0 1.37% 17440.93 94058.07
SPY 2021-05-17 2021-06-08 $414.02 $421.71 Long 185.0 1.86% 17716.31 95081.96
QQQ 2021-06-08 2021-07-08 $338.01 $355.74 Long 230.0 5.25% 16405.58 99323.23
UBT 2021-07-08 2021-07-13 $55.31 $53.76 Long 1503.0 -2.80% 19008.38 97291.10
QQQ 2021-07-13 2021-07-14 $362.03 $364.83 Long 216.0 0.77% 19946.91 98837.16
UBT 2021-07-14 2021-08-12 $53.15 $53.29 Long 1465.0 0.26% 19027.72 98414.20
QQQ 2021-08-12 2021-08-13 $365.69 $367.89 Long 216.0 0.60% 18001.16 100211.21
UBT 2021-08-13 2021-09-02 $53.84 $55.68 Long 1495.0 3.42% 19501.18 100906.78
QQQ 2021-09-02 2021-09-08 $381.97 $381.93 Long 214.0 -0.01% 18948.43 101445.46

Signals

Strategy Ratio Size Ticker Date State Type Profit Tick
1xADM-d 0.90 0.81 UBT 2021-09-07 Hold Long 2.97% EOD