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 |