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 348.00
NoOfWins 177.00
NoOfLosses 171.00
SharpRatio 0.82
SortinoRatio 1.06
GrossProfit $51976.29
FirstDate 2010-01-22
LastDate 2022-04-05
FirstEquity $10000.00
FinalEquity $61976.29
OpenEquity $45846.42
LongEquity $51976.29
ShortEquity $0.00
PercentWins 50.86%
AveWin $645.06
AveLoss $-363.73
AveWinLoss 1.77
Expectancy 0.80%
AveDrawUp 39.42%
AveDrawDown -11.85%
MaxDrawDown -20.04%
Kelly 23.15%
Thrope 71.44
APR 16.13%
CalmarRatio 1.36

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
UBT 2010-01-22 2010-02-18 $16.35 $15.47 Long 447.0 -5.40% 2783.81 9548.21
UBT 2010-02-18 2010-03-08 $15.47 $15.73 Long 441.0 1.67% 2638.86 9729.83
QQQ 2010-03-08 2010-03-18 $41.41 $42.53 Long 171.0 2.71% 2777.18 9866.44
UBT 2010-03-18 2010-03-26 $16.29 $15.27 Long 438.0 -6.22% 2716.09 9533.45
UBT 2010-03-26 2010-04-15 $15.27 $15.45 Long 442.0 1.18% 2604.29 9581.30
QQQ 2010-04-15 2010-04-19 $44.50 $44.04 Long 156.0 -1.04% 2559.17 9421.76
UBT 2010-04-19 2010-04-21 $15.90 $15.99 Long 435.0 0.61% 2679.26 9508.44
QQQ 2010-04-21 2010-05-06 $44.69 $42.69 Long 153.0 -4.47% 2531.78 9571.03
UBT 2010-05-06 2010-05-13 $17.48 $17.14 Long 382.0 -1.95% 2556.32 9002.55
QQQ 2010-05-13 2010-05-14 $43.21 $42.37 Long 151.0 -1.94% 2348.34 9056.25
UBT 2010-05-14 2010-09-07 $17.48 $22.18 Long 378.0 26.90% 2836.21 10821.45
UBT 2010-09-07 2010-09-13 $22.18 $20.79 Long 356.0 -6.27% 2877.78 10379.84
UBT 2010-09-13 2010-09-30 $20.79 $22.29 Long 354.0 7.22% 2999.46 10693.13
QQQ 2010-09-30 2010-10-05 $44.38 $43.93 Long 175.0 -1.03% 3064.45 10614.15
UBT 2010-10-05 2010-10-07 $22.16 $22.34 Long 344.0 0.84% 2986.74 10733.72
QQQ 2010-10-07 2010-10-08 $44.37 $44.34 Long 175.0 -0.06% 3079.74 10657.66
UBT 2010-10-08 2010-10-11 $22.22 $21.94 Long 345.0 -1.25% 2934.81 10649.05
QQQ 2010-10-11 2010-10-13 $44.60 $45.16 Long 173.0 1.25% 3354.56 10837.12
UBT 2010-10-13 2010-10-14 $21.18 $21.58 Long 349.0 1.87% 3096.40 10866.22
QQQ 2010-10-14 2010-10-20 $45.28 $45.66 Long 172.0 0.83% 2959.27 11034.30
UBT 2010-10-20 2010-11-05 $20.75 $19.63 Long 385.0 -5.43% 2821.83 10515.45
QQQ 2010-11-05 2010-11-09 $48.09 $48.35 Long 160.0 0.56% 3012.81 10228.66
UBT 2010-11-09 2010-11-15 $19.70 $18.39 Long 383.0 -6.67% 2939.26 9867.14
UBT 2010-11-15 2010-11-16 $18.39 $18.28 Long 387.0 -0.61% 10012.26 10012.26
UBT 2010-11-17 2010-11-18 $18.62 $18.55 Long 394.0 -0.34% 9987.19 9987.19
UBT 2010-11-22 2010-11-30 $19.21 $19.92 Long 383.0 3.72% 3107.72 10247.48
QQQ 2010-11-30 2010-12-01 $46.75 $47.37 Long 153.0 1.32% 3316.97 10266.79
UBT 2010-12-01 2010-12-02 $19.02 $18.76 Long 370.0 -1.39% 2812.16 10321.84
QQQ 2010-12-02 2010-12-23 $47.73 $49.18 Long 156.0 3.04% 2992.74 10481.42
SPY 2010-12-23 2010-12-30 $101.23 $101.36 Long 74.0 0.13% 2967.86 10475.49
QQQ 2010-12-30 2011-01-03 $49.19 $49.34 Long 153.0 0.31% 2961.69 10536.83
SPY 2011-01-03 2011-01-04 $102.09 $102.59 Long 74.0 0.49% 2926.40 10517.12
QQQ 2011-01-04 2011-01-21 $49.85 $50.62 Long 153.0 1.55% 10671.64 10671.64
UBT 2011-01-24 2011-01-27 $17.20 $16.93 Long 457.0 -1.59% 2920.58 10569.00
QQQ 2011-01-27 2011-01-31 $51.18 $50.10 Long 149.0 -2.10% 2787.61 10329.91
UBT 2011-01-31 2011-02-04 $17.11 $16.44 Long 444.0 -3.95% 2812.74 10126.70
QQQ 2011-02-04 2011-02-23 $51.21 $51.17 Long 142.0 -0.09% 2966.60 10039.48
SPY 2011-02-23 2011-02-28 $106.15 $107.02 Long 67.0 0.81% 2811.55 10123.86
QQQ 2011-02-28 2011-03-01 $51.95 $52.06 Long 141.0 0.21% 2833.69 10007.20
SPY 2011-03-01 2011-03-03 $107.62 $106.68 Long 68.0 -0.88% 2786.68 10161.79
QQQ 2011-03-03 2011-03-08 $51.78 $51.26 Long 141.0 -1.01% 2770.71 9925.64
UBT 2011-03-08 2011-03-09 $16.81 $16.74 Long 431.0 -0.37% 2844.66 9991.50
SPY 2011-03-09 2011-03-11 $106.61 $104.36 Long 67.0 -2.12% 2562.57 9757.63
UBT 2011-03-11 2011-03-28 $17.49 $17.47 Long 416.0 -0.08% 2803.29 9798.64
SPY 2011-03-28 2011-03-29 $106.48 $105.90 Long 66.0 -0.54% 2761.01 9730.90
UBT 2011-03-29 2011-03-30 $17.45 $17.34 Long 403.0 -0.62% 2670.16 9761.12
SPY 2011-03-30 2011-04-12 $107.26 $106.59 Long 66.0 -0.63% 2569.59 9744.87
UBT 2011-04-12 2011-04-29 $17.07 $18.16 Long 418.0 6.39% 2889.48 10165.86
QQQ 2011-04-29 2011-05-02 $53.08 $53.21 Long 137.0 0.25% 2858.80 10134.01
SPY 2011-05-02 2011-05-03 $110.92 $110.02 Long 66.0 -0.81% 2724.61 10142.12
UBT 2011-05-03 2011-07-07 $18.49 $18.66 Long 400.0 0.91% 2714.91 10234.53
QQQ 2011-07-07 2011-07-12 $53.00 $52.20 Long 141.0 -1.50% 2617.83 10050.02
UBT 2011-07-12 2011-07-14 $20.05 $19.79 Long 372.0 -1.27% 2725.84 9875.79
QQQ 2011-07-14 2011-07-15 $52.20 $52.01 Long 139.0 -0.36% 3044.39 10077.91
UBT 2011-07-15 2011-09-28 $19.25 $28.87 Long 359.0 49.97% 3708.33 13423.90
UBT 2011-09-28 2011-10-10 $28.87 $28.83 Long 336.0 -0.11% 3737.16 13375.17
UBT 2011-10-10 2011-10-24 $28.83 $27.42 Long 335.0 -4.89% 3709.74 12815.86
UBT 2011-10-24 2011-10-28 $27.42 $25.92 Long 336.0 -5.49% 3525.40 12460.28
SPY 2011-10-28 2011-10-31 $104.63 $103.94 Long 85.0 -0.66% 2931.26 12709.51
UBT 2011-10-31 2011-11-04 $27.25 $28.35 Long 346.0 4.03% 3527.27 12758.21
SPY 2011-11-04 2011-11-07 $102.36 $102.49 Long 90.0 0.13% 3576.86 12824.67
QQQ 2011-11-07 2011-11-08 $52.13 $52.92 Long 176.0 1.52% 3660.59 12707.75
UBT 2011-11-08 2011-12-12 $28.85 $29.41 Long 320.0 1.95% 3777.27 13016.30
SPY 2011-12-12 2011-12-13 $102.13 $102.06 Long 91.0 -0.07% 3637.32 12898.56
QQQ 2011-12-13 2011-12-14 $51.24 $50.12 Long 184.0 -2.18% 3207.00 13123.28
UBT 2011-12-14 2011-12-27 $30.35 $29.54 Long 318.0 -2.68% 3570.85 12622.88
SPY 2011-12-27 2011-12-29 $103.78 $103.02 Long 87.0 -0.74% 3310.24 12596.14
UBT 2011-12-29 2012-01-04 $30.85 $30.27 Long 299.0 -1.88% 3570.81 12394.32
SPY 2012-01-04 2012-01-05 $104.63 $104.47 Long 84.0 -0.15% 3581.39 12238.36
UBT 2012-01-05 2012-01-19 $29.81 $30.22 Long 294.0 1.37% 3323.59 12482.01
QQQ 2012-01-19 2012-01-20 $54.10 $53.97 Long 169.0 -0.25% 3713.51 12332.19
UBT 2012-01-20 2012-01-23 $29.39 $28.60 Long 297.0 -2.69% 3330.42 12207.49
QQQ 2012-01-23 2012-01-24 $54.14 $53.90 Long 164.0 -0.43% 3294.06 12118.32
UBT 2012-01-24 2012-01-25 $28.91 $28.64 Long 307.0 -0.95% 3300.07 12108.04
QQQ 2012-01-25 2012-03-05 $54.57 $58.69 Long 161.0 7.55% 3525.43 12644.47
UBT 2012-03-05 2012-03-13 $29.19 $28.34 Long 316.0 -2.90% 3361.36 12599.18
QQQ 2012-03-13 2012-04-11 $59.23 $60.49 Long 154.0 2.14% 3633.65 12654.69
UBT 2012-04-11 2012-06-19 $28.62 $34.19 Long 316.0 19.48% 3752.17 14495.42
QQQ 2012-06-19 2012-06-22 $58.08 $57.15 Long 184.0 -1.60% 4061.37 14118.67
UBT 2012-06-22 2012-06-25 $34.02 $34.27 Long 300.0 0.72% 4232.02 14227.27
QQQ 2012-06-25 2012-06-26 $57.12 $56.65 Long 177.0 -0.81% 4084.97 14264.94
UBT 2012-06-26 2012-06-28 $34.14 $34.85 Long 298.0 2.08% 4259.05 14435.16
QQQ 2012-06-28 2012-06-29 $56.73 $57.60 Long 180.0 1.52% 4073.14 14696.83
SPY 2012-06-29 2012-07-02 $112.27 $113.33 Long 94.0 0.95% 4043.13 14746.45
QQQ 2012-07-02 2012-07-11 $58.38 $57.52 Long 183.0 -1.46% 4316.88 14566.32
SPY 2012-07-11 2012-07-20 $111.45 $113.72 Long 92.0 2.04% 3923.53 14868.34
UBT 2012-07-20 2012-08-08 $36.07 $34.32 Long 301.0 -4.85% 3992.17 14091.81
UBT 2012-08-08 2012-08-16 $34.32 $32.19 Long 299.0 -6.20% 3895.60 13437.59
UBT 2012-08-16 2012-08-20 $32.19 $31.80 Long 302.0 -1.22% 3756.89 13520.30
QQQ 2012-08-20 2012-08-21 $62.05 $62.38 Long 157.0 0.53% 3831.06 13697.08
UBT 2012-08-21 2012-08-30 $31.76 $34.34 Long 306.0 8.10% 4247.36 14278.70
QQQ 2012-08-30 2012-08-31 $61.91 $61.99 Long 163.0 0.13% 4076.48 14540.27
UBT 2012-08-31 2012-09-07 $34.36 $34.38 Long 299.0 0.05% 4079.54 14365.70
QQQ 2012-09-07 2012-09-12 $63.05 $62.42 Long 163.0 -0.99% 4062.91 14254.59
SPY 2012-09-12 2012-10-01 $119.90 $120.65 Long 85.0 0.62% 4083.82 14354.98
UBT 2012-10-01 2012-10-05 $33.45 $31.86 Long 306.0 -4.73% 3654.43 13780.74
SPY 2012-10-05 2012-10-08 $122.65 $121.55 Long 83.0 -0.89% 3743.36 13783.49
UBT 2012-10-08 2012-12-03 $32.15 $33.29 Long 311.0 3.53% 3843.74 13999.33
SPY 2012-12-03 2012-12-06 $119.22 $118.02 Long 86.0 -1.00% 3826.29 13922.82
UBT 2012-12-06 2012-12-12 $34.47 $33.36 Long 295.0 -3.21% 3809.17 13633.43
SPY 2012-12-12 2012-12-13 $120.22 $119.73 Long 82.0 -0.40% 4072.21 13682.88
UBT 2012-12-13 2012-12-18 $32.50 $32.09 Long 294.0 -1.28% 3647.41 13599.00
SPY 2012-12-18 2012-12-27 $120.22 $119.22 Long 82.0 -0.83% 3775.44 13542.99
UBT 2012-12-27 2013-01-03 $32.38 $31.11 Long 298.0 -3.90% 3594.89 13029.86
SPY 2013-01-03 2013-04-04 $122.75 $131.27 Long 77.0 6.94% 3646.47 13840.02
UBT 2013-04-04 2013-04-11 $31.43 $31.75 Long 320.0 1.03% 3887.72 13836.67
SPY 2013-04-11 2013-04-16 $134.03 $132.00 Long 74.0 -1.52% 3934.38 13682.94
UBT 2013-04-16 2013-04-26 $32.62 $33.34 Long 298.0 2.21% 4108.50 13864.44
SPY 2013-04-26 2013-04-29 $133.72 $134.01 Long 73.0 0.21% 3864.04 13790.21
UBT 2013-04-29 2013-04-30 $33.53 $33.41 Long 299.0 -0.37% 3899.74 13879.31
SPY 2013-04-30 2013-05-02 $134.51 $134.01 Long 74.0 -0.37% 3906.02 13863.76
UBT 2013-05-02 2013-05-03 $33.71 $32.88 Long 294.0 -2.45% 3395.25 13599.40
QQQ 2013-05-03 2013-05-15 $66.10 $67.42 Long 154.0 2.00% 3886.07 13847.23
SPY 2013-05-15 2013-06-03 $139.32 $138.36 Long 71.0 -0.69% 3943.58 13719.24
QQQ 2013-06-03 2013-06-04 $67.35 $67.55 Long 145.0 0.29% 3877.46 13685.12
SPY 2013-06-04 2013-07-12 $138.88 $142.12 Long 71.0 2.33% 3872.72 14005.41
QQQ 2013-07-12 2013-07-22 $69.14 $69.01 Long 146.0 -0.20% 4023.18 13952.82
SPY 2013-07-22 2013-07-29 $143.83 $143.21 Long 69.0 -0.43% 3852.18 13906.12
QQQ 2013-07-29 2013-08-16 $69.33 $69.62 Long 145.0 0.43% 13947.55 13947.55
QQQ 2013-08-23 2013-08-28 $70.72 $69.20 Long 143.0 -2.15% 3808.24 13650.90
UBT 2013-08-28 2013-09-05 $24.68 $23.75 Long 402.0 -3.76% 3594.85 13368.20
QQQ 2013-09-05 2013-10-09 $70.74 $71.55 Long 138.0 1.15% 3881.70 13409.89
UBT 2013-10-09 2013-10-11 $25.03 $25.19 Long 383.0 0.63% 3788.87 13601.09
QQQ 2013-10-11 2013-11-19 $72.69 $76.90 Long 134.0 5.80% 4149.05 14077.48
SPY 2013-11-19 2013-11-22 $153.00 $153.56 Long 65.0 0.36% 3918.94 14167.99
QQQ 2013-11-22 2013-12-16 $77.36 $78.83 Long 132.0 1.90% 4122.68 14288.67
UBT 2013-12-16 2013-12-17 $23.89 $23.72 Long 427.0 -0.70% 3999.56 14232.73
QQQ 2013-12-17 2014-01-28 $78.87 $79.21 Long 130.0 0.43% 4049.89 14306.66
UBT 2014-01-28 2014-01-29 $25.88 $26.10 Long 396.0 0.86% 4125.96 14364.84
QQQ 2014-01-29 2014-01-30 $78.92 $79.74 Long 130.0 1.05% 4137.06 14449.81
UBT 2014-01-30 2014-02-14 $26.15 $25.87 Long 396.0 -1.06% 3918.01 14412.06
QQQ 2014-02-14 2014-03-17 $83.05 $83.10 Long 126.0 0.05% 4040.69 14429.74
SPY 2014-03-17 2014-03-19 $159.20 $160.99 Long 65.0 1.13% 3964.00 14444.48
QQQ 2014-03-19 2014-03-24 $84.33 $83.37 Long 125.0 -1.14% 4243.08 14308.21
SPY 2014-03-24 2014-03-26 $160.98 $161.15 Long 63.0 0.11% 4046.23 14564.60
UBT 2014-03-26 2014-04-02 $26.88 $26.47 Long 385.0 -1.53% 4006.06 14258.45
SPY 2014-04-02 2014-04-03 $162.40 $162.99 Long 63.0 0.36% 4012.32 14302.81
UBT 2014-04-03 2014-06-09 $26.52 $28.67 Long 387.0 8.12% 4188.20 15095.69
QQQ 2014-06-09 2014-06-12 $86.66 $86.51 Long 126.0 -0.17% 4232.82 15274.76
UBT 2014-06-12 2014-06-17 $28.57 $29.02 Long 380.0 1.57% 4227.30 15272.08
QQQ 2014-06-17 2014-06-20 $86.18 $86.75 Long 128.0 0.66% 4300.91 15326.62
SPY 2014-06-20 2014-06-25 $169.70 $168.20 Long 65.0 -0.89% 4078.63 15183.67
UBT 2014-06-25 2014-07-01 $29.51 $29.37 Long 378.0 -0.49% 4158.70 15264.87
QQQ 2014-07-01 2014-07-08 $88.17 $89.13 Long 125.0 1.09% 4076.31 15385.38
UBT 2014-07-08 2014-09-02 $29.23 $32.72 Long 384.0 11.94% 4656.33 16643.56
QQQ 2014-09-02 2014-09-04 $93.62 $93.33 Long 128.0 -0.31% 4666.84 16473.89
UBT 2014-09-04 2014-09-15 $31.74 $30.16 Long 376.0 -4.99% 4546.20 15967.81
UBT 2014-09-15 2014-10-29 $30.16 $33.10 Long 380.0 9.76% 4669.44 17122.11
QQQ 2014-10-29 2014-11-18 $93.66 $96.62 Long 133.0 3.17% 5043.77 17560.01
UBT 2014-11-18 2014-12-22 $33.45 $37.04 Long 373.0 10.75% 5230.58 18917.55
QQQ 2014-12-22 2014-12-30 $98.06 $98.60 Long 139.0 0.55% 5279.34 18895.87
SPY 2014-12-30 2015-01-06 $182.09 $176.73 Long 75.0 -2.94% 5335.76 18338.26
QQQ 2015-01-06 2015-01-07 $95.64 $94.84 Long 138.0 -0.84% 5157.76 18494.16
UBT 2015-01-07 2015-01-09 $40.57 $39.47 Long 327.0 -2.71% 4893.08 17937.04
QQQ 2015-01-09 2015-01-12 $97.56 $96.81 Long 135.0 -0.77% 4693.16 18154.60
UBT 2015-01-12 2015-02-06 $40.58 $41.26 Long 327.0 1.69% 4879.56 18085.46
QQQ 2015-02-06 2015-02-10 $97.85 $97.33 Long 136.0 -0.53% 5566.22 18069.34
UBT 2015-02-10 2015-02-13 $39.97 $39.71 Long 314.0 -0.65% 5022.90 18108.86
QQQ 2015-02-13 2015-03-06 $100.09 $102.16 Long 130.0 2.07% 5523.56 18070.47
UBT 2015-03-06 2015-03-19 $36.83 $40.80 Long 347.0 10.79% 5340.19 19688.75
QQQ 2015-03-19 2015-03-23 $101.72 $102.36 Long 141.0 0.64% 5412.50 19688.57
UBT 2015-03-23 2015-03-24 $41.03 $41.16 Long 350.0 0.31% 5712.19 19768.02
QQQ 2015-03-24 2015-03-26 $102.21 $98.70 Long 138.0 -3.43% 5705.96 18939.78
UBT 2015-03-26 2015-03-31 $40.80 $40.15 Long 334.0 -1.60% 5354.52 19007.26
QQQ 2015-03-31 2015-04-01 $100.44 $99.66 Long 137.0 -0.78% 5089.30 19174.07
UBT 2015-04-01 2015-04-02 $40.94 $41.49 Long 340.0 1.35% 5467.78 19249.46
SPY 2015-04-02 2015-04-09 $180.62 $182.51 Long 76.0 1.05% 5357.00 19433.36
QQQ 2015-04-09 2015-04-30 $100.59 $102.61 Long 139.0 2.01% 5560.84 19778.59
UBT 2015-04-30 2015-05-04 $37.19 $36.61 Long 378.0 -1.56% 19400.63 19400.63
UBT 2015-05-11 2015-05-12 $35.28 $33.67 Long 389.0 -4.56% 18775.38 18775.38
UBT 2015-05-18 2015-05-19 $34.34 $33.57 Long 397.0 -2.26% 18467.46 18467.46
UBT 2015-05-22 2015-06-08 $34.57 $33.09 Long 390.0 -4.29% 5104.09 17764.40
QQQ 2015-06-08 2015-06-09 $103.10 $101.85 Long 124.0 -1.21% 5150.54 17609.53
UBT 2015-06-09 2015-06-10 $32.60 $32.00 Long 386.0 -1.83% 17503.12 17503.12
QQQ 2015-06-11 2015-06-17 $103.68 $102.84 Long 123.0 -0.80% 4822.11 17400.97
SPY 2015-06-17 2015-06-18 $184.98 $185.62 Long 68.0 0.34% 4940.38 17579.86
QQQ 2015-06-18 2015-06-26 $103.34 $104.03 Long 121.0 0.67% 5093.96 17365.29
UBT 2015-06-26 2015-06-29 $31.96 $31.86 Long 389.0 -0.32% 17487.65 17487.65
UBT 2015-06-30 2015-07-02 $32.85 $32.08 Long 395.0 -2.34% 17183.51 17183.51
UBT 2015-07-06 2015-09-10 $33.05 $34.79 Long 385.0 5.26% 4668.65 17829.18
UBT 2015-09-10 2015-11-10 $34.79 $33.60 Long 379.0 -3.42% 4870.23 17532.02
UBT 2015-11-10 2016-03-07 $33.60 $39.80 Long 373.0 18.45% 5655.15 19802.07
SPY 2016-03-07 2016-03-18 $177.96 $183.21 Long 79.0 2.95% 5449.04 20011.63
UBT 2016-03-18 2016-03-21 $40.44 $39.77 Long 363.0 -1.65% 5603.02 19928.16
SPY 2016-03-21 2016-03-22 $183.12 $182.84 Long 78.0 -0.15% 5495.52 19763.90
UBT 2016-03-22 2016-04-14 $39.91 $41.49 Long 360.0 3.96% 5741.43 20555.77
QQQ 2016-04-14 2016-04-18 $104.94 $105.25 Long 140.0 0.30% 5747.71 20580.47
SPY 2016-04-18 2016-05-05 $186.45 $184.45 Long 79.0 -1.07% 5718.83 20726.27
UBT 2016-05-05 2016-06-03 $40.56 $42.63 Long 360.0 5.10% 6113.12 21022.60
QQQ 2016-06-03 2016-06-08 $105.29 $105.29 Long 142.0 0.00% 6047.52 21102.16
SPY 2016-06-08 2016-06-13 $190.09 $187.86 Long 79.0 -1.17% 5676.41 20843.47
UBT 2016-06-13 2016-07-11 $44.61 $50.93 Long 341.0 14.16% 6505.81 23059.89
SPY 2016-07-11 2016-07-21 $192.30 $195.70 Long 86.0 1.77% 6504.82 23285.64
QQQ 2016-07-21 2016-10-18 $108.59 $113.33 Long 155.0 4.37% 6961.80 24303.74
UBT 2016-10-18 2016-10-20 $42.35 $43.44 Long 404.0 2.59% 7021.78 24517.97
QQQ 2016-10-20 2016-10-21 $112.85 $112.97 Long 155.0 0.10% 6925.63 24502.34
UBT 2016-10-21 2016-11-10 $43.36 $37.11 Long 406.0 -14.42% 21991.93 21991.93
SPY 2016-11-11 2016-12-27 $195.90 $206.12 Long 80.0 5.22% 6360.46 22861.55
QQQ 2016-12-27 2016-12-30 $115.84 $115.35 Long 142.0 -0.42% 6549.72 22653.55
SPY 2016-12-30 2017-01-06 $204.94 $206.58 Long 79.0 0.80% 6345.37 22998.06
QQQ 2017-01-06 2017-03-08 $116.37 $125.58 Long 142.0 7.92% 7151.14 24312.26
UBT 2017-03-08 2017-03-10 $33.85 $33.83 Long 503.0 -0.06% 24168.49 24168.49
UBT 2017-03-16 2017-03-20 $34.27 $34.59 Long 512.0 0.95% 6951.86 24356.20
QQQ 2017-03-20 2017-03-21 $126.88 $127.52 Long 137.0 0.50% 6765.85 24754.86
UBT 2017-03-21 2017-03-30 $34.89 $36.04 Long 506.0 3.29% 6908.03 25037.90
QQQ 2017-03-30 2017-04-04 $127.43 $127.13 Long 142.0 -0.24% 6719.46 24858.79
UBT 2017-04-04 2017-04-07 $36.26 $36.56 Long 503.0 0.80% 7296.97 25104.02
QQQ 2017-04-07 2017-04-12 $127.21 $126.69 Long 140.0 -0.41% 6810.91 25172.76
UBT 2017-04-12 2017-04-21 $37.04 $37.78 Long 492.0 2.00% 7109.54 25379.49
QQQ 2017-04-21 2017-05-18 $127.90 $131.14 Long 143.0 2.53% 6869.77 25775.39
UBT 2017-05-18 2017-06-05 $37.83 $38.57 Long 502.0 1.94% 7012.94 26228.07
QQQ 2017-06-05 2017-06-07 $138.25 $138.05 Long 139.0 -0.15% 7541.02 26095.40
UBT 2017-06-07 2017-06-12 $38.79 $38.24 Long 481.0 -1.42% 7871.59 25987.30
QQQ 2017-06-12 2017-06-13 $133.81 $134.94 Long 135.0 0.84% 7445.77 26182.27
UBT 2017-06-13 2017-06-14 $38.12 $38.98 Long 489.0 2.23% 7626.44 26348.57
QQQ 2017-06-14 2017-06-15 $135.82 $133.34 Long 139.0 -1.82% 7090.49 26213.20
UBT 2017-06-15 2017-06-26 $39.24 $40.79 Long 486.0 3.95% 7563.31 26719.96
QQQ 2017-06-26 2017-06-28 $137.24 $133.89 Long 141.0 -2.44% 7760.80 26392.14
UBT 2017-06-28 2017-06-29 $39.58 $38.57 Long 472.0 -2.56% 6968.22 25717.42
QQQ 2017-06-29 2017-07-05 $134.72 $131.99 Long 141.0 -2.03% 7266.85 25588.99
SPY 2017-07-05 2017-07-07 $223.31 $222.01 Long 82.0 -0.59% 7434.78 25437.65
UBT 2017-07-07 2017-07-10 $37.34 $37.27 Long 483.0 -0.19% 7176.23 25468.19
SPY 2017-07-10 2017-07-12 $222.69 $223.93 Long 82.0 0.56% 6949.33 25597.04
UBT 2017-07-12 2017-07-17 $38.01 $37.74 Long 489.0 -0.71% 7121.19 25397.88
QQQ 2017-07-17 2017-07-20 $137.48 $139.47 Long 133.0 1.45% 7070.56 25612.60
UBT 2017-07-20 2017-07-21 $38.99 $39.14 Long 477.0 0.38% 7419.64 25803.84
QQQ 2017-07-21 2017-07-25 $138.80 $139.45 Long 132.0 0.47% 7666.46 25698.33
UBT 2017-07-25 2017-09-05 $38.07 $40.61 Long 477.0 6.67% 7907.08 26924.61
QQQ 2017-09-05 2017-09-21 $140.67 $140.68 Long 136.0 0.01% 7625.68 27002.04
SPY 2017-09-21 2017-10-09 $231.12 $235.52 Long 84.0 1.90% 7645.90 27359.70
QQQ 2017-10-09 2017-10-23 $143.21 $144.33 Long 138.0 0.78% 7796.12 27457.69
SPY 2017-10-23 2017-10-24 $238.15 $237.34 Long 83.0 -0.34% 7995.29 27468.14
UBT 2017-10-24 2017-11-03 $38.01 $39.37 Long 513.0 3.57% 7970.69 28308.60
QQQ 2017-11-03 2017-11-08 $147.60 $148.97 Long 137.0 0.93% 7786.06 28246.88
UBT 2017-11-08 2017-11-17 $40.14 $39.67 Long 513.0 -1.19% 7923.43 28053.36
QQQ 2017-11-17 2017-11-30 $149.72 $149.65 Long 135.0 -0.05% 8121.67 28221.39
SPY 2017-11-30 2017-12-15 $243.96 $246.77 Long 82.0 1.15% 7709.00 28492.73
UBT 2017-12-15 2017-12-18 $40.97 $40.86 Long 504.0 -0.27% 7551.48 28337.72
QQQ 2017-12-18 2017-12-27 $153.70 $151.92 Long 135.0 -1.16% 7927.52 28056.73
SPY 2017-12-27 2018-01-02 $248.56 $248.99 Long 81.0 0.17% 8038.04 28343.15
QQQ 2018-01-02 2018-02-05 $151.95 $158.27 Long 132.0 4.16% 28929.92 28929.92
UBT 2018-02-06 2018-02-08 $36.35 $34.91 Long 585.0 -3.98% 28084.58 28084.58
UBT 2018-02-14 2018-02-15 $34.99 $35.01 Long 573.0 0.04% 28092.89 28092.89
UBT 2018-02-20 2018-02-22 $35.01 $34.44 Long 570.0 -1.63% 8005.53 27679.49
QQQ 2018-02-22 2018-02-23 $160.67 $161.24 Long 123.0 0.36% 27838.27 27838.27
QQQ 2018-02-26 2018-02-28 $163.99 $164.27 Long 124.0 0.17% 7844.23 28016.67
UBT 2018-02-28 2018-03-05 $35.08 $35.40 Long 571.0 0.91% 7690.99 28378.25
QQQ 2018-03-05 2018-03-27 $160.35 $161.01 Long 127.0 0.41% 8069.31 28539.89
UBT 2018-03-27 2018-04-18 $35.97 $36.94 Long 558.0 2.71% 7852.38 28725.87
QQQ 2018-04-18 2018-04-23 $161.48 $158.55 Long 129.0 -1.81% 8181.00 28325.15
UBT 2018-04-23 2018-04-24 $35.18 $35.02 Long 572.0 -0.47% 7970.18 27688.84
QQQ 2018-04-24 2018-04-25 $158.14 $154.32 Long 128.0 -2.41% 8338.13 27776.77
SPY 2018-04-25 2018-04-26 $245.39 $247.14 Long 79.0 0.72% 7825.75 27948.85
UBT 2018-04-26 2018-04-27 $34.79 $35.21 Long 576.0 1.23% 7653.89 27824.26
QQQ 2018-04-27 2018-05-01 $159.80 $156.05 Long 128.0 -2.34% 7717.34 27509.46
UBT 2018-05-01 2018-05-02 $35.56 $35.45 Long 560.0 -0.29% 7597.86 27419.99
QQQ 2018-05-02 2018-05-04 $158.52 $156.62 Long 126.0 -1.20% 7574.52 27313.00
UBT 2018-05-04 2018-05-07 $35.66 $35.65 Long 554.0 -0.04% 7194.71 27396.66
QQQ 2018-05-07 2018-07-23 $161.03 $173.87 Long 125.0 7.97% 8482.51 28579.08
UBT 2018-07-23 2018-08-15 $36.51 $36.80 Long 560.0 0.79% 8569.87 29000.15
QQQ 2018-08-15 2018-08-16 $175.38 $175.96 Long 117.0 0.33% 8251.91 29110.51
UBT 2018-08-16 2018-08-22 $36.87 $37.57 Long 567.0 1.90% 8649.12 29576.28
SPY 2018-08-22 2018-08-23 $268.03 $268.11 Long 78.0 0.03% 8254.90 29568.73
QQQ 2018-08-23 2018-08-24 $176.09 $176.73 Long 121.0 0.37% 8424.01 29718.71
SPY 2018-08-24 2018-08-27 $268.55 $270.82 Long 79.0 0.84% 8198.37 29929.51
QQQ 2018-08-27 2018-09-07 $178.68 $175.86 Long 121.0 -1.58% 8341.62 29382.66
UBT 2018-09-07 2018-10-02 $36.07 $34.58 Long 586.0 -4.11% 8134.12 28671.87
UBT 2018-10-02 2018-10-05 $34.58 $32.61 Long 592.0 -5.71% 27438.73 27438.73
UBT 2018-10-12 2019-02-26 $33.18 $37.65 Long 599.0 13.48% 8774.63 30198.47
QQQ 2019-02-26 2019-02-27 $169.38 $169.25 Long 126.0 -0.08% 8530.12 29861.74
UBT 2019-02-27 2019-07-01 $37.38 $45.17 Long 577.0 20.84% 9343.71 34454.82
QQQ 2019-07-01 2019-07-03 $187.05 $187.22 Long 135.0 0.09% 9431.83 34857.76
UBT 2019-07-03 2019-07-12 $45.79 $43.27 Long 550.0 -5.51% 9821.28 33384.09
UBT 2019-07-12 2019-09-12 $43.27 $51.32 Long 541.0 18.60% 10565.64 37532.87
QQQ 2019-09-12 2019-09-16 $190.28 $188.01 Long 142.0 -1.19% 10599.95 37291.97
SPY 2019-09-16 2019-09-25 $286.70 $284.31 Long 93.0 -0.84% 10089.92 36335.09
UBT 2019-09-25 2019-10-18 $52.54 $49.96 Long 513.0 -4.90% 10039.97 35680.48
UBT 2019-10-18 2019-11-08 $49.96 $46.90 Long 514.0 -6.12% 9899.26 34015.94
UBT 2019-11-08 2019-12-13 $46.90 $48.89 Long 517.0 4.24% 9971.50 35272.56
QQQ 2019-12-13 2019-12-16 $203.26 $205.38 Long 124.0 1.04% 9968.69 35191.28
UBT 2019-12-16 2019-12-17 $49.08 $48.94 Long 519.0 -0.27% 9987.39 35350.90
QQQ 2019-12-17 2020-01-13 $206.36 $216.46 Long 123.0 4.90% 10364.38 36690.31
UBT 2020-01-13 2020-01-17 $48.70 $48.45 Long 539.0 -0.51% 9593.83 36489.95
QQQ 2020-01-17 2020-01-23 $220.36 $220.82 Long 122.0 0.21% 9811.22 36572.66
UBT 2020-01-23 2020-03-11 $50.80 $69.88 Long 526.0 37.55% 16309.72 45034.93
UBT 2020-03-11 2020-03-13 $69.88 $59.86 Long 433.0 -14.33% 14873.07 43079.61
UBT 2020-03-13 2020-03-19 $59.86 $54.07 Long 457.0 -9.67% 12872.31 40459.88
UBT 2020-03-19 2020-04-20 $54.07 $70.49 Long 494.0 30.35% 13928.86 47593.79
QQQ 2020-04-20 2020-04-21 $211.02 $208.29 Long 160.0 -1.29% 11548.73 47094.77
UBT 2020-04-21 2020-04-30 $73.47 $70.70 Long 486.0 -3.77% 12408.27 45750.52
QQQ 2020-04-30 2020-05-07 $217.54 $219.39 Long 154.0 0.85% 13258.77 47243.50
UBT 2020-05-07 2020-05-11 $66.67 $66.56 Long 494.0 -0.17% 12981.25 46638.38
QQQ 2020-05-11 2020-05-12 $221.04 $224.99 Long 150.0 1.79% 13592.35 47488.87
UBT 2020-05-12 2020-05-27 $65.75 $65.47 Long 504.0 -0.43% 13566.83 46820.27
QQQ 2020-05-27 2020-06-01 $226.18 $229.91 Long 146.0 1.65% 13333.04 47182.64
UBT 2020-06-01 2020-06-02 $65.51 $65.14 Long 516.0 -0.56% 12849.41 47106.98
QQQ 2020-06-02 2020-06-25 $231.93 $241.54 Long 147.0 4.14% 12366.00 48009.38
UBT 2020-06-25 2020-06-29 $67.02 $67.56 Long 537.0 0.80% 14406.31 49051.06
QQQ 2020-06-29 2020-07-08 $237.76 $255.59 Long 144.0 7.50% 14258.19 51392.84
UBT 2020-07-08 2020-07-17 $67.07 $69.52 Long 551.0 3.65% 14755.02 52536.20
QQQ 2020-07-17 2020-08-28 $257.18 $289.56 Long 147.0 12.59% 17664.28 57002.93
UBT 2020-08-28 2020-08-31 $65.01 $64.80 Long 610.0 -0.32% 16239.95 57432.55
QQQ 2020-08-31 2020-09-01 $290.44 $294.84 Long 141.0 1.51% 16246.81 58903.49
UBT 2020-09-01 2020-09-11 $65.15 $67.19 Long 638.0 3.13% 17801.00 58528.27
QQQ 2020-09-11 2020-09-18 $271.79 $269.10 Long 152.0 -0.99% 16328.10 58108.06
SPY 2020-09-18 2020-09-22 $328.50 $321.84 Long 129.0 -2.03% 15243.64 58228.58
QQQ 2020-09-22 2020-09-25 $267.93 $263.74 Long 159.0 -1.57% 15931.22 57113.49
UBT 2020-09-25 2020-09-28 $67.84 $67.57 Long 608.0 -0.40% 14474.31 57103.74
QQQ 2020-09-28 2020-10-29 $274.45 $270.90 Long 155.0 -1.29% 16351.49 55726.49
UBT 2020-10-29 2020-10-30 $64.18 $62.82 Long 625.0 -2.12% 15324.59 54880.52
QQQ 2020-10-30 2020-11-02 $272.23 $269.60 Long 148.0 -0.96% 55225.60 55225.60
UBT 2020-11-03 2020-11-04 $62.05 $65.02 Long 634.0 4.79% 15751.78 57597.17
QQQ 2020-11-04 2020-11-09 $281.34 $294.98 Long 147.0 4.85% 18787.17 59157.35
UBT 2020-11-09 2020-11-10 $60.46 $59.68 Long 667.0 -1.29% 17838.07 58330.85
QQQ 2020-11-10 2020-11-11 $283.03 $283.68 Long 144.0 0.23% 16447.16 58720.03
SPY 2020-11-11 2020-11-27 $349.10 $356.39 Long 121.0 2.09% 16656.59 59673.41
QQQ 2020-11-27 2021-01-07 $295.95 $308.41 Long 145.0 4.21% 16979.34 61730.00
SPY 2021-01-07 2021-01-11 $369.97 $371.69 Long 120.0 0.47% 17297.95 61363.81
QQQ 2021-01-11 2021-01-13 $314.07 $312.30 Long 141.0 -0.57% 17374.35 61459.26
SPY 2021-01-13 2021-01-14 $372.52 $374.39 Long 118.0 0.50% 17194.75 61250.80
QQQ 2021-01-14 2021-01-15 $314.59 $312.24 Long 141.0 -0.75% 17861.99 61102.57
SPY 2021-01-15 2021-01-20 $370.58 $374.90 Long 117.0 1.17% 16857.71 62233.97
QQQ 2021-01-20 2021-02-23 $318.21 $315.09 Long 141.0 -0.98% 17013.34 61612.03
SPY 2021-02-23 2021-03-24 $378.39 $385.89 Long 117.0 1.98% 17768.38 61220.63
QQQ 2021-03-24 2021-03-25 $317.10 $308.48 Long 140.0 -2.72% 17528.95 61374.17
SPY 2021-03-25 2021-04-07 $380.94 $400.63 Long 114.0 5.17% 17834.57 63378.50
QQQ 2021-04-07 2021-04-21 $328.74 $333.48 Long 138.0 1.44% 17013.58 64009.78
UBT 2021-04-21 2021-04-22 $48.44 $48.71 Long 967.0 0.56% 17734.75 63712.44
SPY 2021-04-22 2021-06-10 $410.45 $417.43 Long 113.0 1.70% 18595.72 65338.61
QQQ 2021-06-10 2021-07-09 $335.57 $356.86 Long 138.0 6.34% 20248.08 67612.45
UBT 2021-07-09 2021-07-12 $53.84 $53.99 Long 884.0 0.28% 18862.09 67971.18
QQQ 2021-07-12 2021-07-14 $361.13 $363.50 Long 136.0 0.66% 19931.24 68934.74
UBT 2021-07-14 2021-09-02 $53.15 $55.68 Long 910.0 4.76% 19983.59 70392.00
QQQ 2021-09-02 2021-09-08 $380.57 $380.53 Long 133.0 -0.01% 19609.19 70725.64
UBT 2021-09-08 2021-09-28 $54.53 $51.99 Long 935.0 -4.66% 18979.03 67438.82
QQQ 2021-09-28 2021-09-29 $364.75 $360.26 Long 135.0 -1.23% 18827.31 67352.64
UBT 2021-09-29 2021-10-15 $52.29 $52.27 Long 933.0 -0.04% 17669.77 67720.94
SPY 2021-10-15 2021-10-18 $441.82 $441.04 Long 113.0 -0.18% 18549.70 67955.02
UBT 2021-10-18 2021-11-02 $52.53 $53.62 Long 932.0 2.08% 19138.14 68810.81
QQQ 2021-11-02 2021-11-18 $385.82 $398.72 Long 128.0 3.34% 18913.91 70665.34
UBT 2021-11-18 2022-01-04 $53.23 $51.54 Long 963.0 -3.17% 19274.69 68459.17
UBT 2022-01-04 2022-01-05 $51.54 $51.81 Long 956.0 0.52% 68805.05 68805.05
UBT 2022-01-07 2022-01-18 $51.16 $49.47 Long 979.0 -3.30% 67150.54 67150.54
UBT 2022-01-20 2022-02-11 $49.84 $46.70 Long 982.0 -6.29% 64071.77 64071.77
UBT 2022-02-22 2022-02-24 $47.25 $47.61 Long 979.0 0.76% 64424.21 64424.21
UBT 2022-02-25 2022-03-11 $46.63 $44.89 Long 974.0 -3.73% 62729.45 62729.45
UBT 2022-03-14 2022-03-15 $43.95 $43.97 Long 1006.0 0.05% 62749.57 62749.57
UBT 2022-04-04 2022-04-05 $43.25 $42.53 Long 1074.0 -1.66% 61976.29 61976.29

Signals

Strategy Ratio Size Ticker Date State Type Profit Tick
1xADM-d 0.90 0.74 UBT 2022-05-24 Sell@NextOpen Long -1.38% EOD