Strategy - 1xADM

Accelerating Dual Momentum

Description

This strategy builds upon the work of swhanly by introducing a variation of the accelerating dual momentum approach. This strategy utilizes regular funds with solid performance and moderate volatility.

The strategy employs a combination of risk-on assets, such as QQQ and SPY and risk-off haven assets, UBT and TBF.

Only one risk-on asset is purchased at a time, based on the signal generated by the strategy.

Trading happens on the Close of the signal day, the last trading day of the month

Details

    Metrics

    Metric Measure
    AccountName aea07219-2074-4431-b7bd-d9b146e7009b
    NoOfTrades 326.00
    NoOfWins 187.00
    NoOfLosses 139.00
    SharpRatio 0.94
    SortinoRatio 1.20
    GrossProfit $117249.86
    FirstDate 2010-08-30
    LastDate 2024-03-28
    FirstEquity $10000.00
    FinalEquity $127249.86
    OpenEquity $114552.33
    LongEquity $117249.86
    ShortEquity $0.00
    PercentWins 57.36%
    AveWin 3.02%
    AveLoss -1.86%
    AveWinLoss 1.62
    Expectancy 0.94%
    MedianDrawUp 37.26%
    MednDrawDown -9.53%
    MaxDrawDown -26.50%
    Kelly 31.07%
    Thorpe 4.65
    Rachev 1.19
    PAPR 6.40%
    APR 20.60%
    CalmarRatio 1.71

    Trades

    Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
    QQQ 2010-08-30 2010-08-31 $38.43 $38.30 Long 234 -0.34% 976.42 9969.07
    UBT 2010-08-31 2010-09-29 $22.54 $21.38 Long 399 -5.12% 933.65 9508.71
    UBT 2010-09-29 2010-09-30 $21.38 $21.35 Long 401 -0.17% 955.70 9493.88
    QQQ 2010-09-30 2010-10-28 $43.34 $46.19 Long 197 6.58% 1001.89 10055.90
    QQQ 2010-10-28 2010-10-29 $46.19 $46.09 Long 196 -0.23% 1001.89 10035.13
    QQQ 2010-10-29 2010-11-29 $46.09 $46.57 Long 196 1.05% 1001.89 10130.35
    QQQ 2010-11-29 2010-11-30 $46.57 $46.00 Long 196 -1.22% 1001.89 10018.68
    QQQ 2010-11-30 2010-12-30 $46.00 $48.37 Long 196 5.15% 1050.26 10483.26
    QQQ 2010-12-30 2010-12-31 $48.37 $48.20 Long 195 -0.37% 1050.26 10448.75
    QQQ 2010-12-31 2011-01-28 $48.20 $49.32 Long 195 2.33% 1050.26 10667.92
    QQQ 2011-01-28 2011-01-31 $49.32 $49.56 Long 195 0.48% 1050.26 10714.51
    QQQ 2011-01-31 2011-02-25 $49.56 $51.02 Long 195 2.95% 1101.28 10999.26
    QQQ 2011-02-25 2011-02-28 $51.02 $51.13 Long 194 0.21% 1101.28 11019.68
    QQQ 2011-02-28 2011-03-30 $51.13 $50.83 Long 194 -0.58% 1101.28 10961.66
    QQQ 2011-03-30 2011-03-31 $50.83 $50.90 Long 194 0.14% 1097.52 10975.41
    SPY 2011-03-31 2011-04-28 $103.98 $106.74 Long 95 2.65% 1097.52 11237.65
    SPY 2011-04-28 2011-04-29 $106.74 $106.99 Long 95 0.24% 1204.51 11261.49
    SPY 2011-04-29 2011-05-27 $106.99 $104.70 Long 94 -2.14% 1099.81 11046.24
    SPY 2011-05-27 2011-05-31 $104.70 $105.79 Long 95 1.04% 1099.81 11149.79
    SPY 2011-05-31 2011-06-29 $105.79 $103.02 Long 95 -2.62% 1099.81 10886.50
    SPY 2011-06-29 2011-06-30 $103.02 $104.00 Long 95 0.96% 1099.81 10980.08
    SPY 2011-06-30 2011-07-28 $104.00 $102.62 Long 95 -1.33% 1099.81 10849.06
    SPY 2011-07-28 2011-07-29 $102.62 $101.92 Long 95 -0.68% 1066.94 10782.43
    UBT 2011-07-29 2011-08-30 $19.39 $23.90 Long 501 23.26% 1282.07 13042.64
    UBT 2011-08-30 2011-08-31 $23.90 $23.20 Long 492 -2.96% 1258.87 12694.57
    UBT 2011-08-31 2011-09-29 $23.20 $28.01 Long 493 20.75% 1482.96 15068.00
    UBT 2011-09-29 2011-09-30 $28.01 $29.42 Long 485 5.04% 1541.80 15752.44
    UBT 2011-09-30 2011-10-28 $29.42 $25.05 Long 483 -14.85% 1341.39 13641.56
    UBT 2011-10-28 2011-10-31 $25.05 $27.04 Long 491 7.93% 1449.54 14617.04
    UBT 2011-10-31 2011-11-29 $27.04 $29.00 Long 487 7.26% 1536.54 15572.77
    UBT 2011-11-29 2011-11-30 $29.00 $27.96 Long 484 -3.57% 1480.62 15071.17
    UBT 2011-11-30 2011-12-29 $27.96 $29.71 Long 486 6.25% 1569.75 15920.98
    UBT 2011-12-29 2011-12-30 $29.71 $29.87 Long 483 0.53% 1569.75 15996.60
    UBT 2011-12-30 2012-01-30 $29.87 $28.92 Long 483 -3.17% 1540.83 15539.70
    UBT 2012-01-30 2012-01-31 $28.92 $29.62 Long 484 2.42% 1562.14 15878.01
    QQQ 2012-01-31 2012-02-28 $54.02 $57.74 Long 265 6.89% 1677.63 16864.25
    QQQ 2012-02-28 2012-02-29 $57.74 $57.48 Long 263 -0.45% 1677.63 16796.18
    QQQ 2012-02-29 2012-03-29 $57.48 $60.51 Long 263 5.26% 1738.14 17590.68
    QQQ 2012-03-29 2012-03-30 $60.51 $60.39 Long 262 -0.19% 1738.14 17560.23
    QQQ 2012-03-30 2012-04-27 $60.39 $60.11 Long 262 -0.46% 1738.14 17487.62
    QQQ 2012-04-27 2012-04-30 $60.11 $59.68 Long 262 -0.71% 1738.14 17375.19
    QQQ 2012-04-30 2012-05-30 $59.68 $55.72 Long 262 -6.64% 1626.69 16337.56
    QQQ 2012-05-30 2012-05-31 $55.72 $55.48 Long 264 -0.43% 1626.69 16273.83
    QQQ 2012-05-31 2012-06-28 $55.48 $55.73 Long 264 0.45% 1626.69 16340.23
    QQQ 2012-06-28 2012-06-29 $55.73 $57.49 Long 264 3.15% 1684.18 16803.87
    QQQ 2012-06-29 2012-07-30 $57.49 $58.08 Long 263 1.03% 1684.18 16959.41
    QQQ 2012-07-30 2012-07-31 $58.08 $58.06 Long 263 -0.03% 1684.18 16954.69
    QQQ 2012-07-31 2012-08-30 $58.06 $60.67 Long 263 4.49% 1744.85 17640.45
    QQQ 2012-08-30 2012-08-31 $60.67 $61.07 Long 262 0.66% 1744.85 17746.09
    QQQ 2012-08-31 2012-09-27 $61.07 $62.13 Long 262 1.73% 1806.98 18022.48
    QQQ 2012-09-27 2012-09-28 $62.13 $61.62 Long 261 -0.82% 1814.80 17888.80
    SPY 2012-09-28 2012-10-31 $116.48 $114.36 Long 138 -1.82% 1814.80 17596.28
    SPY 2012-10-31 2012-11-29 $114.36 $114.98 Long 138 0.54% 1814.80 17682.25
    SPY 2012-11-29 2012-11-30 $114.98 $115.01 Long 138 0.02% 1814.80 17685.60
    SPY 2012-11-30 2012-12-28 $115.01 $114.10 Long 138 -0.79% 1814.80 17560.78
    SPY 2012-12-28 2012-12-31 $114.10 $116.04 Long 138 1.70% 1814.80 17828.41
    SPY 2012-12-31 2013-01-30 $116.04 $122.28 Long 138 5.38% 1937.08 18689.75
    SPY 2013-01-30 2013-01-31 $122.28 $121.98 Long 137 -0.25% 1937.08 18648.45
    SPY 2013-01-31 2013-02-27 $121.98 $123.78 Long 137 1.48% 1937.08 18895.16
    SPY 2013-02-27 2013-02-28 $123.78 $123.54 Long 137 -0.20% 1937.08 18861.67
    SPY 2013-02-28 2013-03-27 $123.54 $127.84 Long 137 3.48% 1937.08 19450.57
    SPY 2013-03-27 2013-03-28 $127.84 $128.23 Long 137 0.31% 1937.08 19504.39
    SPY 2013-03-28 2013-04-29 $128.23 $130.38 Long 137 1.68% 1937.08 19799.29
    SPY 2013-04-29 2013-04-30 $130.38 $130.69 Long 137 0.24% 1937.08 19841.90
    SPY 2013-04-30 2013-05-30 $130.69 $135.73 Long 137 3.85% 2072.80 20531.49
    SPY 2013-05-30 2013-05-31 $135.73 $133.78 Long 136 -1.44% 2072.80 20266.57
    SPY 2013-05-31 2013-06-27 $133.78 $132.53 Long 136 -0.93% 2072.80 20097.35
    SPY 2013-06-27 2013-06-28 $132.53 $131.99 Long 136 -0.41% 2072.80 20023.50
    SPY 2013-06-28 2013-07-30 $131.99 $138.71 Long 136 5.09% 2072.80 20937.70
    SPY 2013-07-30 2013-07-31 $138.71 $138.81 Long 136 0.07% 2087.34 20951.13
    QQQ 2013-07-31 2013-08-29 $68.85 $69.02 Long 274 0.25% 2087.34 20998.43
    QQQ 2013-08-29 2013-08-30 $69.02 $68.57 Long 274 -0.65% 2087.34 20876.44
    QQQ 2013-08-30 2013-09-27 $68.57 $72.06 Long 274 5.09% 2159.40 21831.95
    QQQ 2013-09-27 2013-09-30 $72.06 $71.89 Long 273 -0.24% 2159.40 21784.68
    QQQ 2013-09-30 2013-10-30 $71.89 $75.57 Long 273 5.12% 2234.97 22789.82
    QQQ 2013-10-30 2013-10-31 $75.57 $75.41 Long 272 -0.22% 2234.97 22745.21
    QQQ 2013-10-31 2013-11-27 $75.41 $77.67 Long 272 3.00% 2312.63 23359.97
    QQQ 2013-11-27 2013-11-29 $77.67 $78.13 Long 271 0.60% 2312.63 23485.92
    QQQ 2013-11-29 2013-12-30 $78.13 $79.89 Long 271 2.26% 2392.53 23963.88
    QQQ 2013-12-30 2013-12-31 $79.89 $80.41 Long 270 0.65% 2392.53 24104.58
    QQQ 2013-12-31 2014-01-30 $80.41 $79.08 Long 270 -1.66% 2392.53 23744.19
    QQQ 2014-01-30 2014-01-31 $79.08 $78.87 Long 270 -0.27% 2313.66 23687.42
    QQQ 2014-01-31 2014-02-27 $78.87 $83.02 Long 271 5.27% 2479.70 24813.00
    QQQ 2014-02-27 2014-02-28 $83.02 $82.93 Long 269 -0.11% 2479.70 24788.30
    QQQ 2014-02-28 2014-03-28 $82.93 $80.10 Long 269 -3.42% 2399.61 24025.64
    QQQ 2014-03-28 2014-03-31 $80.10 $80.67 Long 270 0.71% 2475.28 24179.67
    SPY 2014-03-31 2014-04-29 $156.15 $156.76 Long 139 0.40% 2475.28 24265.55
    SPY 2014-04-29 2014-04-30 $156.76 $157.23 Long 139 0.30% 2475.28 24330.54
    SPY 2014-04-30 2014-05-29 $157.23 $160.62 Long 139 2.16% 2475.28 24801.75
    SPY 2014-05-29 2014-05-30 $160.62 $160.88 Long 139 0.16% 2421.88 24837.73
    UBT 2014-05-30 2014-06-27 $28.59 $28.37 Long 784 -0.79% 2421.88 24661.64
    UBT 2014-06-27 2014-06-30 $28.37 $28.43 Long 784 0.22% 2443.71 24710.30
    QQQ 2014-06-30 2014-07-30 $86.64 $89.47 Long 257 3.27% 2533.18 25438.21
    QQQ 2014-07-30 2014-07-31 $89.47 $87.66 Long 256 -2.02% 2446.67 24975.30
    UBT 2014-07-31 2014-08-28 $28.85 $31.47 Long 781 9.08% 2635.46 27021.78
    UBT 2014-08-28 2014-08-29 $31.47 $31.36 Long 775 -0.34% 2636.51 26939.31
    QQQ 2014-08-29 2014-09-29 $92.06 $91.23 Long 264 -0.90% 2636.51 26721.23
    QQQ 2014-09-29 2014-09-30 $91.23 $91.36 Long 264 0.14% 2609.03 26755.41
    UBT 2014-09-30 2014-10-30 $30.15 $31.97 Long 801 6.05% 2768.88 28217.10
    UBT 2014-10-30 2014-10-31 $31.97 $31.88 Long 796 -0.28% 2827.49 28146.24
    QQQ 2014-10-31 2014-11-26 $93.77 $97.58 Long 270 4.06% 2925.08 29174.97
    QQQ 2014-11-26 2014-11-28 $97.58 $98.04 Long 269 0.46% 2925.08 29296.87
    QQQ 2014-11-28 2014-12-30 $98.04 $96.83 Long 269 -1.23% 2828.25 28972.68
    QQQ 2014-12-30 2014-12-31 $96.83 $95.84 Long 270 -1.03% 2828.25 28704.52
    QQQ 2014-12-31 2015-01-29 $95.84 $94.58 Long 270 -1.32% 2828.25 28363.68
    QQQ 2015-01-29 2015-01-30 $94.58 $93.84 Long 270 -0.78% 2828.25 28165.69
    QQQ 2015-01-30 2015-02-26 $93.84 $101.06 Long 270 7.70% 3030.37 30115.50
    QQQ 2015-02-26 2015-02-27 $101.06 $100.62 Long 268 -0.44% 2929.75 29996.09
    QQQ 2015-02-27 2015-03-30 $100.62 $99.29 Long 269 -1.32% 2929.75 29640.02
    QQQ 2015-03-30 2015-03-31 $99.29 $98.24 Long 269 -1.06% 2929.75 29357.23
    QQQ 2015-03-31 2015-04-29 $98.24 $101.73 Long 269 3.55% 3031.49 30295.70
    QQQ 2015-04-29 2015-04-30 $101.73 $100.13 Long 268 -1.57% 2931.36 29866.85
    QQQ 2015-04-30 2015-05-28 $100.13 $103.00 Long 269 2.86% 3034.35 30637.66
    QQQ 2015-05-28 2015-05-29 $103.00 $102.38 Long 268 -0.60% 3034.35 30473.10
    QQQ 2015-05-29 2015-06-29 $102.38 $99.49 Long 268 -2.83% 2934.87 29696.87
    QQQ 2015-06-29 2015-06-30 $99.49 $99.84 Long 269 0.36% 2934.87 29792.19
    QQQ 2015-06-30 2015-07-30 $99.84 $104.51 Long 269 4.68% 3039.38 31048.90
    QQQ 2015-07-30 2015-07-31 $104.51 $104.39 Long 268 -0.12% 3029.43 31016.41
    TBF 2015-07-31 2015-08-28 $22.90 $22.84 Long 1222 -0.28% 3029.43 30938.08
    TBF 2015-08-28 2015-08-31 $22.84 $22.99 Long 1222 0.68% 3052.42 31128.31
    TBF 2015-08-31 2015-09-29 $22.99 $22.38 Long 1221 -2.67% 2962.90 30379.17
    TBF 2015-09-29 2015-09-30 $22.38 $22.45 Long 1225 0.33% 2997.49 30468.92
    UBT 2015-09-30 2015-10-29 $34.82 $33.88 Long 789 -2.68% 2929.72 29732.40
    UBT 2015-10-29 2015-10-30 $33.88 $34.32 Long 791 1.29% 2944.13 30078.31
    TBF 2015-10-30 2015-11-27 $22.52 $22.77 Long 1205 1.10% 2966.89 30376.24
    TBF 2015-11-27 2015-11-30 $22.77 $22.67 Long 1204 -0.40% 2965.03 30265.99
    UBT 2015-11-30 2015-12-30 $33.83 $33.01 Long 807 -2.41% 2899.00 29607.03
    UBT 2015-12-30 2015-12-31 $33.01 $33.19 Long 809 0.52% 2932.18 29746.25
    UBT 2015-12-31 2016-01-28 $33.19 $36.57 Long 808 10.20% 3188.17 32480.36
    UBT 2016-01-28 2016-01-29 $36.57 $37.18 Long 801 1.66% 3225.35 32966.57
    UBT 2016-01-29 2016-02-26 $37.18 $39.16 Long 800 5.32% 3381.97 34550.21
    UBT 2016-02-26 2016-02-29 $39.16 $39.39 Long 796 0.59% 3421.36 34734.10
    UBT 2016-02-29 2016-03-30 $39.39 $38.76 Long 795 -1.58% 3343.83 34238.22
    UBT 2016-03-30 2016-03-31 $38.76 $39.47 Long 797 1.84% 3422.78 34805.27
    UBT 2016-03-31 2016-04-28 $39.47 $38.43 Long 795 -2.66% 3345.93 33971.34
    UBT 2016-04-28 2016-04-29 $38.43 $38.64 Long 797 0.57% 3463.48 34145.06
    SPY 2016-04-29 2016-05-27 $179.42 $182.82 Long 171 1.90% 3463.48 34726.48
    SPY 2016-05-27 2016-05-31 $182.82 $182.48 Long 171 -0.19% 3463.48 34667.00
    SPY 2016-05-31 2016-06-29 $182.48 $180.65 Long 171 -1.00% 3463.48 34354.61
    SPY 2016-06-29 2016-06-30 $180.65 $183.11 Long 171 1.36% 3414.39 34776.13
    UBT 2016-06-30 2016-07-28 $44.55 $45.73 Long 704 2.64% 3505.84 35605.44
    UBT 2016-07-28 2016-07-29 $45.73 $46.48 Long 702 1.65% 3537.62 36136.50
    QQQ 2016-07-29 2016-08-30 $108.66 $109.92 Long 300 1.15% 3647.54 36512.76
    QQQ 2016-08-30 2016-08-31 $109.92 $109.80 Long 299 -0.10% 3647.54 36478.93
    QQQ 2016-08-31 2016-09-29 $109.80 $111.40 Long 299 1.46% 3647.54 36956.92
    QQQ 2016-09-29 2016-09-30 $111.40 $112.23 Long 299 0.75% 3647.54 37205.67
    QQQ 2016-09-30 2016-10-28 $112.23 $110.70 Long 299 -1.36% 3647.54 36747.75
    QQQ 2016-10-28 2016-10-31 $110.70 $110.60 Long 299 -0.09% 3647.54 36716.65
    QQQ 2016-10-31 2016-11-29 $110.60 $112.44 Long 299 1.67% 3647.54 37267.85
    QQQ 2016-11-29 2016-11-30 $112.44 $111.08 Long 299 -1.21% 3751.79 36860.81
    SPY 2016-11-30 2016-12-29 $193.62 $198.27 Long 171 2.40% 3751.79 37656.29
    SPY 2016-12-29 2016-12-30 $198.27 $197.55 Long 171 -0.37% 3718.01 37532.37
    QQQ 2016-12-30 2017-01-30 $112.34 $118.35 Long 301 5.35% 3836.36 39341.81
    QQQ 2017-01-30 2017-01-31 $118.35 $118.11 Long 300 -0.20% 3836.36 39270.70
    QQQ 2017-01-31 2017-02-27 $118.11 $123.66 Long 300 4.70% 4083.69 40934.75
    QQQ 2017-02-27 2017-02-28 $123.66 $123.28 Long 298 -0.31% 4083.69 40821.73
    QQQ 2017-02-28 2017-03-30 $123.28 $125.87 Long 298 2.10% 4083.69 41591.92
    QQQ 2017-03-30 2017-03-31 $125.87 $125.78 Long 298 -0.07% 4083.69 41566.43
    QQQ 2017-03-31 2017-04-27 $125.78 $128.98 Long 298 2.55% 4212.67 42520.63
    QQQ 2017-04-27 2017-04-28 $128.98 $129.21 Long 297 0.18% 4212.67 42588.36
    QQQ 2017-04-28 2017-05-30 $129.21 $134.29 Long 297 3.93% 4346.96 44098.10
    QQQ 2017-05-30 2017-05-31 $134.29 $134.25 Long 296 -0.04% 4346.96 44084.04
    QQQ 2017-05-31 2017-06-29 $134.25 $131.09 Long 296 -2.35% 4215.87 43149.43
    QQQ 2017-06-29 2017-06-30 $131.09 $131.14 Long 297 0.04% 4215.87 43163.58
    QQQ 2017-06-30 2017-07-28 $131.14 $137.04 Long 297 4.50% 4489.96 44917.98
    QQQ 2017-07-28 2017-07-31 $137.04 $136.46 Long 295 -0.42% 4489.96 44746.53
    QQQ 2017-07-31 2017-08-30 $136.46 $137.82 Long 295 0.99% 4489.96 45145.64
    QQQ 2017-08-30 2017-08-31 $137.82 $139.29 Long 295 1.07% 4445.42 45581.29
    UBT 2017-08-31 2017-09-28 $38.88 $36.87 Long 1058 -5.16% 4261.05 43457.76
    UBT 2017-09-28 2017-09-29 $36.87 $37.02 Long 1063 0.39% 4305.91 43609.55
    QQQ 2017-09-29 2017-10-30 $138.88 $144.74 Long 283 4.21% 4450.64 45266.01
    QQQ 2017-10-30 2017-10-31 $144.74 $145.28 Long 282 0.38% 4450.64 45419.49
    QQQ 2017-10-31 2017-11-29 $145.28 $146.91 Long 282 1.12% 4597.55 45879.93
    QQQ 2017-11-29 2017-11-30 $146.91 $148.14 Long 281 0.84% 4655.77 46226.06
    SPY 2017-11-30 2017-12-28 $237.54 $241.33 Long 175 1.59% 4655.77 46887.74
    SPY 2017-12-28 2017-12-29 $241.33 $240.42 Long 175 -0.38% 4700.52 46728.50
    QQQ 2017-12-29 2018-01-30 $149.04 $161.42 Long 282 8.31% 5023.35 50220.04
    QQQ 2018-01-30 2018-01-31 $161.42 $162.09 Long 280 0.41% 5023.35 50407.58
    QQQ 2018-01-31 2018-02-27 $162.09 $161.02 Long 280 -0.66% 5023.35 50110.20
    QQQ 2018-02-27 2018-02-28 $161.02 $159.99 Long 280 -0.64% 4863.36 49820.86
    QQQ 2018-02-28 2018-03-28 $159.99 $150.71 Long 281 -5.80% 4712.65 47212.90
    QQQ 2018-03-28 2018-03-29 $150.71 $153.47 Long 282 1.83% 4712.65 47991.28
    QQQ 2018-03-29 2018-04-27 $153.47 $155.35 Long 282 1.22% 4868.00 48521.01
    QQQ 2018-04-27 2018-04-30 $155.35 $154.25 Long 281 -0.71% 4713.75 48211.30
    QQQ 2018-04-30 2018-05-30 $154.25 $163.10 Long 282 5.74% 5039.96 50708.62
    QQQ 2018-05-30 2018-05-31 $163.10 $163.00 Long 280 -0.06% 5039.96 50679.10
    QQQ 2018-05-31 2018-06-28 $163.00 $164.42 Long 280 0.87% 5039.96 51078.14
    QQQ 2018-06-28 2018-06-29 $164.42 $164.86 Long 280 0.27% 5039.96 51201.84
    QQQ 2018-06-29 2018-07-30 $164.86 $168.19 Long 280 2.02% 5208.14 52132.34
    QQQ 2018-07-30 2018-07-31 $168.19 $169.47 Long 279 0.77% 5208.14 52491.42
    QQQ 2018-07-31 2018-08-30 $169.47 $179.04 Long 279 5.64% 5387.19 55160.40
    QQQ 2018-08-30 2018-08-31 $179.04 $179.27 Long 278 0.13% 5387.19 55224.49
    QQQ 2018-08-31 2018-09-27 $179.27 $178.80 Long 278 -0.26% 5387.19 55094.51
    QQQ 2018-09-27 2018-09-28 $178.80 $178.76 Long 278 -0.02% 5387.19 55083.81
    QQQ 2018-09-28 2018-10-30 $178.76 $159.65 Long 278 -10.69% 4908.25 49768.82
    QQQ 2018-10-30 2018-10-31 $159.65 $163.40 Long 281 2.35% 4956.54 50823.28
    TBF 2018-10-31 2018-11-29 $22.20 $21.95 Long 2066 -1.12% 4912.63 50310.07
    TBF 2018-11-29 2018-11-30 $21.95 $21.86 Long 2068 -0.42% 4890.77 50119.80
    TBF 2018-11-30 2018-12-28 $21.86 $20.76 Long 2069 -5.02% 4683.15 47847.36
    TBF 2018-12-28 2018-12-31 $20.76 $20.68 Long 2079 -0.40% 4653.18 47674.55
    UBT 2018-12-31 2019-01-30 $36.12 $35.56 Long 1191 -1.56% 4617.62 47002.95
    UBT 2019-01-30 2019-01-31 $35.56 $36.15 Long 1192 1.67% 4653.77 47708.72
    UBT 2019-01-31 2019-02-27 $36.15 $35.37 Long 1191 -2.16% 4583.03 46779.68
    UBT 2019-02-27 2019-02-28 $35.37 $35.10 Long 1193 -0.76% 4547.93 46460.14
    UBT 2019-02-28 2019-03-28 $35.10 $39.06 Long 1194 11.27% 5016.65 51185.04
    UBT 2019-03-28 2019-03-29 $39.06 $38.95 Long 1182 -0.28% 5016.65 51056.88
    UBT 2019-03-29 2019-04-29 $38.95 $37.03 Long 1182 -4.94% 4757.45 48783.28
    UBT 2019-04-29 2019-04-30 $37.03 $37.33 Long 1189 0.81% 4794.78 49142.04
    UBT 2019-04-30 2019-05-30 $37.33 $41.44 Long 1188 11.01% 5292.07 54025.95
    UBT 2019-05-30 2019-05-31 $41.44 $42.52 Long 1176 2.61% 5419.63 55295.58
    UBT 2019-05-31 2019-06-27 $42.52 $43.26 Long 1173 1.73% 5506.14 56160.26
    UBT 2019-06-27 2019-06-28 $43.26 $43.22 Long 1171 -0.09% 5635.92 56115.87
    QQQ 2019-06-28 2019-07-30 $180.93 $187.75 Long 279 3.77% 5823.67 58018.93
    QQQ 2019-07-30 2019-07-31 $187.75 $185.16 Long 278 -1.38% 5629.10 57297.07
    UBT 2019-07-31 2019-08-29 $43.31 $53.08 Long 1193 22.56% 6743.80 68954.73
    UBT 2019-08-29 2019-08-30 $53.08 $53.15 Long 1172 0.13% 6743.80 69038.04
    UBT 2019-08-30 2019-09-27 $53.15 $49.86 Long 1172 -6.20% 6394.79 65177.88
    UBT 2019-09-27 2019-09-30 $49.86 $50.09 Long 1179 0.46% 6394.79 65446.68
    UBT 2019-09-30 2019-10-30 $50.09 $47.55 Long 1179 -5.05% 6109.46 62461.88
    UBT 2019-10-30 2019-10-31 $47.55 $48.81 Long 1185 2.64% 6255.89 63947.81
    UBT 2019-10-31 2019-11-27 $48.81 $48.45 Long 1182 -0.74% 6207.44 63521.12
    UBT 2019-11-27 2019-11-29 $48.45 $48.21 Long 1183 -0.49% 6291.46 63240.17
    QQQ 2019-11-29 2019-12-30 $199.12 $206.47 Long 286 3.69% 6497.93 65341.67
    QQQ 2019-12-30 2019-12-31 $206.47 $206.86 Long 285 0.19% 6497.93 65452.59
    QQQ 2019-12-31 2020-01-30 $206.86 $216.58 Long 285 4.70% 6714.51 68222.72
    QQQ 2020-01-30 2020-01-31 $216.58 $213.14 Long 284 -1.59% 6605.91 67247.32
    UBT 2020-01-31 2020-02-27 $52.10 $56.55 Long 1164 8.55% 7114.86 72429.92
    UBT 2020-02-27 2020-02-28 $56.55 $59.29 Long 1155 4.84% 7411.31 75593.70
    UBT 2020-02-28 2020-03-30 $59.29 $66.07 Long 1150 11.44% 8138.10 83393.85
    UBT 2020-03-30 2020-03-31 $66.07 $65.07 Long 1139 -1.52% 8073.03 82249.65
    UBT 2020-03-31 2020-04-29 $65.07 $67.64 Long 1140 3.96% 8343.59 85183.56
    UBT 2020-04-29 2020-04-30 $67.64 $66.39 Long 1136 -1.85% 8210.81 83765.22
    UBT 2020-04-30 2020-05-28 $66.39 $62.78 Long 1138 -5.44% 7771.34 79655.16
    UBT 2020-05-28 2020-05-29 $62.78 $63.63 Long 1145 1.35% 7898.60 80624.64
    UBT 2020-05-29 2020-06-29 $63.63 $64.40 Long 1143 1.21% 7962.99 81504.94
    UBT 2020-06-29 2020-06-30 $64.40 $63.89 Long 1142 -0.79% 8129.71 80920.41
    QQQ 2020-06-30 2020-07-30 $241.83 $255.04 Long 301 5.46% 8384.75 84898.02
    QQQ 2020-07-30 2020-07-31 $255.04 $259.60 Long 300 1.78% 8644.35 86263.44
    QQQ 2020-07-31 2020-08-28 $259.60 $285.71 Long 299 10.06% 9215.77 94072.37
    QQQ 2020-08-28 2020-08-31 $285.71 $288.01 Long 297 0.80% 9503.78 94754.05
    QQQ 2020-08-31 2020-09-29 $288.01 $269.91 Long 296 -6.28% 8963.96 89397.14
    QQQ 2020-09-29 2020-09-30 $269.91 $271.76 Long 298 0.68% 8963.96 89948.04
    QQQ 2020-09-30 2020-10-29 $271.76 $270.34 Long 298 -0.52% 8963.96 89525.39
    QQQ 2020-10-29 2020-10-30 $270.34 $263.48 Long 298 -2.54% 8700.47 87482.14
    QQQ 2020-10-30 2020-11-27 $263.48 $292.47 Long 299 11.00% 9577.87 96147.59
    QQQ 2020-11-27 2020-11-30 $292.47 $293.06 Long 296 0.20% 9577.87 96324.20
    QQQ 2020-11-30 2020-12-30 $293.06 $306.68 Long 296 4.65% 9884.55 100353.96
    QQQ 2020-12-30 2020-12-31 $306.68 $307.43 Long 295 0.25% 9884.55 100576.54
    QQQ 2020-12-31 2021-01-28 $307.43 $314.86 Long 295 2.42% 10199.40 102767.67
    QQQ 2021-01-28 2021-01-29 $314.86 $308.23 Long 294 -2.10% 9891.17 100820.20
    QQQ 2021-01-29 2021-02-25 $308.23 $306.54 Long 295 -0.55% 9891.17 100320.11
    QQQ 2021-02-25 2021-02-26 $306.54 $307.82 Long 295 0.42% 10048.70 100698.79
    SPY 2021-02-26 2021-03-30 $362.60 $377.53 Long 250 4.12% 10426.23 104432.19
    SPY 2021-03-30 2021-03-31 $377.53 $379.06 Long 249 0.41% 10426.23 104813.23
    SPY 2021-03-31 2021-04-29 $379.06 $401.76 Long 249 5.99% 10827.99 110464.59
    SPY 2021-04-29 2021-04-30 $401.76 $399.12 Long 248 -0.66% 10827.99 109809.93
    SPY 2021-04-30 2021-05-27 $399.12 $401.02 Long 248 0.48% 10827.99 110281.95
    SPY 2021-05-27 2021-05-28 $401.02 $401.74 Long 248 0.18% 10827.99 110459.85
    SPY 2021-05-28 2021-06-29 $401.74 $410.42 Long 248 2.16% 11238.41 112613.17
    SPY 2021-06-29 2021-06-30 $410.42 $410.77 Long 247 0.08% 11043.64 112698.50
    QQQ 2021-06-30 2021-07-29 $348.13 $359.97 Long 292 3.40% 11403.61 116154.59
    QQQ 2021-07-29 2021-07-30 $359.97 $358.09 Long 291 -0.52% 11671.68 115608.65
    SPY 2021-07-30 2021-08-30 $420.80 $433.96 Long 247 3.13% 11671.68 118860.61
    SPY 2021-08-30 2021-08-31 $433.96 $433.32 Long 247 -0.15% 11593.50 118701.80
    QQQ 2021-08-31 2021-09-29 $373.20 $353.30 Long 287 -5.33% 11240.20 112989.54
    QQQ 2021-09-29 2021-09-30 $353.30 $352.00 Long 288 -0.37% 11028.20 112615.71
    UBT 2021-09-30 2021-10-28 $49.80 $51.74 Long 2040 3.90% 11390.38 116577.72
    UBT 2021-10-28 2021-10-29 $51.74 $52.04 Long 2033 0.57% 11629.79 117180.68
    QQQ 2021-10-29 2021-11-29 $379.68 $393.03 Long 278 3.52% 12022.82 120893.05
    QQQ 2021-11-29 2021-11-30 $393.03 $387.26 Long 277 -1.47% 11662.46 119294.14
    UBT 2021-11-30 2021-12-30 $54.83 $52.27 Long 1963 -4.68% 11192.06 114260.94
    UBT 2021-12-30 2021-12-31 $52.27 $52.08 Long 1972 -0.35% 11139.98 113902.47
    UBT 2021-12-31 2022-01-28 $52.08 $48.79 Long 1973 -6.32% 10505.66 107409.03
    UBT 2022-01-28 2022-01-31 $48.79 $48.40 Long 1986 -0.80% 10404.62 106630.00
    TBF 2022-01-31 2022-02-25 $15.64 $16.19 Long 6153 3.55% 10744.70 110045.95
    TBF 2022-02-25 2022-02-28 $16.19 $15.85 Long 6132 -2.15% 10522.85 107911.06
    TBF 2022-02-28 2022-03-30 $15.85 $16.70 Long 6146 5.40% 11040.62 113173.72
    TBF 2022-03-30 2022-03-31 $16.70 $16.65 Long 6115 -0.34% 11007.33 112828.48
    TBF 2022-03-31 2022-04-28 $16.65 $18.12 Long 6117 8.88% 11895.35 121865.18
    TBF 2022-04-28 2022-04-29 $18.12 $18.36 Long 6068 1.30% 12023.86 123292.62
    TBF 2022-04-29 2022-05-27 $18.36 $18.30 Long 6061 -0.31% 12005.56 122950.43
    TBF 2022-05-27 2022-05-31 $18.30 $18.69 Long 6062 2.11% 12229.80 125289.11
    TBF 2022-05-31 2022-06-29 $18.69 $19.05 Long 6050 1.91% 12439.30 127452.38
    TBF 2022-06-29 2022-06-30 $19.05 $18.87 Long 6039 -0.94% 12326.10 126372.71
    TBF 2022-06-30 2022-07-28 $18.87 $18.35 Long 6045 -2.74% 12032.52 123244.25
    TBF 2022-07-28 2022-07-29 $18.35 $18.39 Long 6061 0.21% 12050.91 123472.38
    TBF 2022-07-29 2022-08-30 $18.39 $19.08 Long 6060 3.79% 12451.65 127692.02
    TBF 2022-08-30 2022-08-31 $19.08 $19.26 Long 6039 0.94% 12567.21 128771.69
    TBF 2022-08-31 2022-09-29 $19.26 $20.70 Long 6033 7.47% 13415.96 137457.22
    TBF 2022-09-29 2022-09-30 $20.70 $20.98 Long 5992 1.36% 13583.83 139148.70
    TBF 2022-09-30 2022-10-28 $20.98 $22.15 Long 5984 5.56% 14248.34 146130.78
    TBF 2022-10-28 2022-10-31 $22.15 $22.34 Long 5954 0.85% 14360.03 147251.28
    TBF 2022-10-31 2022-11-29 $22.34 $20.98 Long 5949 -6.07% 13583.64 139190.48
    TBF 2022-11-29 2022-11-30 $20.98 $20.86 Long 5986 -0.58% 13500.20 138458.24
    TBF 2022-11-30 2022-12-29 $20.86 $21.19 Long 5990 1.56% 13690.87 140401.48
    TBF 2022-12-29 2022-12-30 $21.19 $21.42 Long 5981 1.11% 13840.82 141813.77
    TBF 2022-12-30 2023-01-30 $21.42 $20.13 Long 5974 -6.04% 13075.97 134083.48
    TBF 2023-01-30 2023-01-31 $20.13 $19.95 Long 6012 -0.89% 13273.87 133004.58
    SPY 2023-01-31 2023-02-27 $399.10 $390.51 Long 300 -2.15% 12883.36 130427.22
    SPY 2023-02-27 2023-02-28 $390.51 $389.07 Long 301 -0.37% 12694.61 129992.78
    TBF 2023-02-28 2023-03-30 $21.08 $20.45 Long 5564 -3.01% 12347.01 126462.98
    TBF 2023-03-30 2023-03-31 $20.45 $20.15 Long 5581 -1.45% 12174.33 124812.98
    UBT 2023-03-31 2023-04-27 $26.09 $25.37 Long 4317 -2.77% 11869.91 121691.07
    UBT 2023-04-27 2023-04-28 $25.37 $26.10 Long 4329 2.89% 12183.13 124863.41
    UBT 2023-04-28 2023-05-30 $26.10 $23.91 Long 4317 -8.38% 11274.36 115423.98
    UBT 2023-05-30 2023-05-31 $23.91 $24.39 Long 4355 2.01% 11468.57 117513.92
    TBF 2023-05-31 2023-06-29 $20.87 $21.19 Long 5082 1.55% 11638.10 119160.14
    TBF 2023-06-29 2023-06-30 $21.19 $20.96 Long 5074 -1.09% 11782.27 117983.43
    QQQ 2023-06-30 2023-07-28 $367.48 $381.46 Long 289 3.81% 12163.74 122025.41
    QQQ 2023-07-28 2023-07-31 $381.46 $381.66 Long 288 0.05% 12163.74 122082.71
    QQQ 2023-07-31 2023-08-30 $381.66 $374.88 Long 288 -1.78% 11788.86 120128.88
    QQQ 2023-08-30 2023-08-31 $374.88 $376.00 Long 289 0.30% 11763.65 120453.73
    TBF 2023-08-31 2023-09-28 $22.46 $24.52 Long 4840 9.19% 12719.98 130446.23
    TBF 2023-09-28 2023-09-29 $24.52 $24.52 Long 4801 0.00% 12719.98 130446.23
    TBF 2023-09-29 2023-10-30 $24.52 $25.86 Long 4801 5.45% 13366.40 136859.15
    TBF 2023-10-30 2023-10-31 $25.86 $26.03 Long 4776 0.68% 13444.50 137697.34
    TBF 2023-10-31 2023-11-29 $26.03 $23.46 Long 4773 -9.89% 12248.12 125411.67
    TBF 2023-11-29 2023-11-30 $23.46 $23.74 Long 4824 1.21% 12366.82 126775.65
    TBF 2023-11-30 2023-12-28 $23.74 $21.75 Long 4819 -8.38% 11431.53 117184.31
    TBF 2023-12-28 2023-12-29 $21.75 $21.95 Long 4862 0.91% 11813.84 118149.65
    QQQ 2023-12-29 2024-01-30 $408.98 $424.74 Long 260 3.85% 12238.58 122247.08
    QQQ 2024-01-30 2024-01-31 $424.74 $416.42 Long 259 -1.96% 11822.16 120092.44
    QQQ 2024-01-31 2024-02-28 $416.42 $434.70 Long 260 4.39% 12256.86 124844.21
    QQQ 2024-02-28 2024-02-29 $434.70 $438.43 Long 259 0.86% 12695.28 125809.01
    QQQ 2024-02-29 2024-03-27 $438.43 $444.83 Long 258 1.46% 12695.28 127461.42
    QQQ 2024-03-27 2024-03-28 $444.83 $444.01 Long 258 -0.18% 12697.53 127249.86

    Signals

    Strategy Size Ticker Date State Type Profit TimeFrame
    1xADM 0.90 SPY 2024-03-28 Hold Long -4.31% EndOfMonth
    momentum  QQQ  SPY  UBT  TBF