Description
This is similar to 3xADM with a daily time frames and tighter stops. However, here the use of leveraged funds boosts performance and volatility.
This strategy uses the following risk-on assets: TQQQ, SPXL, with TMF and TBF 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 | 122.00 |
| NoOfWins | 72.00 |
| NoOfLosses | 50.00 |
| SharpRatio | 0.92 |
| SortinoRatio | 1.17 |
| GrossProfit | $727549.62 |
| FirstDate | 2010-08-03 |
| LastDate | 2023-07-07 |
| FirstEquity | $10000.00 |
| FinalEquity | $737549.62 |
| OpenEquity | $604883.96 |
| LongEquity | $727549.62 |
| ShortEquity | $0.00 |
| PercentWins | 59.02% |
| AveWin | 10.58% |
| AveLoss | -3.04% |
| AveWinLoss | 3.48 |
| Expectancy | 5.00% |
| AveDrawUp | 101.90% |
| AveDrawDown | -20.78% |
| MaxDrawDown | -39.29% |
| Kelly | 47.24% |
| Thorpe | 40.54 |
| Rachev | 0.84 |
| APR | 39.48% |
| CalmarRatio | 1.90 |
Trades
| Symbol | Open | Close | Open Price | Close Price | Type | Size | Profit | Balance | Equity |
|---|---|---|---|---|---|---|---|---|---|
| TMF | 2010-08-03 | 2010-11-08 | $9.19 | $8.97 | Long | 878.0 | -2.41% | 9805.30 | 9805.30 |
| TMF | 2010-11-09 | 2010-11-15 | $8.94 | $8.09 | Long | 885.0 | -9.42% | 9060.18 | 9060.18 |
| TBF | 2010-11-18 | 2010-12-07 | $41.23 | $41.39 | Long | 178.0 | 0.39% | 1565.28 | 8827.16 |
| TQQQ | 2010-12-07 | 2011-03-17 | $0.75 | $0.76 | Long | 10011.0 | 1.20% | 2052.94 | 9124.39 |
| SPXL | 2011-03-17 | 2011-03-21 | $5.76 | $6.00 | Long | 1237.0 | 4.09% | 2061.96 | 9493.82 |
| TBF | 2011-03-21 | 2011-04-06 | $41.16 | $41.63 | Long | 180.0 | 1.14% | 1679.46 | 9507.26 |
| SPXL | 2011-04-06 | 2011-04-13 | $6.69 | $6.40 | Long | 1178.0 | -4.33% | 1840.20 | 9142.88 |
| TBF | 2011-04-13 | 2011-05-03 | $42.13 | $40.40 | Long | 175.0 | -4.12% | 8909.48 | 8909.48 |
| TMF | 2011-05-10 | 2012-02-08 | $8.15 | $14.37 | Long | 879.0 | 76.33% | 2610.67 | 14555.21 |
| TQQQ | 2012-02-08 | 2012-04-30 | $0.95 | $1.18 | Long | 12365.0 | 24.23% | 2980.32 | 17127.24 |
| TMF | 2012-04-30 | 2012-05-01 | $14.84 | $14.90 | Long | 960.0 | 0.40% | 3654.33 | 17438.49 |
| TQQQ | 2012-05-01 | 2012-05-03 | $1.16 | $1.19 | Long | 11735.0 | 2.14% | 3595.71 | 17770.09 |
| TMF | 2012-05-03 | 2012-10-23 | $14.59 | $16.67 | Long | 958.0 | 14.22% | 19565.98 | 19565.98 |
| TMF | 2012-11-09 | 2012-12-05 | $18.19 | $18.17 | Long | 909.0 | -0.13% | 19545.20 | 19545.20 |
| TMF | 2012-12-11 | 2012-12-13 | $17.68 | $16.84 | Long | 881.0 | -4.74% | 18806.03 | 18806.03 |
| TBF | 2012-12-21 | 2012-12-24 | $27.40 | $27.45 | Long | 551.0 | 0.21% | 18837.09 | 18837.09 |
| TBF | 2012-12-26 | 2012-12-28 | $27.40 | $27.13 | Long | 555.0 | -0.96% | 18691.13 | 18691.13 |
| TBF | 2012-12-31 | 2013-01-25 | $27.18 | $28.19 | Long | 557.0 | 3.70% | 3554.14 | 19344.94 |
| SPXL | 2013-01-25 | 2013-04-22 | $7.88 | $8.83 | Long | 1991.0 | 12.05% | 4183.29 | 21185.43 |
| TMF | 2013-04-22 | 2013-04-30 | $17.18 | $17.38 | Long | 987.0 | 1.13% | 3988.72 | 21458.38 |
| SPXL | 2013-04-30 | 2013-07-31 | $9.44 | $11.25 | Long | 1837.0 | 19.14% | 4591.51 | 24654.46 |
| TQQQ | 2013-07-31 | 2014-04-02 | $1.63 | $2.68 | Long | 12330.0 | 64.54% | 7069.91 | 37765.25 |
| SPXL | 2014-04-02 | 2014-04-10 | $15.73 | $15.34 | Long | 1941.0 | -2.48% | 6963.02 | 37621.79 |
| TMF | 2014-04-10 | 2014-11-17 | $12.39 | $16.91 | Long | 2412.0 | 36.48% | 9244.59 | 47659.32 |
| TQQQ | 2014-11-17 | 2014-11-18 | $3.94 | $3.94 | Long | 9777.0 | 0.08% | 9617.06 | 47952.24 |
| TMF | 2014-11-18 | 2015-03-27 | $16.72 | $21.50 | Long | 2283.0 | 28.63% | 10951.57 | 59262.12 |
| TQQQ | 2015-03-27 | 2015-05-06 | $4.14 | $4.42 | Long | 11535.0 | 6.67% | 61889.80 | 61889.80 |
| TBF | 2015-05-07 | 2015-06-22 | $24.08 | $24.62 | Long | 2090.0 | 2.22% | 12103.80 | 63008.69 |
| TQQQ | 2015-06-22 | 2015-06-24 | $4.80 | $4.79 | Long | 10604.0 | -0.14% | 12165.17 | 62728.66 |
| TBF | 2015-06-24 | 2015-08-12 | $24.89 | $22.95 | Long | 2040.0 | -7.77% | 58992.44 | 58992.44 |
| TMF | 2015-08-19 | 2015-08-28 | $18.16 | $18.15 | Long | 2581.0 | -0.09% | 58950.91 | 58950.91 |
| TMF | 2015-09-09 | 2015-09-10 | $16.72 | $17.27 | Long | 2733.0 | 3.27% | 60446.27 | 60446.27 |
| TBF | 2015-09-17 | 2015-09-29 | $23.99 | $23.04 | Long | 2043.0 | -3.95% | 58508.26 | 58508.26 |
| TBF | 2015-09-30 | 2015-10-01 | $23.06 | $22.88 | Long | 2057.0 | -0.77% | 58141.18 | 58141.18 |
| TMF | 2015-10-23 | 2015-10-27 | $18.17 | $18.77 | Long | 2534.0 | 3.32% | 59667.48 | 59667.48 |
| TMF | 2015-10-29 | 2015-11-09 | $18.17 | $16.12 | Long | 2587.0 | -11.32% | 54344.55 | 54344.55 |
| TBF | 2015-11-17 | 2015-11-19 | $23.76 | $23.36 | Long | 1867.0 | -1.70% | 53590.54 | 53590.54 |
| TBF | 2015-11-23 | 2015-12-02 | $23.44 | $22.95 | Long | 1856.0 | -2.08% | 52684.08 | 52684.08 |
| TMF | 2015-12-04 | 2016-04-27 | $16.74 | $20.47 | Long | 2430.0 | 22.31% | 12755.10 | 62331.06 |
| SPXL | 2016-04-27 | 2016-05-09 | $20.21 | $19.33 | Long | 2425.0 | -4.32% | 11716.43 | 60022.35 |
| TMF | 2016-05-09 | 2016-07-14 | $21.81 | $26.48 | Long | 2197.0 | 21.42% | 10046.65 | 69605.49 |
| SPXL | 2016-07-14 | 2016-08-04 | $22.53 | $22.45 | Long | 2657.0 | -0.35% | 12698.65 | 70217.29 |
| TQQQ | 2016-08-04 | 2016-10-31 | $4.83 | $5.09 | Long | 11807.0 | 5.35% | 14507.95 | 72579.69 |
| TBF | 2016-10-31 | 2016-11-15 | $20.70 | $22.04 | Long | 2813.0 | 6.49% | 14935.70 | 77775.63 |
| TQQQ | 2016-11-15 | 2016-11-29 | $4.79 | $5.19 | Long | 12853.0 | 8.26% | 16155.18 | 81928.13 |
| SPXL | 2016-11-29 | 2016-12-28 | $23.69 | $26.05 | Long | 2763.0 | 9.96% | 15897.10 | 86023.68 |
| TQQQ | 2016-12-28 | 2017-01-05 | $5.54 | $5.41 | Long | 13043.0 | -2.37% | 15746.87 | 86464.02 |
| SPXL | 2017-01-05 | 2017-01-11 | $25.93 | $25.94 | Long | 2725.0 | 0.04% | 15878.05 | 86930.52 |
| TQQQ | 2017-01-11 | 2017-03-28 | $5.74 | $6.96 | Long | 12293.0 | 21.22% | 19193.03 | 102191.35 |
| TBF | 2017-03-28 | 2017-03-31 | $21.86 | $22.10 | Long | 3762.0 | 1.12% | 19345.39 | 102502.37 |
| TQQQ | 2017-03-31 | 2017-04-11 | $7.19 | $7.11 | Long | 11546.0 | -1.01% | 19468.23 | 101175.33 |
| TBF | 2017-04-11 | 2017-04-12 | $21.78 | $21.69 | Long | 3766.0 | -0.43% | 19999.67 | 100161.91 |
| TQQQ | 2017-04-12 | 2017-04-17 | $7.04 | $6.94 | Long | 11518.0 | -1.55% | 19523.22 | 100090.60 |
| TBF | 2017-04-17 | 2017-04-18 | $21.48 | $21.42 | Long | 3741.0 | -0.26% | 18128.30 | 100193.93 |
| TQQQ | 2017-04-18 | 2017-05-23 | $6.98 | $8.34 | Long | 11690.0 | 19.58% | 22489.34 | 113374.42 |
| TMF | 2017-05-23 | 2017-07-07 | $18.55 | $18.34 | Long | 5022.0 | -1.11% | 19897.06 | 116488.35 |
| TQQQ | 2017-07-07 | 2017-07-10 | $7.84 | $8.03 | Long | 12074.0 | 2.37% | 22215.18 | 116711.08 |
| TMF | 2017-07-10 | 2017-07-14 | $18.40 | $18.87 | Long | 5144.0 | 2.55% | 22899.11 | 120381.93 |
| TQQQ | 2017-07-14 | 2017-07-17 | $8.68 | $8.81 | Long | 11096.0 | 1.49% | 24668.28 | 121269.78 |
| TMF | 2017-07-17 | 2017-07-19 | $18.58 | $19.23 | Long | 5168.0 | 3.47% | 20635.43 | 125018.05 |
| TQQQ | 2017-07-19 | 2017-07-20 | $9.04 | $9.20 | Long | 11434.0 | 1.70% | 22920.35 | 124959.51 |
| TMF | 2017-07-20 | 2017-07-21 | $19.53 | $19.62 | Long | 5267.0 | 0.47% | 26664.66 | 127364.66 |
| TQQQ | 2017-07-21 | 2017-07-28 | $9.05 | $8.96 | Long | 11006.0 | -0.97% | 21813.19 | 126695.63 |
| TMF | 2017-07-28 | 2017-09-19 | $18.52 | $19.95 | Long | 5589.0 | 7.75% | 25690.96 | 133284.51 |
| TQQQ | 2017-09-19 | 2017-12-06 | $9.42 | $10.56 | Long | 11427.0 | 12.11% | 28857.39 | 146879.60 |
| SPXL | 2017-12-06 | 2017-12-19 | $40.33 | $43.62 | Long | 2914.0 | 8.17% | 29910.00 | 154588.33 |
| TQQQ | 2017-12-19 | 2017-12-22 | $11.93 | $11.69 | Long | 10569.0 | -1.97% | 28956.52 | 153344.31 |
| SPXL | 2017-12-22 | 2017-12-26 | $43.12 | $42.89 | Long | 2888.0 | -0.54% | 30482.76 | 152788.38 |
| TQQQ | 2017-12-26 | 2017-12-27 | $11.52 | $11.51 | Long | 10623.0 | -0.01% | 28733.50 | 152769.20 |
| SPXL | 2017-12-27 | 2017-12-28 | $43.00 | $43.21 | Long | 2885.0 | 0.47% | 28552.01 | 152618.73 |
| TQQQ | 2017-12-28 | 2018-04-06 | $11.62 | $11.41 | Long | 10747.0 | -1.81% | 26197.76 | 150690.39 |
| TBF | 2018-04-06 | 2018-04-23 | $21.50 | $21.95 | Long | 5811.0 | 2.10% | 32695.33 | 151148.63 |
| TQQQ | 2018-04-23 | 2018-05-04 | $12.21 | $11.72 | Long | 9913.0 | -4.01% | 27503.49 | 149100.01 |
| TBF | 2018-05-04 | 2018-05-07 | $21.76 | $21.80 | Long | 5578.0 | 0.17% | 17986.41 | 150252.49 |
| TQQQ | 2018-05-07 | 2018-09-18 | $12.73 | $16.23 | Long | 10303.0 | 27.50% | 37430.16 | 187126.30 |
| SPXL | 2018-09-18 | 2018-09-28 | $51.40 | $52.23 | Long | 2874.0 | 1.62% | 34176.14 | 188635.65 |
| TQQQ | 2018-09-28 | 2018-10-10 | $17.30 | $15.43 | Long | 8864.0 | -10.83% | 30680.96 | 170534.62 |
| TBF | 2018-10-10 | 2018-12-17 | $22.84 | $21.79 | Long | 6142.0 | -4.59% | 31195.46 | 166501.08 |
| TMF | 2018-12-17 | 2019-07-01 | $16.84 | $23.53 | Long | 7915.0 | 39.70% | 32072.10 | 214389.38 |
| TQQQ | 2019-07-01 | 2019-07-02 | $16.02 | $15.74 | Long | 11571.0 | -1.75% | 40268.91 | 216698.17 |
| TMF | 2019-07-02 | 2019-07-03 | $23.57 | $24.05 | Long | 7380.0 | 2.04% | 38772.10 | 220560.75 |
| TQQQ | 2019-07-03 | 2019-07-05 | $16.05 | $15.97 | Long | 11152.0 | -0.50% | 42464.77 | 216489.59 |
| TMF | 2019-07-05 | 2019-12-24 | $23.47 | $24.71 | Long | 7429.0 | 5.26% | 41102.17 | 225781.35 |
| TQQQ | 2019-12-24 | 2020-02-03 | $21.09 | $23.34 | Long | 8767.0 | 10.66% | 49570.65 | 248402.81 |
| TMF | 2020-02-03 | 2020-02-07 | $29.84 | $29.37 | Long | 6573.0 | -1.59% | 50045.44 | 242683.59 |
| TQQQ | 2020-02-07 | 2020-02-10 | $26.25 | $26.01 | Long | 7335.0 | -0.93% | 40758.92 | 239797.03 |
| TMF | 2020-02-10 | 2020-02-19 | $29.89 | $29.85 | Long | 6693.0 | -0.13% | 37635.93 | 242729.43 |
| TQQQ | 2020-02-19 | 2020-02-21 | $28.67 | $27.75 | Long | 7079.0 | -3.21% | 35506.61 | 234878.64 |
| TMF | 2020-02-21 | 2020-06-12 | $31.53 | $37.63 | Long | 6297.0 | 19.34% | 56967.74 | 263923.66 |
| TQQQ | 2020-06-12 | 2020-07-10 | $21.67 | $28.32 | Long | 9945.0 | 30.73% | 47653.22 | 330400.79 |
| TMF | 2020-07-10 | 2020-07-29 | $41.53 | $42.99 | Long | 7007.0 | 3.52% | 68682.84 | 353421.86 |
| TQQQ | 2020-07-29 | 2020-11-24 | $26.92 | $35.78 | Long | 10410.0 | 32.94% | 78305.59 | 449788.85 |
| SPXL | 2020-11-24 | 2020-11-25 | $63.21 | $64.71 | Long | 5741.0 | 2.37% | 70726.64 | 453061.80 |
| TQQQ | 2020-11-25 | 2021-01-12 | $37.23 | $44.69 | Long | 10181.0 | 20.04% | 96940.62 | 525113.29 |
| SPXL | 2021-01-12 | 2021-01-19 | $74.02 | $73.62 | Long | 5793.0 | -0.55% | 106793.17 | 531687.26 |
| TQQQ | 2021-01-19 | 2021-01-22 | $44.53 | $49.28 | Long | 9356.0 | 10.68% | 112342.57 | 569945.73 |
| SPXL | 2021-01-22 | 2021-01-25 | $75.85 | $76.72 | Long | 6006.0 | 1.16% | 96123.34 | 571076.52 |
| TQQQ | 2021-01-25 | 2021-03-02 | $50.93 | $47.87 | Long | 9367.0 | -5.99% | 90813.92 | 532961.66 |
| SPXL | 2021-03-02 | 2021-07-01 | $79.57 | $105.73 | Long | 5702.0 | 32.87% | 138018.76 | 695876.90 |
| TQQQ | 2021-07-01 | 2021-07-06 | $59.92 | $62.55 | Long | 9274.0 | 4.40% | 130743.09 | 714370.46 |
| SPXL | 2021-07-06 | 2021-07-07 | $109.34 | $109.21 | Long | 5372.0 | -0.12% | 123168.02 | 709909.25 |
| TQQQ | 2021-07-07 | 2021-07-26 | $64.25 | $66.76 | Long | 9250.0 | 3.91% | 131634.78 | 747757.22 |
| SPXL | 2021-07-26 | 2021-07-28 | $113.12 | $113.37 | Long | 5384.0 | 0.22% | 151414.13 | 753470.59 |
| TMF | 2021-07-28 | 2021-08-02 | $27.99 | $28.52 | Long | 21099.0 | 1.87% | 134100.19 | 741795.07 |
| SPXL | 2021-08-02 | 2021-08-05 | $113.86 | $113.72 | Long | 5436.0 | -0.13% | 155638.51 | 746723.43 |
| TMF | 2021-08-05 | 2021-10-14 | $29.26 | $26.07 | Long | 20389.0 | -10.91% | 687137.86 | 687137.86 |
| TMF | 2021-10-15 | 2021-10-18 | $25.85 | $25.85 | Long | 21351.0 | 0.00% | 687137.86 | 687137.86 |
| TMF | 2021-10-29 | 2021-11-11 | $26.58 | $27.71 | Long | 20373.0 | 4.23% | 137560.14 | 701641.01 |
| TQQQ | 2021-11-11 | 2021-11-18 | $79.88 | $84.26 | Long | 7167.0 | 5.49% | 131379.45 | 750458.39 |
| TMF | 2021-11-18 | 2021-11-19 | $26.29 | $27.17 | Long | 23205.0 | 3.36% | 137252.74 | 764445.01 |
| TQQQ | 2021-11-19 | 2021-11-22 | $86.59 | $88.00 | Long | 7214.0 | 1.62% | 155735.84 | 762337.65 |
| TMF | 2021-11-22 | 2022-01-06 | $27.05 | $24.30 | Long | 22787.0 | -10.14% | 709572.01 | 709572.01 |
| TBF | 2022-01-10 | 2022-01-11 | $16.17 | $16.02 | Long | 35941.0 | -0.90% | 704369.08 | 704369.08 |
| TBF | 2022-01-14 | 2022-12-14 | $15.96 | $20.33 | Long | 35720.0 | 27.39% | 860531.92 | 860531.92 |
| TMF | 2022-12-16 | 2022-12-19 | $9.26 | $9.06 | Long | 71635.0 | -2.22% | 845780.41 | 845780.41 |
| TBF | 2022-12-23 | 2023-01-17 | $21.30 | $20.73 | Long | 32514.0 | -2.68% | 137994.01 | 823444.77 |
| SPXL | 2023-01-17 | 2023-02-17 | $69.17 | $71.96 | Long | 9964.0 | 4.04% | 145683.38 | 846186.33 |
| TBF | 2023-02-17 | 2023-03-27 | $21.73 | $20.90 | Long | 32646.0 | -3.80% | 828085.69 | 828085.69 |
| TBF | 2023-03-28 | 2023-03-29 | $21.08 | $21.19 | Long | 32088.0 | 0.51% | 831538.26 | 831538.26 |
| TMF | 2023-03-31 | 2023-05-22 | $8.52 | $7.46 | Long | 81287.0 | -12.43% | 745443.05 | 745443.05 |
| TBF | 2023-05-24 | 2023-06-20 | $21.73 | $21.43 | Long | 27521.0 | -1.40% | 168059.01 | 741476.24 |
| TQQQ | 2023-06-20 | 2023-07-07 | $40.01 | $40.04 | Long | 14222.0 | 0.08% | 132665.66 | 738087.52 |