Strategy - 3xADM-d


Leveraged Daily Accelerating Dual Momentum

Description

This is similar to 3xADM with shorter 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 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 293.00
NoOfWins 152.00
NoOfLosses 141.00
SharpRatio 0.83
SortinoRatio 1.04
GrossProfit $178171.57
FirstDate 2010-08-03
LastDate 2023-01-23
FirstEquity $10000.00
FinalEquity $188171.57
OpenEquity $108627.30
LongEquity $178171.57
ShortEquity $0.00
PercentWins 51.88%
AveWin 6.89%
AveLoss -3.12%
AveWinLoss 2.21
Expectancy 2.07%
AveDrawUp 72.16%
AveDrawDown -21.20%
MaxDrawDown -33.43%
Kelly 30.07%
Thorpe 45.70
APR 26.53%
CalmarRatio 1.25

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
TMF 2010-08-03 2010-08-05 $9.36 $9.39 Long 766.0 0.33% 4700.21 10073.06
TQQQ 2010-08-05 2010-08-11 $0.49 $0.47 Long 10835.0 -5.27% 2476.67 9958.42
TMF 2010-08-11 2010-09-03 $9.66 $10.24 Long 752.0 5.99% 3039.97 10387.26
TMF 2010-09-03 2010-09-17 $10.24 $9.97 Long 697.0 -2.66% 2810.68 9961.29
TMF 2010-09-17 2010-09-29 $9.97 $11.29 Long 720.0 13.29% 5144.45 10941.10
TQQQ 2010-09-29 2010-10-22 $0.57 $0.64 Long 10124.0 12.13% 3558.89 11858.13
TMF 2010-10-22 2010-10-28 $9.63 $9.37 Long 840.0 -2.66% 3273.40 11434.24
TIP 2010-10-28 2010-11-01 $82.40 $83.03 Long 99.0 0.77% 2908.49 11212.94
TMF 2010-11-01 2010-11-03 $9.80 $10.07 Long 876.0 2.74% 3340.06 11807.48
TQQQ 2010-11-03 2010-11-17 $0.70 $0.65 Long 11970.0 -7.90% 7195.20 11095.58
TQQQ 2010-11-17 2011-02-25 $0.65 $0.87 Long 5997.0 35.34% 5599.27 12596.25
TQQQ 2011-02-25 2011-03-14 $0.87 $0.82 Long 7824.0 -5.71% 7594.86 12072.74
TQQQ 2011-03-14 2011-05-18 $0.82 $0.88 Long 5401.0 6.40% 7795.54 12455.06
TQQQ 2011-05-18 2011-05-24 $0.88 $0.86 Long 5172.0 -2.25% 3469.71 12353.64
TMF 2011-05-24 2011-05-26 $8.54 $8.63 Long 1025.0 1.08% 10104.18 12384.39
TQQQ 2011-05-26 2011-06-03 $0.84 $0.83 Long 2654.0 -0.57% 3370.98 12242.65
TMF 2011-06-03 2011-06-30 $8.87 $8.20 Long 1008.0 -7.51% 3246.32 11614.38
TIP 2011-06-30 2011-07-07 $84.76 $84.84 Long 99.0 0.11% 2954.92 11803.06
TQQQ 2011-07-07 2011-07-12 $0.93 $0.89 Long 9328.0 -4.58% 2824.46 11198.60
TMF 2011-07-12 2011-07-13 $9.11 $8.93 Long 925.0 -1.90% 3035.18 11017.15
TQQQ 2011-07-13 2011-07-15 $0.89 $0.88 Long 9069.0 -0.99% 3598.94 11216.37
TMF 2011-07-15 2011-07-21 $8.54 $8.53 Long 868.0 -0.03% 3166.23 11140.50
TQQQ 2011-07-21 2011-07-26 $0.92 $0.96 Long 8520.0 3.91% 3063.66 11410.72
TMF 2011-07-26 2011-08-26 $8.51 $12.32 Long 969.0 44.71% 3913.61 14931.24
TMF 2011-08-26 2011-09-28 $12.32 $15.12 Long 900.0 22.77% 4821.00 17582.71
TMF 2011-09-28 2011-10-10 $15.12 $15.15 Long 840.0 0.18% 4881.61 17424.15
TMF 2011-10-10 2011-10-26 $15.15 $14.46 Long 836.0 -4.53% 3912.47 16569.28
TMF 2011-10-26 2011-10-31 $14.46 $13.73 Long 903.0 -5.05% 4173.43 16990.83
TMF 2011-10-31 2011-12-02 $13.73 $14.85 Long 884.0 8.09% 4648.50 17948.85
TMF 2011-12-02 2011-12-28 $14.85 $15.68 Long 852.0 5.61% 4868.01 18596.39
TMF 2011-12-28 2012-01-24 $15.68 $14.79 Long 838.0 -5.66% 4749.67 17165.67
TMF 2012-01-24 2012-01-26 $14.79 $14.79 Long 846.0 0.02% 7852.31 17048.56
TQQQ 2012-01-26 2012-04-18 $0.90 $1.18 Long 10472.0 31.00% 8823.82 20202.90
TQQQ 2012-04-18 2012-05-07 $1.18 $1.06 Long 9647.0 -10.41% 4889.29 18927.36
TMF 2012-05-07 2012-05-09 $15.52 $15.97 Long 909.0 2.84% 12679.15 19600.26
TQQQ 2012-05-09 2012-05-10 $1.03 $1.07 Long 6534.0 3.98% 6077.86 19841.94
TMF 2012-05-10 2012-06-08 $15.39 $18.99 Long 883.0 23.38% 6001.89 22250.17
TMF 2012-06-08 2012-08-08 $18.99 $18.80 Long 887.0 -1.03% 6377.81 22306.18
TMF 2012-08-08 2012-08-16 $18.80 $17.03 Long 867.0 -9.37% 5870.01 21295.81
TBF 2012-08-16 2012-08-23 $28.82 $28.21 Long 530.0 -2.12% 5358.17 20892.78
TMF 2012-08-23 2012-09-04 $18.09 $19.15 Long 855.0 5.90% 6046.92 21764.59
TQQQ 2012-09-04 2012-10-10 $1.22 $1.18 Long 12862.0 -3.34% 10102.38 21005.52
SPXL 2012-10-10 2012-10-15 $7.08 $6.93 Long 1570.0 -2.03% 6058.21 20942.73
TMF 2012-10-15 2012-10-17 $17.73 $16.63 Long 842.0 -6.22% 12580.57 20154.25
TQQQ 2012-10-17 2012-10-19 $1.21 $1.17 Long 6205.0 -2.50% 5463.30 19706.97
TBF 2012-10-19 2012-10-22 $28.99 $28.74 Long 497.0 -0.87% 5599.12 19724.59
TIP 2012-10-22 2012-10-25 $96.23 $95.80 Long 147.0 -0.45% 5327.11 19643.11
TBF 2012-10-25 2012-10-31 $28.94 $28.41 Long 496.0 -1.84% 5425.32 19474.43
TIP 2012-10-31 2012-11-08 $96.50 $97.19 Long 145.0 0.72% 5523.00 20209.27
TMF 2012-11-08 2012-11-30 $17.76 $18.45 Long 788.0 3.91% 9276.66 20021.52
TQQQ 2012-11-30 2012-12-06 $1.10 $1.04 Long 9847.0 -5.43% 8918.16 19622.11
SPXL 2012-12-06 2012-12-07 $6.59 $6.75 Long 1603.0 2.49% 6093.07 19720.05
TMF 2012-12-07 2012-12-10 $18.12 $18.31 Long 753.0 1.00% 5760.33 19890.54
TIP 2012-12-10 2012-12-12 $98.04 $97.93 Long 144.0 -0.11% 8804.95 19617.68
TQQQ 2012-12-12 2012-12-17 $1.11 $1.04 Long 9928.0 -6.98% 12201.25 19278.74
SPXL 2012-12-17 2012-12-18 $6.74 $6.96 Long 1022.0 3.20% 12000.86 19533.62
TQQQ 2012-12-18 2012-12-26 $1.09 $1.07 Long 6699.0 -2.05% 8792.58 18956.79
SPXL 2012-12-26 2012-12-28 $6.90 $6.61 Long 1503.0 -4.15% 5115.21 18725.74
TIP 2012-12-28 2013-01-02 $97.26 $96.44 Long 140.0 -0.84% 7349.80 18810.94
SPXL 2013-01-02 2013-01-03 $7.25 $7.36 Long 1555.0 1.55% 8434.73 18643.26
TQQQ 2013-01-03 2013-01-07 $1.17 $1.13 Long 8854.0 -3.25% 5135.43 18467.52
SPXL 2013-01-07 2013-01-08 $7.34 $7.32 Long 1815.0 -0.30% 8358.09 18369.52
TQQQ 2013-01-08 2013-01-09 $1.14 $1.14 Long 8811.0 -0.13% 8444.91 18405.48
SPXL 2013-01-09 2013-01-10 $7.35 $7.48 Long 1355.0 1.75% 8372.10 18555.36
TQQQ 2013-01-10 2013-02-05 $1.17 $1.14 Long 8718.0 -2.33% 5211.03 18502.74
SPXL 2013-02-05 2013-02-06 $8.02 $8.04 Long 1636.0 0.23% 4773.85 18381.85
TQQQ 2013-02-06 2013-02-22 $1.17 $1.14 Long 11652.0 -1.88% 8422.89 18258.99
SPXL 2013-02-22 2013-03-05 $8.12 $8.52 Long 1193.0 4.86% 11666.10 18752.07
TQQQ 2013-03-05 2013-03-22 $1.21 $1.22 Long 5724.0 0.96% 5268.79 18830.60
SPXL 2013-03-22 2013-03-25 $8.82 $9.02 Long 1518.0 2.31% 12006.34 18823.31
TQQQ 2013-03-25 2013-04-04 $1.25 $1.23 Long 5554.0 -1.87% 5270.89 18880.41
TIP 2013-04-04 2013-04-05 $96.86 $97.71 Long 140.0 0.88% 4234.34 18917.40
TMF 2013-04-05 2013-05-07 $17.56 $16.44 Long 838.0 -6.38% 4764.88 17917.51
TQQQ 2013-05-07 2013-05-08 $1.45 $1.44 Long 9124.0 -0.95% 4997.11 17879.03
TIP 2013-05-08 2013-05-09 $96.18 $96.26 Long 134.0 0.08% 4887.45 17946.11
TQQQ 2013-05-09 2013-06-14 $1.45 $1.46 Long 8951.0 0.33% 11216.96 17811.02
TQQQ 2013-06-14 2013-06-24 $1.46 $1.30 Long 4610.0 -10.93% 11200.08 17162.93
TQQQ 2013-06-24 2013-06-25 $1.30 $1.33 Long 4623.0 2.24% 11042.52 17352.87
SPXL 2013-06-25 2013-06-26 $9.41 $9.66 Long 669.0 2.59% 11138.93 17504.76
TQQQ 2013-06-26 2014-01-29 $1.35 $2.31 Long 4704.0 70.78% 14070.46 21964.48
TQQQ 2014-01-29 2014-02-06 $2.31 $2.29 Long 3435.0 -0.91% 6504.05 21799.34
TMF 2014-02-06 2014-02-07 $11.88 $11.70 Long 1299.0 -1.52% 13492.19 21985.18
TQQQ 2014-02-07 2014-03-14 $2.39 $2.65 Long 3428.0 10.57% 5221.19 22372.23
TMF 2014-03-14 2014-03-21 $12.57 $12.04 Long 1380.0 -4.21% 9730.18 21203.02
TQQQ 2014-03-21 2014-03-24 $2.81 $2.69 Long 4310.0 -4.05% 5806.31 21764.42
TMF 2014-03-24 2014-04-11 $12.25 $13.20 Long 1268.0 7.72% 19020.72 22518.43
TQQQ 2014-04-11 2014-04-14 $2.25 $2.28 Long 1570.0 1.68% 6419.33 22584.61
TMF 2014-04-14 2014-04-23 $13.18 $13.20 Long 1228.0 0.18% 14411.77 22414.94
TQQQ 2014-04-23 2014-04-24 $2.50 $2.56 Long 3284.0 2.23% 6727.63 23108.81
TMF 2014-04-24 2014-06-10 $13.17 $13.50 Long 1222.0 2.51% 6491.30 23365.79
TQQQ 2014-06-10 2014-06-11 $2.95 $2.94 Long 5670.0 -0.27% 6271.60 23167.16
TMF 2014-06-11 2014-06-17 $13.57 $13.87 Long 1246.0 2.21% 6386.53 23600.59
TQQQ 2014-06-17 2014-06-25 $2.92 $2.95 Long 5878.0 1.19% 6137.48 23649.64
TMF 2014-06-25 2014-07-02 $14.23 $13.79 Long 1238.0 -3.11% 5865.88 23250.70
TQQQ 2014-07-02 2014-07-08 $3.20 $3.22 Long 5419.0 0.72% 6009.64 23545.64
TMF 2014-07-08 2014-09-15 $14.01 $14.70 Long 1236.0 4.88% 6876.85 24033.50
TMF 2014-09-15 2014-10-24 $14.70 $17.21 Long 1177.0 17.09% 7806.18 27003.92
TMF 2014-10-24 2015-02-09 $17.21 $23.05 Long 1123.0 33.92% 9926.60 33056.23
TMF 2015-02-09 2015-02-13 $23.05 $21.78 Long 1031.0 -5.50% 8499.84 32791.53
TQQQ 2015-02-13 2015-02-19 $4.34 $4.44 Long 5497.0 2.18% 9181.00 32565.35
TMF 2015-02-19 2015-02-20 $20.41 $20.52 Long 1162.0 0.49% 9222.00 33535.38
TQQQ 2015-02-20 2015-03-11 $4.51 $4.27 Long 5281.0 -5.18% 8814.41 32344.74
TMF 2015-03-11 2015-03-13 $20.12 $20.38 Long 1142.0 1.30% 14315.96 31904.85
TQQQ 2015-03-13 2015-03-27 $4.26 $4.19 Long 4176.0 -1.45% 14391.46 32033.66
TQQQ 2015-03-27 2015-05-01 $4.19 $4.53 Long 4158.0 8.02% 9464.96 33381.17
TBF 2015-05-01 2015-05-04 $24.20 $24.28 Long 982.0 0.32% 8378.27 33188.72
TQQQ 2015-05-04 2015-05-06 $4.70 $4.47 Long 5305.0 -4.79% 8918.72 32365.80
TBF 2015-05-06 2015-06-01 $24.75 $24.60 Long 937.0 -0.63% 9035.34 31854.53
TIP 2015-06-01 2015-06-02 $92.46 $91.79 Long 248.0 -0.73% 8532.02 31953.38
TBF 2015-06-02 2015-06-04 $24.97 $25.34 Long 932.0 1.51% 9383.46 32026.61
TQQQ 2015-06-04 2015-06-30 $4.72 $4.44 Long 4819.0 -6.02% 9012.77 30756.08
TBF 2015-06-30 2015-08-04 $25.46 $24.07 Long 855.0 -5.45% 7951.65 29317.40
TMF 2015-08-04 2015-08-06 $18.59 $18.08 Long 1164.0 -2.76% 8314.32 28890.96
TBF 2015-08-06 2015-08-07 $24.28 $24.04 Long 852.0 -0.96% 7349.17 29320.07
TMF 2015-08-07 2015-08-27 $18.65 $17.91 Long 1150.0 -4.01% 7645.13 27916.31
TBF 2015-08-27 2015-09-04 $24.25 $24.08 Long 837.0 -0.68% 7208.74 27932.19
TMF 2015-09-04 2015-09-09 $18.26 $17.04 Long 1128.0 -6.65% 6668.17 26130.57
TBF 2015-09-09 2015-09-25 $24.65 $24.15 Long 802.0 -2.01% 8060.54 25971.21
TMF 2015-09-25 2015-10-30 $17.85 $18.09 Long 1007.0 1.35% 7313.93 26195.79
TBF 2015-10-30 2015-11-25 $23.95 $24.07 Long 792.0 0.53% 7388.95 26388.66
TIP 2015-11-25 2015-11-27 $90.87 $90.97 Long 209.0 0.12% 7416.09 26432.97
TBF 2015-11-27 2015-11-30 $24.06 $24.08 Long 789.0 0.08% 7400.82 26402.24
TIP 2015-11-30 2015-12-01 $90.99 $90.93 Long 209.0 -0.06% 7197.18 27149.31
TMF 2015-12-01 2015-12-04 $17.85 $17.06 Long 1076.0 -4.46% 7261.49 25563.52
TIP 2015-12-04 2015-12-07 $90.53 $90.45 Long 202.0 -0.09% 6560.67 25966.81
TMF 2015-12-07 2015-12-30 $17.58 $17.25 Long 1079.0 -1.88% 6705.65 25160.75
TBF 2015-12-30 2015-12-31 $24.11 $24.00 Long 766.0 -0.48% 6679.14 24938.89
TMF 2015-12-31 2016-02-18 $17.53 $21.57 Long 1050.0 23.05% 8361.76 30042.54
TMF 2016-02-18 2016-04-15 $21.57 $22.59 Long 972.0 4.74% 8739.32 30227.57
TQQQ 2016-04-15 2016-04-27 $4.41 $4.01 Long 4890.0 -9.16% 7688.60 28586.90
SPXL 2016-04-27 2016-05-05 $20.39 $19.53 Long 1013.0 -4.23% 7664.79 27904.73
TMF 2016-05-05 2016-06-09 $22.03 $24.28 Long 899.0 10.23% 14048.48 29615.14
TQQQ 2016-06-09 2016-06-10 $4.27 $4.19 Long 3617.0 -1.95% 7658.12 29126.35
TMF 2016-06-10 2016-07-11 $24.53 $29.28 Long 878.0 19.36% 14431.06 33472.23
TQQQ 2016-07-11 2016-09-13 $4.34 $4.91 Long 4366.0 13.24% 22165.71 35730.03
TQQQ 2016-09-13 2016-10-26 $4.91 $5.26 Long 2791.0 7.21% 10105.67 36909.24
TBF 2016-10-26 2016-11-10 $21.12 $22.42 Long 1267.0 6.15% 23817.07 37639.89
TQQQ 2016-11-10 2016-11-11 $5.21 $4.83 Long 2819.0 -7.35% 17466.02 37526.22
SPXL 2016-11-11 2016-11-16 $22.53 $23.00 Long 886.0 2.07% 30966.42 38058.94
TQQQ 2016-11-16 2016-12-02 $4.88 $4.85 Long 1409.0 -0.54% 11000.53 37797.21
SPXL 2016-12-02 2016-12-06 $23.61 $24.12 Long 1135.0 2.12% 24397.87 38364.97
TQQQ 2016-12-06 2017-03-10 $5.02 $7.12 Long 2785.0 41.86% 12556.72 44181.64
TBF 2017-03-10 2017-03-14 $23.47 $23.56 Long 1349.0 0.37% 12387.46 44319.97
TQQQ 2017-03-14 2017-03-15 $7.10 $7.14 Long 4502.0 0.63% 12863.18 44290.26
TBF 2017-03-15 2017-03-16 $23.39 $23.27 Long 1354.0 -0.54% 11923.36 44128.96
TQQQ 2017-03-16 2017-03-22 $7.27 $6.90 Long 4465.0 -5.05% 10611.01 42626.53
TMF 2017-03-22 2017-03-23 $17.59 $17.62 Long 1826.0 0.16% 12158.40 42748.37
TIP 2017-03-23 2017-03-24 $95.10 $95.01 Long 322.0 -0.10% 12218.87 43021.17
TMF 2017-03-24 2017-03-29 $17.48 $17.65 Long 1747.0 1.02% 12031.92 42929.66
TBF 2017-03-29 2017-03-30 $22.72 $22.68 Long 1366.0 -0.17% 11734.17 43176.25
TQQQ 2017-03-30 2017-04-04 $7.27 $7.22 Long 4299.0 -0.80% 11051.95 42445.77
TMF 2017-04-04 2017-04-05 $17.95 $17.59 Long 1766.0 -2.04% 11635.90 42178.60
TIP 2017-04-05 2017-04-07 $95.55 $95.71 Long 319.0 0.17% 11982.23 42415.18
TBF 2017-04-07 2017-04-10 $22.49 $22.60 Long 1342.0 0.47% 11818.91 42241.95
TIP 2017-04-10 2017-04-12 $95.59 $95.73 Long 319.0 0.15% 11318.19 42766.35
TMF 2017-04-12 2017-04-21 $18.44 $19.00 Long 1683.0 3.00% 19657.74 43198.86
TQQQ 2017-04-21 2017-05-17 $7.33 $8.32 Long 3222.0 13.41% 11254.64 46972.26
TMF 2017-05-17 2017-07-07 $18.52 $18.69 Long 1901.0 0.94% 13329.45 46771.20
TMF 2017-07-07 2017-07-17 $18.69 $18.94 Long 1790.0 1.30% 13021.40 47134.31
TBF 2017-07-17 2017-07-18 $22.07 $21.86 Long 1550.0 -0.92% 12118.85 47161.00
TMF 2017-07-18 2017-09-19 $19.41 $20.33 Long 1792.0 4.73% 22417.60 48544.63
TQQQ 2017-09-19 2017-10-26 $9.54 $9.80 Long 2739.0 2.70% 13930.76 49431.84
TBF 2017-10-26 2017-10-30 $22.00 $21.85 Long 1606.0 -0.66% 12386.96 49380.86
TQQQ 2017-10-30 2017-10-31 $10.53 $10.73 Long 3478.0 1.87% 13654.71 49694.35
TMF 2017-10-31 2017-11-01 $19.48 $19.54 Long 1851.0 0.29% 13529.05 49319.47
TQQQ 2017-11-01 2018-02-06 $10.88 $11.32 Long 3334.0 3.98% 13430.95 51392.41
TBF 2018-02-06 2018-02-15 $22.32 $22.74 Long 1695.0 1.87% 31278.97 52500.51
TQQQ 2018-02-15 2018-03-01 $13.07 $13.78 Long 1583.0 5.44% 14983.06 52800.14
TBF 2018-03-01 2018-03-05 $22.66 $22.60 Long 1682.0 -0.26% 22898.66 54383.43
TQQQ 2018-03-05 2018-03-21 $13.26 $13.73 Long 2270.0 3.56% 24766.07 53856.15
TQQQ 2018-03-21 2018-03-26 $13.73 $12.32 Long 2134.0 -10.24% 42341.22 51490.01
TQQQ 2018-03-26 2018-03-27 $12.32 $13.23 Long 708.0 7.31% 14616.92 51351.72
TBF 2018-03-27 2018-03-28 $22.40 $22.10 Long 1656.0 -1.34% 14148.00 51164.56
TIP 2018-03-28 2018-04-04 $96.01 $96.27 Long 386.0 0.27% 14417.18 51533.32
TBF 2018-04-04 2018-04-09 $22.08 $22.20 Long 1671.0 0.57% 14520.50 51549.93
TIP 2018-04-09 2018-04-12 $96.10 $96.33 Long 385.0 0.24% 15232.31 51301.97
TMF 2018-04-12 2018-04-13 $18.06 $17.83 Long 2014.0 -1.25% 14068.25 51036.89
TBF 2018-04-13 2018-05-08 $22.23 $22.60 Long 1668.0 1.66% 14444.06 51840.98
TQQQ 2018-05-08 2018-06-29 $12.94 $14.31 Long 2885.0 10.63% 24633.37 55428.85
TQQQ 2018-06-29 2018-07-06 $14.31 $14.59 Long 2173.0 1.98% 15255.49 56366.12
TMF 2018-07-06 2018-07-09 $18.93 $18.61 Long 2171.0 -1.65% 34253.34 55907.99
TQQQ 2018-07-09 2018-07-12 $15.41 $15.58 Long 1390.0 1.11% 16101.31 56187.70
TMF 2018-07-12 2018-07-13 $18.65 $18.86 Long 2134.0 1.12% 14408.91 56465.50
TQQQ 2018-07-13 2018-07-16 $16.15 $16.21 Long 2597.0 0.35% 16241.52 56456.87
TMF 2018-07-16 2018-07-18 $18.68 $18.57 Long 2155.0 -0.61% 15952.98 56195.26
TIP 2018-07-18 2018-07-20 $96.87 $96.87 Long 416.0 0.00% 15933.30 55420.88
TMF 2018-07-20 2018-07-23 $18.38 $17.80 Long 2194.0 -3.15% 15303.54 54835.41
TIP 2018-07-23 2018-07-24 $96.55 $96.20 Long 411.0 -0.36% 15015.59 54687.20
TBF 2018-07-24 2018-08-07 $22.41 $22.43 Long 1777.0 0.09% 14329.02 54955.63
TQQQ 2018-08-07 2018-08-14 $16.64 $16.44 Long 2437.0 -1.18% 15195.17 53985.28
TMF 2018-08-14 2018-08-15 $17.95 $17.97 Long 2184.0 0.11% 16185.26 53901.19
TQQQ 2018-08-15 2018-08-16 $16.19 $16.31 Long 2363.0 0.77% 15794.36 54774.78
TMF 2018-08-16 2018-09-10 $18.04 $17.39 Long 2159.0 -3.57% 15081.09 53345.87
TIP 2018-09-10 2018-09-12 $96.62 $96.58 Long 396.0 -0.04% 14983.35 53341.83
TBF 2018-09-12 2018-10-01 $22.42 $22.86 Long 1710.0 1.96% 24176.42 53685.50
TQQQ 2018-10-01 2018-10-02 $17.99 $17.71 Long 1662.0 -1.57% 14970.42 53524.83
TBF 2018-10-02 2018-12-06 $22.86 $22.46 Long 1690.0 -1.75% 12962.84 52555.54
TMF 2018-12-06 2019-01-22 $17.15 $17.87 Long 2330.0 4.20% 15878.93 54576.25
TBF 2019-01-22 2019-01-23 $22.16 $22.23 Long 1748.0 0.31% 15778.07 55150.28
TMF 2019-01-23 2019-03-01 $17.72 $17.55 Long 2198.0 -0.97% 15081.87 54295.21
TIP 2019-03-01 2019-03-04 $96.72 $96.70 Long 406.0 -0.03% 15281.30 54255.62
TBF 2019-03-04 2019-03-05 $22.29 $22.29 Long 1752.0 0.00% 15301.08 54894.74
TMF 2019-03-05 2019-07-01 $17.53 $23.98 Long 2227.0 36.77% 16637.30 67845.01
TQQQ 2019-07-01 2019-07-05 $16.23 $16.18 Long 3208.0 -0.32% 19615.50 68432.31
TMF 2019-07-05 2019-09-11 $23.92 $28.12 Long 2045.0 17.57% 24199.44 77198.11
TMF 2019-09-11 2019-10-14 $28.12 $28.57 Long 1882.0 1.59% 22085.20 77950.90
TMF 2019-10-14 2019-11-06 $28.57 $26.51 Long 1956.0 -7.22% 21646.78 73936.26
TBF 2019-11-06 2019-11-07 $19.21 $19.43 Long 2722.0 1.13% 21352.34 74364.19
TIP 2019-11-07 2019-11-08 $102.86 $102.34 Long 517.0 -0.50% 20248.71 74317.89
TBF 2019-11-08 2019-11-15 $19.61 $19.28 Long 2755.0 -1.67% 20800.36 73390.32
TIP 2019-11-15 2019-11-20 $102.66 $103.24 Long 512.0 0.56% 18960.80 74444.80
TMF 2019-11-20 2019-12-02 $27.47 $26.48 Long 1991.0 -3.61% 18610.02 69975.39
TQQQ 2019-12-02 2019-12-03 $19.32 $17.97 Long 2747.0 -7.00% 18272.34 67551.77
TBF 2019-12-03 2019-12-04 $18.90 $18.86 Long 2629.0 -0.21% 18925.42 67321.15
TMF 2019-12-04 2019-12-06 $27.79 $26.42 Long 1761.0 -4.92% 17641.22 65516.20
TIP 2019-12-06 2019-12-11 $103.27 $103.61 Long 463.0 0.33% 18331.10 66064.20
TMF 2019-12-11 2019-12-13 $27.13 $26.39 Long 1743.0 -2.70% 17356.27 64869.71
TQQQ 2019-12-13 2019-12-16 $19.62 $20.23 Long 2394.0 3.12% 19103.64 65753.82
TIP 2019-12-16 2019-12-17 $103.53 $103.44 Long 451.0 -0.09% 17756.66 65573.62
TQQQ 2019-12-17 2020-01-24 $20.52 $25.58 Long 2339.0 24.67% 21681.48 78358.64
TMF 2020-01-24 2020-02-20 $28.21 $31.05 Long 1982.0 10.06% 23582.31 81897.00
TQQQ 2020-02-20 2020-02-21 $29.16 $28.11 Long 2045.0 -3.61% 20049.47 81319.87
TMF 2020-02-21 2020-03-11 $32.13 $43.93 Long 1899.0 36.72% 37664.16 93328.76
TMF 2020-03-11 2020-03-12 $43.93 $39.58 Long 1498.0 -9.89% 36437.11 94434.55
TMF 2020-03-12 2020-03-19 $39.58 $29.22 Long 1529.0 -26.17% 30943.09 83622.82
TMF 2020-03-19 2020-05-06 $29.22 $39.21 Long 1717.0 34.19% 28002.02 98568.91
TMF 2020-05-06 2020-05-20 $39.21 $38.97 Long 1792.0 -0.62% 26053.40 99124.03
TMF 2020-05-20 2020-06-02 $38.97 $38.06 Long 1842.0 -2.33% 26398.91 96038.92
TIP 2020-06-02 2020-06-05 $108.84 $107.67 Long 641.0 -1.07% 24786.57 94727.30
TBF 2020-06-05 2020-06-08 $16.37 $16.33 Long 4315.0 -0.24% 24125.12 97068.93
TQQQ 2020-06-08 2020-06-12 $22.27 $21.95 Long 3193.0 -1.45% 30446.24 94227.28
TMF 2020-06-12 2020-06-16 $38.34 $36.21 Long 1663.0 -5.55% 12403.17 89865.93
TQQQ 2020-06-16 2020-06-26 $23.22 $23.87 Long 3371.0 2.82% 25611.33 94208.01
TMF 2020-06-26 2020-06-30 $39.54 $40.25 Long 1701.0 1.79% 24509.37 98092.69
TQQQ 2020-06-30 2020-07-06 $22.95 $26.68 Long 3031.0 16.23% 32334.56 106232.23
TMF 2020-07-06 2020-07-07 $38.28 $39.02 Long 1908.0 1.95% 27989.55 105467.56
TQQQ 2020-07-07 2020-07-08 $27.48 $27.45 Long 2867.0 -0.11% 29429.10 107001.98
TMF 2020-07-08 2020-07-16 $39.71 $41.86 Long 1946.0 5.41% 35539.81 111757.95
TQQQ 2020-07-16 2020-07-27 $27.36 $27.00 Long 2754.0 -1.32% 49119.16 111797.11
TQQQ 2020-07-27 2020-09-08 $27.00 $31.06 Long 2251.0 15.07% 39613.58 116927.37
TQQQ 2020-09-08 2020-09-18 $31.06 $30.54 Long 2557.0 -1.67% 73731.68 115431.59
TQQQ 2020-09-18 2020-09-25 $30.54 $28.61 Long 1440.0 -6.34% 71614.71 117708.39
TQQQ 2020-09-25 2020-10-21 $28.61 $34.58 Long 1514.0 20.87% 34753.10 123538.14
TQQQ 2020-10-21 2020-10-30 $34.58 $30.72 Long 2580.0 -11.17% 71796.54 111916.54
TQQQ 2020-10-30 2020-11-11 $30.72 $34.33 Long 1374.0 11.75% 32081.56 119043.78
SPXL 2020-11-11 2020-11-12 $61.97 $61.52 Long 1402.0 -0.72% 50919.85 116741.47
TQQQ 2020-11-12 2021-02-24 $36.01 $46.36 Long 1872.0 28.74% 61141.95 140894.93
SPXL 2021-02-24 2021-04-06 $78.45 $90.60 Long 976.0 15.49% 38140.34 149637.62
TQQQ 2021-04-06 2021-05-04 $50.40 $51.44 Long 2211.0 2.06% 43308.42 151458.61
SPXL 2021-05-04 2021-05-14 $97.36 $95.01 Long 1115.0 -2.41% 93951.18 150593.88
SPXL 2021-05-14 2021-05-26 $95.01 $98.76 Long 582.0 3.94% 70098.71 151779.86
TQQQ 2021-05-26 2021-07-27 $50.90 $68.04 Long 1598.0 33.68% 49685.68 178789.10
TIP 2021-07-27 2021-07-28 $119.24 $119.16 Long 1083.0 -0.06% 51744.95 181202.01
TMF 2021-07-28 2021-07-29 $28.53 $28.58 Long 4452.0 0.21% 48919.26 180250.79
TQQQ 2021-07-29 2021-08-04 $66.37 $67.17 Long 1960.0 1.21% 48696.13 179409.92
TMF 2021-08-04 2021-08-09 $30.25 $28.27 Long 4359.0 -6.56% 48605.67 171717.60
TIP 2021-08-09 2021-08-10 $118.80 $118.68 Long 1038.0 -0.10% 49946.96 169634.46
TMF 2021-08-10 2021-08-13 $27.86 $27.53 Long 4373.0 -1.21% 48643.98 170504.61
TIP 2021-08-13 2021-08-16 $118.95 $119.22 Long 1023.0 0.23% 42092.78 169771.48
TMF 2021-08-16 2021-09-28 $28.82 $25.96 Long 4459.0 -9.92% 101321.80 155177.52
TQQQ 2021-09-28 2021-09-29 $66.20 $63.62 Long 854.0 -3.89% 43975.24 155543.74
TIP 2021-09-29 2021-10-06 $118.56 $119.12 Long 942.0 0.47% 43354.37 155913.20
TBF 2021-10-06 2021-10-07 $16.61 $16.72 Long 6794.0 0.66% 45000.36 157016.15
TIP 2021-10-07 2021-10-08 $118.82 $118.97 Long 942.0 0.13% 43288.58 157270.86
TBF 2021-10-08 2021-10-13 $16.83 $16.55 Long 6762.0 -1.66% 43005.36 155576.69
TIP 2021-10-13 2021-10-14 $119.21 $119.77 Long 941.0 0.47% 98074.02 157020.92
SPXL 2021-10-14 2021-10-19 $113.68 $121.40 Long 507.0 6.79% 69506.31 160777.84
TQQQ 2021-10-19 2021-10-20 $70.13 $71.35 Long 1285.0 1.74% 44311.46 161605.41
TBF 2021-10-20 2021-10-21 $16.69 $16.72 Long 7004.0 0.18% 46766.57 164244.90
TQQQ 2021-10-21 2021-10-22 $70.32 $71.34 Long 1630.0 1.44% 45142.96 162552.09
TBF 2021-10-22 2021-10-25 $16.67 $16.63 Long 7074.0 -0.24% 45778.03 163036.05
TIP 2021-10-25 2021-10-28 $119.86 $120.51 Long 976.0 0.54% 41966.12 161848.14
TMF 2021-10-28 2021-11-02 $27.84 $27.19 Long 4362.0 -2.34% 44884.57 162597.82
TQQQ 2021-11-02 2021-11-19 $77.58 $87.73 Long 1491.0 13.08% 46201.01 177715.38
TMF 2021-11-19 2021-11-24 $27.69 $26.18 Long 4676.0 -5.46% 48065.51 168923.85
TIP 2021-11-24 2021-11-26 $120.07 $120.56 Long 1004.0 0.41% 37780.13 172736.07
TMF 2021-11-26 2021-12-17 $28.27 $29.24 Long 4645.0 3.42% 47049.76 174249.28
TMF 2021-12-17 2021-12-30 $29.24 $27.38 Long 4328.0 -6.38% 46907.16 165919.93
TIP 2021-12-30 2022-01-04 $121.05 $120.47 Long 980.0 -0.48% 43980.34 165036.43
TBF 2022-01-04 2022-07-25 $16.44 $19.59 Long 7360.0 19.15% 59576.67 190495.60
TMF 2022-07-25 2022-07-26 $12.94 $13.66 Long 9934.0 5.59% 60689.12 196993.07
TBF 2022-07-26 2022-08-02 $19.23 $19.00 Long 7002.0 -1.19% 47496.72 184205.26
TMF 2022-08-02 2022-08-03 $14.17 $13.12 Long 10319.0 -7.41% 46911.30 180372.31
TBF 2022-08-03 2022-08-04 $19.48 $19.18 Long 6981.0 -1.53% 45245.02 181966.53
TMF 2022-08-04 2022-08-08 $13.69 $13.24 Long 9898.0 -3.33% 52881.42 175580.46
TBF 2022-08-08 2022-08-09 $19.39 $19.37 Long 6365.0 -0.10% 49549.14 176718.88
TMF 2022-08-09 2022-08-11 $13.26 $12.95 Long 9549.0 -2.32% 46928.31 175925.51
TBF 2022-08-11 2022-11-23 $19.52 $22.19 Long 6471.0 13.68% 46828.41 194796.31
TMF 2022-11-23 2022-11-28 $8.30 $8.64 Long 17300.0 4.07% 58102.03 196911.39
TBF 2022-11-28 2022-12-02 $21.88 $21.45 Long 6319.0 -1.96% 46544.57 201032.73
TMF 2022-12-02 2022-12-20 $9.10 $8.56 Long 16164.0 -5.93% 42548.15 184843.35
TBF 2022-12-20 2023-01-10 $21.80 $21.63 Long 6531.0 -0.77% 119796.31 185478.67
SPXL 2023-01-10 2023-01-23 $64.21 $68.58 Long 997.0 6.81% 79544.27 194409.05

Signals

Strategy Ratio Size Ticker Date State Type Profit Tick
3xADM-d 0.90 0.58 TQQQ 2023-01-20 Hold Long 0.00% EOD
momentum  TQQQ  SPXL  TMF  TBF