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 |