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 | 257.00 |
| NoOfWins | 139.00 |
| NoOfLosses | 118.00 |
| SharpRatio | 0.82 |
| SortinoRatio | 1.01 |
| GrossProfit | $160284.11 |
| FirstDate | 2010-08-03 |
| LastDate | 2022-08-11 |
| FirstEquity | $10000.00 |
| FinalEquity | $170284.11 |
| OpenEquity | $123052.68 |
| LongEquity | $160284.11 |
| ShortEquity | $0.00 |
| PercentWins | 54.09% |
| AveWin | 7.15% |
| AveLoss | -3.45% |
| AveWinLoss | 2.07 |
| Expectancy | 2.28% |
| AveDrawUp | 72.68% |
| AveDrawDown | -20.04% |
| MaxDrawDown | -30.89% |
| Kelly | 31.92% |
| Thrope | 45.45 |
| APR | 26.59% |
| CalmarRatio | 1.33 |
Trades
| Symbol | Open | Close | Open Price | Close Price | Type | Size | Profit | Balance | Equity |
|---|---|---|---|---|---|---|---|---|---|
| TMF | 2010-08-03 | 2010-08-05 | $9.42 | $9.45 | Long | 762.0 | 0.33% | 4700.14 | 10073.06 |
| TQQQ | 2010-08-05 | 2010-08-11 | $0.49 | $0.47 | Long | 10775.0 | -5.27% | 2485.36 | 9958.16 |
| TMF | 2010-08-11 | 2010-09-03 | $9.72 | $10.30 | Long | 747.0 | 5.99% | 3041.46 | 10386.68 |
| TMF | 2010-09-03 | 2010-09-17 | $10.30 | $10.02 | Long | 693.0 | -2.66% | 2810.91 | 9960.82 |
| TMF | 2010-09-17 | 2010-09-29 | $10.02 | $11.36 | Long | 716.0 | 13.29% | 5143.77 | 10940.54 |
| TQQQ | 2010-09-29 | 2010-10-22 | $0.58 | $0.65 | Long | 10068.0 | 12.13% | 3562.35 | 11857.47 |
| TMF | 2010-10-22 | 2010-10-28 | $9.68 | $9.42 | Long | 835.0 | -2.66% | 3319.59 | 11433.77 |
| TIP | 2010-10-28 | 2010-11-01 | $82.76 | $83.40 | Long | 98.0 | 0.77% | 2909.84 | 11212.20 |
| TMF | 2010-11-01 | 2010-11-03 | $9.85 | $10.12 | Long | 871.0 | 2.74% | 3340.28 | 11806.60 |
| TQQQ | 2010-11-03 | 2010-11-17 | $0.70 | $0.65 | Long | 11902.0 | -7.90% | 7194.88 | 11094.80 |
| TQQQ | 2010-11-17 | 2011-02-25 | $0.65 | $0.88 | Long | 5963.0 | 35.34% | 5598.83 | 12595.30 |
| TQQQ | 2011-02-25 | 2011-03-14 | $0.88 | $0.83 | Long | 7780.0 | -5.71% | 7593.97 | 12071.83 |
| TQQQ | 2011-03-14 | 2011-05-18 | $0.83 | $0.88 | Long | 5371.0 | 6.40% | 7794.88 | 12454.14 |
| TQQQ | 2011-05-18 | 2011-05-24 | $0.88 | $0.86 | Long | 5143.0 | -2.25% | 3472.29 | 12352.68 |
| TMF | 2011-05-24 | 2011-05-26 | $8.59 | $8.68 | Long | 1019.0 | 1.08% | 10103.46 | 12383.44 |
| TQQQ | 2011-05-26 | 2011-06-03 | $0.84 | $0.83 | Long | 2639.0 | -0.57% | 3365.56 | 12241.67 |
| TMF | 2011-06-03 | 2011-06-30 | $8.91 | $8.25 | Long | 1003.0 | -7.51% | 3293.02 | 11613.23 |
| TIP | 2011-06-30 | 2011-07-07 | $85.13 | $85.22 | Long | 98.0 | 0.11% | 2954.72 | 11801.70 |
| TQQQ | 2011-07-07 | 2011-07-12 | $0.94 | $0.89 | Long | 9275.0 | -4.58% | 2822.73 | 11197.32 |
| TMF | 2011-07-12 | 2011-07-13 | $9.16 | $8.98 | Long | 920.0 | -1.90% | 3034.48 | 11015.88 |
| TQQQ | 2011-07-13 | 2011-07-15 | $0.89 | $0.88 | Long | 9018.0 | -0.99% | 3599.91 | 11215.03 |
| TMF | 2011-07-15 | 2011-07-21 | $8.58 | $8.58 | Long | 863.0 | -0.03% | 3166.52 | 11139.20 |
| TQQQ | 2011-07-21 | 2011-07-26 | $0.93 | $0.96 | Long | 8471.0 | 3.91% | 3068.41 | 11409.31 |
| TMF | 2011-07-26 | 2011-08-26 | $8.56 | $12.39 | Long | 963.0 | 44.71% | 3910.64 | 14927.19 |
| TMF | 2011-08-26 | 2011-09-28 | $12.39 | $15.21 | Long | 895.0 | 22.77% | 4823.01 | 17578.38 |
| TMF | 2011-09-28 | 2011-10-10 | $15.21 | $15.23 | Long | 835.0 | 0.18% | 4883.94 | 17419.90 |
| TMF | 2011-10-10 | 2011-10-26 | $15.23 | $14.54 | Long | 831.0 | -4.53% | 3909.49 | 16565.29 |
| TMF | 2011-10-26 | 2011-10-31 | $14.54 | $13.81 | Long | 898.0 | -5.05% | 4171.88 | 16986.73 |
| TMF | 2011-10-31 | 2011-12-02 | $13.81 | $14.93 | Long | 879.0 | 8.09% | 4649.56 | 17944.42 |
| TMF | 2011-12-02 | 2011-12-28 | $14.93 | $15.77 | Long | 847.0 | 5.61% | 4870.27 | 18591.64 |
| TMF | 2011-12-28 | 2012-01-24 | $15.77 | $14.87 | Long | 833.0 | -5.66% | 4751.28 | 17161.64 |
| TMF | 2012-01-24 | 2012-01-26 | $14.87 | $14.88 | Long | 841.0 | 0.02% | 7850.83 | 17044.54 |
| TQQQ | 2012-01-26 | 2012-04-18 | $0.90 | $1.18 | Long | 10411.0 | 31.00% | 8821.83 | 20198.02 |
| TQQQ | 2012-04-18 | 2012-05-07 | $1.18 | $1.06 | Long | 9591.0 | -10.41% | 4885.32 | 18922.79 |
| TMF | 2012-05-07 | 2012-05-09 | $15.61 | $16.05 | Long | 904.0 | 2.84% | 12676.34 | 19595.62 |
| TQQQ | 2012-05-09 | 2012-05-10 | $1.03 | $1.08 | Long | 6496.0 | 3.98% | 6075.99 | 19837.24 |
| TMF | 2012-05-10 | 2012-06-08 | $15.48 | $19.10 | Long | 878.0 | 23.38% | 5999.60 | 22244.96 |
| TMF | 2012-06-08 | 2012-08-08 | $19.10 | $18.90 | Long | 882.0 | -1.03% | 6358.68 | 22300.58 |
| TMF | 2012-08-08 | 2012-08-16 | $18.90 | $17.13 | Long | 863.0 | -9.37% | 6016.47 | 21100.82 |
| TIP | 2012-08-16 | 2012-08-23 | $94.52 | $95.58 | Long | 160.0 | 1.12% | 5559.41 | 21380.25 |
| TMF | 2012-08-23 | 2012-09-04 | $18.19 | $19.26 | Long | 866.0 | 5.90% | 6187.58 | 22268.26 |
| TQQQ | 2012-09-04 | 2012-10-10 | $1.23 | $1.19 | Long | 13086.0 | -3.34% | 10337.02 | 21491.66 |
| SPXL | 2012-10-10 | 2012-10-15 | $7.09 | $6.95 | Long | 1603.0 | -2.03% | 6194.58 | 21427.41 |
| TMF | 2012-10-15 | 2012-10-17 | $17.83 | $16.72 | Long | 857.0 | -6.22% | 12871.93 | 20620.45 |
| TQQQ | 2012-10-17 | 2012-10-19 | $1.21 | $1.18 | Long | 6313.0 | -2.50% | 5675.54 | 20370.30 |
| TIP | 2012-10-19 | 2012-11-08 | $96.41 | $97.62 | Long | 152.0 | 1.25% | 5799.28 | 21240.79 |
| TMF | 2012-11-08 | 2012-11-30 | $17.86 | $18.55 | Long | 824.0 | 3.91% | 9749.16 | 21043.40 |
| TQQQ | 2012-11-30 | 2012-12-06 | $1.10 | $1.04 | Long | 10293.0 | -5.43% | 9376.20 | 20623.50 |
| SPXL | 2012-12-06 | 2012-12-07 | $6.60 | $6.77 | Long | 1681.0 | 2.49% | 6405.97 | 20726.41 |
| TMF | 2012-12-07 | 2012-12-10 | $18.22 | $18.41 | Long | 787.0 | 1.00% | 6022.91 | 20905.61 |
| TIP | 2012-12-10 | 2012-12-12 | $98.47 | $98.36 | Long | 151.0 | -0.11% | 9255.05 | 20618.78 |
| TQQQ | 2012-12-12 | 2012-12-17 | $1.12 | $1.04 | Long | 10376.0 | -6.98% | 12823.94 | 20262.58 |
| SPXL | 2012-12-17 | 2012-12-18 | $6.75 | $6.97 | Long | 1072.0 | 3.20% | 12613.04 | 20530.47 |
| TQQQ | 2012-12-18 | 2012-12-26 | $1.10 | $1.07 | Long | 7002.0 | -2.05% | 9245.01 | 19924.27 |
| SPXL | 2012-12-26 | 2012-12-28 | $6.91 | $6.63 | Long | 1576.0 | -4.15% | 5424.84 | 19681.52 |
| TIP | 2012-12-28 | 2013-01-02 | $97.69 | $96.87 | Long | 146.0 | -0.84% | 7718.78 | 19771.58 |
| SPXL | 2013-01-02 | 2013-01-03 | $7.26 | $7.37 | Long | 1632.0 | 1.55% | 8864.87 | 19595.32 |
| TQQQ | 2013-01-03 | 2013-01-07 | $1.18 | $1.14 | Long | 9255.0 | -3.25% | 5396.70 | 19410.60 |
| SPXL | 2013-01-07 | 2013-01-08 | $7.35 | $7.33 | Long | 1904.0 | -0.30% | 8784.37 | 19307.58 |
| TQQQ | 2013-01-08 | 2013-01-09 | $1.15 | $1.15 | Long | 9210.0 | -0.13% | 8871.33 | 19345.38 |
| SPXL | 2013-01-09 | 2013-01-10 | $7.36 | $7.49 | Long | 1422.0 | 1.75% | 8798.92 | 19503.00 |
| TQQQ | 2013-01-10 | 2013-02-05 | $1.18 | $1.15 | Long | 9113.0 | -2.33% | 5478.04 | 19447.67 |
| SPXL | 2013-02-05 | 2013-02-06 | $8.04 | $8.06 | Long | 1716.0 | 0.23% | 5017.74 | 19320.61 |
| TQQQ | 2013-02-06 | 2013-02-22 | $1.17 | $1.15 | Long | 12179.0 | -1.88% | 8848.30 | 19191.55 |
| SPXL | 2013-02-22 | 2013-03-05 | $8.14 | $8.54 | Long | 1252.0 | 4.86% | 12262.03 | 19709.98 |
| TQQQ | 2013-03-05 | 2013-03-22 | $1.22 | $1.23 | Long | 5983.0 | 0.96% | 5532.19 | 19792.60 |
| SPXL | 2013-03-22 | 2013-03-25 | $8.83 | $9.04 | Long | 1593.0 | 2.31% | 12618.91 | 19784.97 |
| TQQQ | 2013-03-25 | 2013-04-04 | $1.26 | $1.24 | Long | 5806.0 | -1.87% | 5589.19 | 19844.80 |
| TIP | 2013-04-04 | 2013-04-05 | $97.29 | $98.15 | Long | 146.0 | 0.88% | 4450.32 | 19883.43 |
| TMF | 2013-04-05 | 2013-05-07 | $17.66 | $16.53 | Long | 876.0 | -6.38% | 5009.20 | 18832.48 |
| TQQQ | 2013-05-07 | 2013-05-08 | $1.46 | $1.45 | Long | 9536.0 | -0.95% | 5273.74 | 18792.05 |
| TIP | 2013-05-08 | 2013-05-09 | $96.61 | $96.69 | Long | 140.0 | 0.08% | 5136.81 | 18862.52 |
| TQQQ | 2013-05-09 | 2013-06-14 | $1.46 | $1.47 | Long | 9356.0 | 0.33% | 11790.51 | 18720.55 |
| TQQQ | 2013-06-14 | 2013-06-24 | $1.47 | $1.31 | Long | 4818.0 | -10.93% | 11770.92 | 18039.43 |
| TQQQ | 2013-06-24 | 2013-06-25 | $1.31 | $1.34 | Long | 4833.0 | 2.24% | 11604.20 | 18239.11 |
| SPXL | 2013-06-25 | 2013-06-26 | $9.43 | $9.67 | Long | 702.0 | 2.59% | 11707.59 | 18398.81 |
| TQQQ | 2013-06-26 | 2014-01-29 | $1.36 | $2.32 | Long | 4917.0 | 70.78% | 14790.21 | 23086.50 |
| TQQQ | 2014-01-29 | 2014-02-06 | $2.32 | $2.30 | Long | 3590.0 | -0.91% | 6835.17 | 22912.92 |
| TMF | 2014-02-06 | 2014-02-07 | $11.94 | $11.76 | Long | 1358.0 | -1.52% | 14181.67 | 23108.23 |
| TQQQ | 2014-02-07 | 2014-03-14 | $2.41 | $2.66 | Long | 3583.0 | 10.57% | 5495.17 | 23515.12 |
| TMF | 2014-03-14 | 2014-03-21 | $12.64 | $12.11 | Long | 1442.0 | -4.21% | 10227.56 | 22286.42 |
| TQQQ | 2014-03-21 | 2014-03-24 | $2.82 | $2.71 | Long | 4505.0 | -4.05% | 6109.34 | 22876.33 |
| TMF | 2014-03-24 | 2014-04-11 | $12.32 | $13.27 | Long | 1325.0 | 7.72% | 19992.25 | 23668.54 |
| TQQQ | 2014-04-11 | 2014-04-14 | $2.26 | $2.30 | Long | 1641.0 | 1.68% | 6756.12 | 23738.12 |
| TMF | 2014-04-14 | 2014-04-23 | $13.25 | $13.28 | Long | 1283.0 | 0.18% | 15146.73 | 23559.73 |
| TQQQ | 2014-04-23 | 2014-04-24 | $2.52 | $2.57 | Long | 3433.0 | 2.23% | 7076.58 | 24288.99 |
| TMF | 2014-04-24 | 2014-06-10 | $13.24 | $13.57 | Long | 1277.0 | 2.51% | 6821.26 | 24559.08 |
| TQQQ | 2014-06-10 | 2014-06-11 | $2.97 | $2.96 | Long | 5927.0 | -0.27% | 6598.49 | 24350.30 |
| TMF | 2014-06-11 | 2014-06-17 | $13.64 | $13.94 | Long | 1302.0 | 2.21% | 6712.20 | 24805.71 |
| TQQQ | 2014-06-17 | 2014-06-25 | $2.94 | $2.97 | Long | 6144.0 | 1.19% | 6452.50 | 24857.28 |
| TMF | 2014-06-25 | 2014-07-02 | $14.31 | $13.86 | Long | 1294.0 | -3.11% | 6165.76 | 24438.01 |
| TQQQ | 2014-07-02 | 2014-07-08 | $3.22 | $3.24 | Long | 5664.0 | 0.72% | 6316.89 | 24748.00 |
| TMF | 2014-07-08 | 2014-09-15 | $14.09 | $14.78 | Long | 1292.0 | 4.88% | 7218.42 | 25260.69 |
| TMF | 2014-09-15 | 2014-10-24 | $14.78 | $17.30 | Long | 1231.0 | 17.09% | 8204.76 | 28384.50 |
| TMF | 2014-10-24 | 2015-02-09 | $17.30 | $23.17 | Long | 1174.0 | 33.92% | 10429.51 | 34746.29 |
| TMF | 2015-02-09 | 2015-02-13 | $23.17 | $21.90 | Long | 1078.0 | -5.50% | 8934.12 | 34467.91 |
| TQQQ | 2015-02-13 | 2015-02-19 | $4.37 | $4.46 | Long | 5746.0 | 2.18% | 9644.97 | 34230.10 |
| TMF | 2015-02-19 | 2015-02-20 | $20.53 | $20.63 | Long | 1215.0 | 0.49% | 9694.21 | 35249.80 |
| TQQQ | 2015-02-20 | 2015-03-11 | $4.53 | $4.30 | Long | 5520.0 | -5.18% | 9261.65 | 33998.44 |
| TMF | 2015-03-11 | 2015-03-13 | $20.23 | $20.49 | Long | 1194.0 | 1.30% | 15048.45 | 33536.02 |
| TQQQ | 2015-03-13 | 2015-03-27 | $4.28 | $4.22 | Long | 4365.0 | -1.45% | 15124.36 | 33671.45 |
| TQQQ | 2015-03-27 | 2015-05-01 | $4.22 | $4.56 | Long | 4347.0 | 8.02% | 9985.80 | 34871.12 |
| TIP | 2015-05-01 | 2015-05-04 | $93.77 | $93.61 | Long | 266.0 | -0.17% | 8847.19 | 34764.95 |
| TQQQ | 2015-05-04 | 2015-05-06 | $4.72 | $4.50 | Long | 5511.0 | -4.79% | 9646.80 | 33486.99 |
| TIP | 2015-05-06 | 2015-06-04 | $93.00 | $91.62 | Long | 258.0 | -1.48% | 9867.21 | 33156.51 |
| TQQQ | 2015-06-04 | 2015-06-30 | $4.75 | $4.47 | Long | 4929.0 | -6.02% | 9226.81 | 31869.24 |
| TIP | 2015-06-30 | 2015-08-03 | $92.07 | $92.49 | Long | 246.0 | 0.46% | 8884.93 | 32689.57 |
| TMF | 2015-08-03 | 2015-08-27 | $18.36 | $18.00 | Long | 1258.0 | -1.92% | 8894.76 | 31580.71 |
| TIP | 2015-08-27 | 2015-09-02 | $91.29 | $91.41 | Long | 248.0 | 0.13% | 8917.27 | 31293.37 |
| TMF | 2015-09-02 | 2015-09-03 | $17.95 | $17.93 | Long | 1262.0 | -0.11% | 9080.14 | 31517.82 |
| TIP | 2015-09-03 | 2015-09-04 | $91.30 | $91.31 | Long | 246.0 | 0.01% | 8320.20 | 31688.15 |
| TMF | 2015-09-04 | 2015-09-09 | $18.36 | $17.14 | Long | 1265.0 | -6.65% | 8027.40 | 30086.28 |
| TIP | 2015-09-09 | 2015-09-25 | $90.79 | $90.99 | Long | 242.0 | 0.22% | 9152.92 | 29969.64 |
| TMF | 2015-09-25 | 2015-10-30 | $17.95 | $18.19 | Long | 1164.0 | 1.35% | 8587.20 | 30352.37 |
| TIP | 2015-10-30 | 2015-12-01 | $91.35 | $91.33 | Long | 238.0 | -0.02% | 8264.68 | 31178.95 |
| TMF | 2015-12-01 | 2015-12-04 | $17.95 | $17.15 | Long | 1229.0 | -4.46% | 8335.52 | 29357.73 |
| TIP | 2015-12-04 | 2015-12-07 | $90.93 | $90.85 | Long | 231.0 | -0.09% | 7541.23 | 29820.72 |
| TMF | 2015-12-07 | 2016-02-18 | $17.68 | $21.69 | Long | 1232.0 | 22.69% | 9775.34 | 35096.27 |
| TMF | 2016-02-18 | 2016-04-15 | $21.69 | $22.72 | Long | 1129.0 | 4.74% | 10208.80 | 35312.34 |
| TQQQ | 2016-04-15 | 2016-04-27 | $4.44 | $4.03 | Long | 5681.0 | -9.16% | 8982.60 | 33395.61 |
| SPXL | 2016-04-27 | 2016-05-05 | $20.43 | $19.57 | Long | 1181.0 | -4.23% | 8965.05 | 32598.49 |
| TMF | 2016-05-05 | 2016-06-09 | $22.15 | $24.42 | Long | 1044.0 | 10.23% | 16410.43 | 34595.75 |
| TQQQ | 2016-06-09 | 2016-06-10 | $4.29 | $4.21 | Long | 4202.0 | -1.95% | 8947.54 | 34024.73 |
| TMF | 2016-06-10 | 2016-07-11 | $24.67 | $29.44 | Long | 1020.0 | 19.36% | 16857.50 | 39101.20 |
| TQQQ | 2016-07-11 | 2016-09-13 | $4.36 | $4.94 | Long | 5072.0 | 13.24% | 25894.60 | 41738.75 |
| TQQQ | 2016-09-13 | 2016-10-26 | $4.94 | $5.29 | Long | 3242.0 | 7.21% | 11827.34 | 43091.10 |
| TIP | 2016-10-26 | 2016-11-10 | $96.69 | $95.87 | Long | 323.0 | -0.85% | 26417.50 | 41826.32 |
| TQQQ | 2016-11-10 | 2016-11-11 | $5.24 | $4.85 | Long | 3125.0 | -7.35% | 19420.83 | 41699.19 |
| SPXL | 2016-11-11 | 2016-11-16 | $22.57 | $23.04 | Long | 982.0 | 2.07% | 34409.68 | 42290.95 |
| TQQQ | 2016-11-16 | 2016-12-02 | $4.91 | $4.88 | Long | 1557.0 | -0.54% | 12216.25 | 42000.11 |
| SPXL | 2016-12-02 | 2016-12-06 | $23.66 | $24.16 | Long | 1259.0 | 2.12% | 27113.51 | 42631.17 |
| TQQQ | 2016-12-06 | 2017-03-10 | $5.05 | $7.16 | Long | 3077.0 | 41.86% | 13967.34 | 49102.95 |
| TIP | 2017-03-10 | 2017-03-14 | $94.54 | $94.20 | Long | 372.0 | -0.36% | 13718.58 | 48989.07 |
| TQQQ | 2017-03-14 | 2017-03-15 | $7.14 | $7.18 | Long | 4945.0 | 0.63% | 13900.98 | 49438.14 |
| TIP | 2017-03-15 | 2017-03-16 | $94.47 | $95.09 | Long | 374.0 | 0.66% | 13251.65 | 49198.34 |
| TQQQ | 2017-03-16 | 2017-03-22 | $7.31 | $6.94 | Long | 4956.0 | -5.05% | 11839.69 | 47521.55 |
| TMF | 2017-03-22 | 2017-03-23 | $17.69 | $17.71 | Long | 2024.0 | 0.16% | 13496.72 | 47657.26 |
| TIP | 2017-03-23 | 2017-03-24 | $95.52 | $95.43 | Long | 358.0 | -0.10% | 13621.67 | 47961.41 |
| TMF | 2017-03-24 | 2017-03-29 | $17.57 | $17.75 | Long | 1937.0 | 1.02% | 13741.72 | 48042.95 |
| TIP | 2017-03-29 | 2017-03-30 | $95.71 | $95.73 | Long | 358.0 | 0.02% | 13015.43 | 48200.04 |
| TQQQ | 2017-03-30 | 2017-04-04 | $7.32 | $7.26 | Long | 4784.0 | -0.80% | 12349.84 | 47383.58 |
| TMF | 2017-04-04 | 2017-04-05 | $18.05 | $17.69 | Long | 1960.0 | -2.04% | 12945.54 | 47085.56 |
| TIP | 2017-04-05 | 2017-04-12 | $95.97 | $96.15 | Long | 355.0 | 0.19% | 12588.98 | 47535.28 |
| TMF | 2017-04-12 | 2017-04-21 | $18.54 | $19.10 | Long | 1860.0 | 3.00% | 21845.29 | 48015.86 |
| TQQQ | 2017-04-21 | 2017-05-17 | $7.37 | $8.36 | Long | 3562.0 | 13.41% | 12499.86 | 52210.80 |
| TMF | 2017-05-17 | 2017-07-07 | $18.62 | $18.79 | Long | 2102.0 | 0.94% | 14811.58 | 51987.26 |
| TMF | 2017-07-07 | 2017-09-19 | $18.79 | $20.44 | Long | 1979.0 | 8.78% | 25523.31 | 55258.96 |
| TQQQ | 2017-09-19 | 2017-10-26 | $9.60 | $9.85 | Long | 3100.0 | 2.70% | 15590.94 | 56020.16 |
| TIP | 2017-10-26 | 2017-10-30 | $95.93 | $96.29 | Long | 422.0 | 0.37% | 14421.52 | 56627.64 |
| TQQQ | 2017-10-30 | 2017-10-31 | $10.59 | $10.79 | Long | 3946.0 | 1.87% | 15638.08 | 56985.18 |
| TMF | 2017-10-31 | 2017-11-01 | $19.59 | $19.64 | Long | 2112.0 | 0.29% | 15524.06 | 56555.50 |
| TQQQ | 2017-11-01 | 2018-02-06 | $10.94 | $11.38 | Long | 3801.0 | 3.98% | 14851.69 | 58683.73 |
| TIP | 2018-02-06 | 2018-02-15 | $96.13 | $95.35 | Long | 457.0 | -0.81% | 35256.48 | 59023.03 |
| TQQQ | 2018-02-15 | 2018-03-01 | $13.14 | $13.86 | Long | 1763.0 | 5.44% | 16756.77 | 59794.67 |
| TIP | 2018-03-01 | 2018-03-05 | $95.61 | $95.96 | Long | 449.0 | 0.36% | 25962.33 | 61402.60 |
| TQQQ | 2018-03-05 | 2018-03-21 | $13.33 | $13.81 | Long | 2541.0 | 3.56% | 27950.63 | 60808.27 |
| TQQQ | 2018-03-21 | 2018-03-26 | $13.81 | $12.39 | Long | 2397.0 | -10.24% | 47805.17 | 58135.52 |
| TQQQ | 2018-03-26 | 2018-03-27 | $12.39 | $13.30 | Long | 795.0 | 7.31% | 16596.81 | 58497.06 |
| TIP | 2018-03-27 | 2018-04-12 | $96.05 | $96.75 | Long | 435.0 | 0.73% | 17316.69 | 58338.35 |
| TMF | 2018-04-12 | 2018-04-13 | $18.16 | $17.93 | Long | 2278.0 | -1.25% | 16212.55 | 58236.22 |
| TIP | 2018-04-13 | 2018-05-08 | $96.67 | $96.26 | Long | 434.0 | -0.42% | 16052.22 | 58076.75 |
| TQQQ | 2018-05-08 | 2018-06-29 | $13.01 | $14.39 | Long | 3224.0 | 10.63% | 27607.97 | 62109.62 |
| TQQQ | 2018-06-29 | 2018-07-06 | $14.39 | $14.68 | Long | 2421.0 | 1.98% | 17082.42 | 63159.69 |
| TMF | 2018-07-06 | 2018-07-09 | $19.03 | $18.72 | Long | 2420.0 | -1.65% | 38379.75 | 62646.17 |
| TQQQ | 2018-07-09 | 2018-07-12 | $15.49 | $15.66 | Long | 1549.0 | 1.11% | 18025.81 | 62959.69 |
| TMF | 2018-07-12 | 2018-07-13 | $18.75 | $18.96 | Long | 2379.0 | 1.12% | 16143.11 | 63271.05 |
| TQQQ | 2018-07-13 | 2018-07-16 | $16.24 | $16.30 | Long | 2894.0 | 0.35% | 18190.64 | 63261.38 |
| TMF | 2018-07-16 | 2018-07-18 | $18.78 | $18.67 | Long | 2402.0 | -0.61% | 17786.55 | 62968.06 |
| TIP | 2018-07-18 | 2018-07-20 | $97.30 | $97.30 | Long | 465.0 | 0.00% | 17853.90 | 62100.48 |
| TMF | 2018-07-20 | 2018-07-23 | $18.48 | $17.90 | Long | 2445.0 | -3.15% | 17100.08 | 61444.28 |
| TIP | 2018-07-23 | 2018-08-07 | $96.97 | $96.83 | Long | 459.0 | -0.15% | 16017.13 | 61631.47 |
| TQQQ | 2018-08-07 | 2018-08-14 | $16.73 | $16.53 | Long | 2721.0 | -1.18% | 17057.20 | 60542.70 |
| TMF | 2018-08-14 | 2018-08-15 | $18.05 | $18.07 | Long | 2435.0 | 0.11% | 18139.88 | 60448.05 |
| TQQQ | 2018-08-15 | 2018-08-16 | $16.28 | $16.40 | Long | 2636.0 | 0.77% | 17713.30 | 61427.99 |
| TMF | 2018-08-16 | 2018-09-10 | $18.13 | $17.49 | Long | 2408.0 | -3.57% | 16829.71 | 59825.54 |
| TIP | 2018-09-10 | 2018-10-01 | $97.05 | $96.41 | Long | 443.0 | -0.65% | 26523.49 | 59107.56 |
| TQQQ | 2018-10-01 | 2018-10-02 | $18.09 | $17.81 | Long | 1825.0 | -1.57% | 16545.74 | 59047.99 |
| TIP | 2018-10-02 | 2018-12-04 | $96.32 | $95.81 | Long | 441.0 | -0.53% | 14131.46 | 59960.70 |
| TMF | 2018-12-04 | 2019-01-22 | $16.51 | $17.97 | Long | 2705.0 | 8.84% | 18139.20 | 62710.83 |
| TIP | 2019-01-22 | 2019-01-23 | $96.35 | $96.17 | Long | 463.0 | -0.18% | 17905.28 | 63149.04 |
| TMF | 2019-01-23 | 2019-03-01 | $17.82 | $17.65 | Long | 2512.0 | -0.97% | 17250.02 | 62166.67 |
| TIP | 2019-03-01 | 2019-03-05 | $97.15 | $97.04 | Long | 463.0 | -0.12% | 17407.25 | 62813.56 |
| TMF | 2019-03-05 | 2019-07-01 | $17.63 | $24.11 | Long | 2540.0 | 36.77% | 19046.28 | 77666.77 |
| TQQQ | 2019-07-01 | 2019-07-05 | $16.32 | $16.27 | Long | 3652.0 | -0.32% | 22461.71 | 78339.10 |
| TMF | 2019-07-05 | 2019-09-11 | $24.05 | $28.28 | Long | 2328.0 | 17.57% | 27692.90 | 88372.76 |
| TMF | 2019-09-11 | 2019-10-14 | $28.28 | $28.73 | Long | 2143.0 | 1.59% | 25279.78 | 89234.65 |
| TMF | 2019-10-14 | 2019-11-06 | $28.73 | $26.65 | Long | 2227.0 | -7.22% | 24490.35 | 84768.30 |
| TIP | 2019-11-06 | 2019-11-20 | $103.35 | $103.70 | Long | 582.0 | 0.34% | 21832.58 | 85746.99 |
| TMF | 2019-11-20 | 2019-12-02 | $27.62 | $26.63 | Long | 2281.0 | -3.61% | 21425.01 | 80598.38 |
| TQQQ | 2019-12-02 | 2019-12-03 | $19.43 | $18.07 | Long | 3147.0 | -7.00% | 20061.02 | 78491.24 |
| TIP | 2019-12-03 | 2019-12-04 | $103.79 | $104.04 | Long | 561.0 | 0.24% | 21562.55 | 77795.28 |
| TMF | 2019-12-04 | 2019-12-06 | $27.94 | $26.57 | Long | 2035.0 | -4.92% | 20340.58 | 75697.69 |
| TIP | 2019-12-06 | 2019-12-11 | $103.73 | $104.06 | Long | 533.0 | 0.33% | 21176.55 | 76330.96 |
| TMF | 2019-12-11 | 2019-12-13 | $27.27 | $26.54 | Long | 2003.0 | -2.70% | 20047.22 | 74950.80 |
| TQQQ | 2019-12-13 | 2019-12-16 | $19.73 | $20.35 | Long | 2751.0 | 3.12% | 22050.82 | 75972.40 |
| TIP | 2019-12-16 | 2019-12-17 | $103.99 | $103.90 | Long | 519.0 | -0.09% | 20505.70 | 75764.16 |
| TQQQ | 2019-12-17 | 2020-01-24 | $20.63 | $25.72 | Long | 2688.0 | 24.67% | 25068.16 | 90538.47 |
| TMF | 2020-01-24 | 2020-02-20 | $28.36 | $31.22 | Long | 2277.0 | 10.06% | 27239.16 | 94625.25 |
| TQQQ | 2020-02-20 | 2020-02-21 | $29.32 | $28.26 | Long | 2350.0 | -3.61% | 23170.63 | 93958.29 |
| TMF | 2020-02-21 | 2020-03-11 | $32.31 | $44.17 | Long | 2182.0 | 36.72% | 43532.08 | 107834.17 |
| TMF | 2020-03-11 | 2020-03-12 | $44.17 | $39.80 | Long | 1721.0 | -9.89% | 42099.28 | 109110.91 |
| TMF | 2020-03-12 | 2020-03-19 | $39.80 | $29.38 | Long | 1757.0 | -26.17% | 35752.37 | 96618.73 |
| TMF | 2020-03-19 | 2020-05-06 | $29.38 | $39.43 | Long | 1973.0 | 34.19% | 32361.43 | 113887.47 |
| TMF | 2020-05-06 | 2020-05-20 | $39.43 | $39.19 | Long | 2059.0 | -0.62% | 30088.63 | 114529.19 |
| TMF | 2020-05-20 | 2020-06-02 | $39.19 | $38.27 | Long | 2117.0 | -2.33% | 30539.91 | 110964.13 |
| TIP | 2020-06-02 | 2020-06-08 | $109.32 | $108.31 | Long | 737.0 | -0.93% | 27469.72 | 112490.74 |
| TQQQ | 2020-06-08 | 2020-06-12 | $22.40 | $22.07 | Long | 3701.0 | -1.45% | 35290.83 | 109178.49 |
| TMF | 2020-06-12 | 2020-06-16 | $38.55 | $36.41 | Long | 1916.0 | -5.55% | 14376.61 | 104125.92 |
| TQQQ | 2020-06-16 | 2020-06-26 | $23.35 | $24.00 | Long | 3884.0 | 2.82% | 29681.43 | 109156.68 |
| TMF | 2020-06-26 | 2020-06-30 | $39.76 | $40.47 | Long | 1960.0 | 1.79% | 28385.85 | 113658.51 |
| TQQQ | 2020-06-30 | 2020-07-06 | $23.08 | $26.82 | Long | 3493.0 | 16.23% | 37455.41 | 123091.07 |
| TMF | 2020-07-06 | 2020-07-07 | $38.49 | $39.23 | Long | 2199.0 | 1.95% | 32446.57 | 122205.38 |
| TQQQ | 2020-07-07 | 2020-07-08 | $27.64 | $27.61 | Long | 3303.0 | -0.11% | 34120.24 | 123982.99 |
| TMF | 2020-07-08 | 2020-07-16 | $39.93 | $42.09 | Long | 2242.0 | 5.41% | 41188.20 | 129492.58 |
| TQQQ | 2020-07-16 | 2020-07-27 | $27.51 | $27.15 | Long | 3173.0 | -1.32% | 56933.71 | 129537.54 |
| TQQQ | 2020-07-27 | 2020-09-08 | $27.15 | $31.24 | Long | 2593.0 | 15.07% | 45906.90 | 135479.82 |
| TQQQ | 2020-09-08 | 2020-09-18 | $31.24 | $30.71 | Long | 2946.0 | -1.67% | 85406.30 | 133745.38 |
| TQQQ | 2020-09-18 | 2020-09-25 | $30.71 | $28.77 | Long | 1660.0 | -6.34% | 82989.83 | 136382.27 |
| TQQQ | 2020-09-25 | 2020-10-21 | $28.77 | $34.77 | Long | 1744.0 | 20.87% | 40254.53 | 143134.95 |
| TQQQ | 2020-10-21 | 2020-10-30 | $34.77 | $30.89 | Long | 2973.0 | -11.17% | 83188.05 | 129668.78 |
| TQQQ | 2020-10-30 | 2020-11-11 | $30.89 | $34.52 | Long | 1583.0 | 11.75% | 37178.15 | 137925.98 |
| SPXL | 2020-11-11 | 2020-11-12 | $62.09 | $61.64 | Long | 1621.0 | -0.72% | 58992.52 | 135258.47 |
| TQQQ | 2020-11-12 | 2021-02-24 | $36.21 | $46.62 | Long | 2157.0 | 28.74% | 70805.54 | 163245.79 |
| SPXL | 2021-02-24 | 2021-04-06 | $78.61 | $90.79 | Long | 1129.0 | 15.49% | 44170.29 | 173379.27 |
| TQQQ | 2021-04-06 | 2021-05-04 | $50.68 | $51.72 | Long | 2548.0 | 2.06% | 50113.99 | 175489.37 |
| SPXL | 2021-05-04 | 2021-05-14 | $97.56 | $95.21 | Long | 1290.0 | -2.41% | 108855.55 | 174486.10 |
| SPXL | 2021-05-14 | 2021-05-26 | $95.21 | $98.96 | Long | 673.0 | 3.94% | 81232.88 | 175860.21 |
| TQQQ | 2021-05-26 | 2021-07-27 | $51.18 | $68.41 | Long | 1841.0 | 33.68% | 57598.98 | 207150.33 |
| TIP | 2021-07-27 | 2021-07-28 | $119.76 | $119.69 | Long | 1249.0 | -0.06% | 59955.05 | 209945.97 |
| TMF | 2021-07-28 | 2021-07-29 | $28.68 | $28.74 | Long | 5130.0 | 0.21% | 56699.76 | 208843.69 |
| TQQQ | 2021-07-29 | 2021-08-04 | $66.74 | $67.54 | Long | 2258.0 | 1.21% | 56417.45 | 207869.36 |
| TMF | 2021-08-04 | 2021-08-09 | $30.42 | $28.42 | Long | 5023.0 | -6.56% | 56358.02 | 198956.70 |
| TIP | 2021-08-09 | 2021-08-10 | $119.32 | $119.20 | Long | 1197.0 | -0.10% | 57870.49 | 196543.10 |
| TMF | 2021-08-10 | 2021-08-13 | $28.02 | $27.68 | Long | 5039.0 | -1.21% | 56366.33 | 197551.28 |
| TIP | 2021-08-13 | 2021-08-16 | $119.47 | $119.75 | Long | 1180.0 | 0.23% | 48773.27 | 196701.87 |
| TMF | 2021-08-16 | 2021-09-28 | $28.98 | $26.10 | Long | 5138.0 | -9.92% | 117392.83 | 179793.14 |
| TQQQ | 2021-09-28 | 2021-09-29 | $66.57 | $63.98 | Long | 984.0 | -3.89% | 50905.43 | 180217.43 |
| TIP | 2021-09-29 | 2021-10-14 | $119.08 | $120.30 | Long | 1087.0 | 1.02% | 114467.13 | 183201.68 |
| SPXL | 2021-10-14 | 2021-10-19 | $113.90 | $121.64 | Long | 590.0 | 6.79% | 81088.67 | 187583.27 |
| TQQQ | 2021-10-19 | 2021-10-20 | $70.52 | $71.74 | Long | 1491.0 | 1.74% | 53325.94 | 188418.64 |
| TIP | 2021-10-20 | 2021-10-21 | $119.55 | $119.99 | Long | 1127.0 | 0.37% | 54899.64 | 191877.29 |
| TQQQ | 2021-10-21 | 2021-10-22 | $70.72 | $71.73 | Long | 1890.0 | 1.44% | 51938.79 | 190500.21 |
| TIP | 2021-10-22 | 2021-10-28 | $120.36 | $121.05 | Long | 1151.0 | 0.57% | 49122.40 | 189448.39 |
| TMF | 2021-10-28 | 2021-11-02 | $27.99 | $27.34 | Long | 5078.0 | -2.34% | 52583.58 | 190325.13 |
| TQQQ | 2021-11-02 | 2021-11-19 | $78.01 | $88.21 | Long | 1735.0 | 13.08% | 54060.83 | 208015.85 |
| TMF | 2021-11-19 | 2021-11-24 | $27.84 | $26.32 | Long | 5444.0 | -5.46% | 56259.70 | 197724.16 |
| TIP | 2021-11-24 | 2021-11-26 | $120.60 | $121.10 | Long | 1170.0 | 0.41% | 44200.41 | 202186.92 |
| TMF | 2021-11-26 | 2021-12-17 | $28.43 | $29.40 | Long | 5408.0 | 3.42% | 55049.83 | 203958.37 |
| TMF | 2021-12-17 | 2021-12-30 | $29.40 | $27.53 | Long | 5039.0 | -6.38% | 54907.05 | 194207.38 |
| TIP | 2021-12-30 | 2022-07-22 | $121.58 | $112.98 | Long | 1142.0 | -7.08% | 41515.13 | 185392.70 |
| TMF | 2022-07-22 | 2022-07-26 | $13.55 | $13.74 | Long | 10510.0 | 1.40% | 54889.59 | 185094.82 |
| TIP | 2022-07-26 | 2022-08-02 | $113.84 | $115.41 | Long | 1151.0 | 1.38% | 45838.50 | 178501.80 |
| TMF | 2022-08-02 | 2022-08-03 | $14.25 | $13.19 | Long | 9959.0 | -7.41% | 49966.19 | 177827.23 |
| TIP | 2022-08-03 | 2022-08-04 | $114.33 | $114.67 | Long | 1113.0 | 0.30% | 43965.46 | 178756.80 |
| TMF | 2022-08-04 | 2022-08-08 | $13.77 | $13.31 | Long | 9705.0 | -3.33% | 50643.18 | 173370.81 |
| TIP | 2022-08-08 | 2022-08-09 | $114.28 | $114.31 | Long | 1072.0 | 0.03% | 48176.37 | 173740.86 |
| TMF | 2022-08-09 | 2022-08-11 | $13.33 | $13.02 | Long | 9377.0 | -2.32% | 47231.43 | 169666.82 |