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 369.00
NoOfWins 182.00
NoOfLosses 187.00
SharpRatio 0.93
SortinoRatio 1.22
GrossProfit $322733.79
FirstDate 2010-08-03
LastDate 2022-04-05
FirstEquity $10000.00
FinalEquity $332733.79
OpenEquity $243476.37
LongEquity $322733.79
ShortEquity $0.00
PercentWins 49.32%
AveWin $4610.26
AveLoss $-2761.14
AveWinLoss 1.67
Expectancy 1.36%
AveDrawUp 88.76%
AveDrawDown -19.49%
MaxDrawDown -34.53%
Kelly 18.97%
Thrope 45.81
APR 35.02%
CalmarRatio 1.80

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
TMF 2010-08-03 2010-09-03 $9.47 $10.36 Long 757.0 9.38% 3193.85 10891.01
TMF 2010-09-03 2010-09-17 $10.36 $10.08 Long 722.0 -2.66% 2951.88 10444.75
TMF 2010-09-17 2010-09-30 $10.08 $11.16 Long 746.0 10.70% 2999.87 11043.99
TQQQ 2010-09-30 2010-10-05 $0.58 $0.57 Long 14163.0 -3.17% 3284.40 10919.43
TMF 2010-10-05 2010-10-07 $11.06 $11.22 Long 699.0 1.44% 3099.94 11070.22
TQQQ 2010-10-07 2010-10-08 $0.58 $0.58 Long 13792.0 -0.53% 3187.33 10945.70
TMF 2010-10-08 2010-10-11 $11.12 $10.85 Long 710.0 -2.43% 2845.68 10886.66
TQQQ 2010-10-11 2010-10-13 $0.59 $0.61 Long 13612.0 3.88% 3727.61 11372.83
TMF 2010-10-13 2010-10-14 $10.31 $10.60 Long 725.0 2.77% 3167.19 11356.52
TQQQ 2010-10-14 2010-10-20 $0.62 $0.63 Long 13333.0 2.45% 3131.40 11740.07
TMF 2010-10-20 2010-10-28 $10.00 $9.48 Long 848.0 -5.26% 3207.22 11122.87
TMF 2010-10-28 2010-11-05 $9.48 $9.18 Long 840.0 -3.11% 2803.16 10911.12
TQQQ 2010-11-05 2010-11-09 $0.74 $0.75 Long 10995.0 1.56% 3209.52 10517.19
TMF 2010-11-09 2010-11-11 $9.21 $8.64 Long 851.0 -6.18% 2958.92 10539.37
TMF 2010-11-11 2010-11-16 $8.64 $8.21 Long 880.0 -5.02% 10181.31 10181.31
TMF 2010-11-17 2010-11-18 $8.44 $8.40 Long 893.0 -0.48% 10145.18 10145.18
TMF 2010-11-19 2010-11-30 $8.50 $9.32 Long 869.0 9.65% 3484.96 10810.42
TQQQ 2010-11-30 2010-12-01 $0.67 $0.70 Long 10945.0 3.91% 3883.62 10985.32
TMF 2010-12-01 2010-12-02 $8.71 $8.53 Long 834.0 -2.01% 2921.25 11208.76
TQQQ 2010-12-02 2010-12-23 $0.72 $0.78 Long 11299.0 9.33% 3234.26 11744.63
SPXL 2010-12-23 2010-12-30 $5.58 $5.61 Long 1527.0 0.49% 3311.80 11728.99
TQQQ 2010-12-30 2011-01-03 $0.78 $0.79 Long 10853.0 0.91% 3262.64 11937.07
SPXL 2011-01-03 2011-01-04 $5.72 $5.81 Long 1505.0 1.55% 3147.27 11883.26
TQQQ 2011-01-04 2011-01-21 $0.81 $0.85 Long 10894.0 4.42% 3813.74 12630.59
TMF 2011-01-21 2011-01-27 $7.17 $7.26 Long 1197.0 1.21% 3315.02 12570.42
TQQQ 2011-01-27 2011-01-31 $0.88 $0.82 Long 10463.0 -6.49% 3124.93 11789.42
TMF 2011-01-31 2011-02-04 $7.39 $6.95 Long 1188.0 -5.91% 3043.22 11515.79
TQQQ 2011-02-04 2011-02-23 $0.88 $0.87 Long 9506.0 -0.71% 3439.96 11182.61
SPXL 2011-02-23 2011-02-28 $6.40 $6.55 Long 1233.0 2.44% 3006.26 11484.90
TQQQ 2011-02-28 2011-03-01 $0.91 $0.92 Long 9360.0 0.93% 3196.88 11095.35
SPXL 2011-03-01 2011-03-02 $6.66 $6.23 Long 1261.0 -6.48% 3564.89 11174.36
TQQQ 2011-03-02 2011-03-08 $0.86 $0.87 Long 8702.0 1.27% 3076.31 11032.54
TMF 2011-03-08 2011-03-09 $7.13 $7.12 Long 1133.0 -0.13% 3100.08 11158.99
SPXL 2011-03-09 2011-03-11 $6.44 $6.03 Long 1248.0 -6.34% 2615.89 10512.68
TMF 2011-03-11 2011-03-28 $7.58 $7.58 Long 1057.0 0.00% 2906.10 10520.16
SPXL 2011-03-28 2011-03-29 $6.41 $6.30 Long 1205.0 -1.69% 2960.25 10410.19
TMF 2011-03-29 2011-03-30 $7.55 $7.49 Long 999.0 -0.71% 2663.36 10500.19
SPXL 2011-03-30 2011-04-12 $6.54 $6.43 Long 1189.0 -1.82% 2589.19 10389.60
TMF 2011-04-12 2011-04-29 $7.29 $7.99 Long 1058.0 9.52% 2952.00 11095.41
SPXL 2011-04-29 2011-05-03 $7.10 $7.06 Long 1139.0 -0.59% 2885.08 11045.41
TMF 2011-05-03 2011-07-07 $8.21 $8.26 Long 987.0 0.57% 2710.78 11186.71
TQQQ 2011-07-07 2011-07-12 $0.94 $0.89 Long 8886.0 -4.58% 2679.29 10608.23
TMF 2011-07-12 2011-07-14 $9.21 $9.01 Long 866.0 -2.18% 2796.91 10151.60
TQQQ 2011-07-14 2011-07-15 $0.89 $0.88 Long 8606.0 -0.99% 3403.87 10601.81
TMF 2011-07-15 2011-08-26 $8.63 $12.46 Long 811.0 44.32% 3503.53 13445.22
TMF 2011-08-26 2011-09-28 $12.46 $15.29 Long 803.0 22.77% 4344.74 15837.66
TMF 2011-09-28 2011-10-10 $15.29 $15.32 Long 748.0 0.18% 4390.71 15694.77
TMF 2011-10-10 2011-10-13 $15.32 $14.58 Long 745.0 -4.87% 4288.67 15386.14
TMF 2011-10-13 2011-10-24 $14.58 $14.13 Long 752.0 -3.08% 4316.92 14722.38
TMF 2011-10-24 2011-10-28 $14.13 $12.86 Long 750.0 -9.01% 3983.09 14101.88
SPXL 2011-10-28 2011-10-31 $5.17 $5.07 Long 1929.0 -1.96% 2803.72 14373.46
TMF 2011-10-31 2011-11-04 $13.89 $14.66 Long 789.0 5.55% 3959.05 14473.26
SPXL 2011-11-04 2011-11-08 $4.82 $5.02 Long 2161.0 4.10% 4239.04 14508.54
TMF 2011-11-08 2011-12-02 $15.06 $15.01 Long 701.0 -0.33% 3983.80 15319.46
TMF 2011-12-02 2011-12-12 $15.01 $15.47 Long 718.0 3.02% 4375.25 14894.46
SPXL 2011-12-12 2011-12-13 $4.65 $4.64 Long 2305.0 -0.19% 4164.12 14504.45
TQQQ 2011-12-13 2011-12-14 $0.74 $0.69 Long 14740.0 -6.32% 3281.13 14817.38
TMF 2011-12-14 2011-12-27 $16.20 $15.54 Long 685.0 -4.10% 3874.13 14010.49
SPXL 2011-12-27 2011-12-29 $4.83 $4.73 Long 2082.0 -2.09% 3488.55 13820.02
TMF 2011-12-29 2012-01-04 $16.52 $16.04 Long 619.0 -2.94% 3864.27 13495.10
SPXL 2012-01-04 2012-01-05 $4.95 $4.92 Long 1930.0 -0.62% 3930.36 13276.16
TMF 2012-01-05 2012-01-19 $15.58 $16.03 Long 605.0 2.87% 3241.99 13686.51
TQQQ 2012-01-19 2012-01-20 $0.86 $0.86 Long 12027.0 -0.77% 4112.27 13378.85
TMF 2012-01-20 2012-01-23 $15.37 $14.75 Long 614.0 -4.03% 3449.13 13167.54
TQQQ 2012-01-23 2012-01-24 $0.86 $0.85 Long 11242.0 -1.26% 3439.18 12968.14
TMF 2012-01-24 2012-01-25 $14.96 $14.72 Long 642.0 -1.61% 3187.75 12952.08
TQQQ 2012-01-25 2012-03-05 $0.89 $1.10 Long 10940.0 23.88% 4156.47 15009.34
TMF 2012-03-05 2012-03-13 $15.16 $14.48 Long 729.0 -4.46% 3765.82 15131.36
TQQQ 2012-03-13 2012-04-11 $1.13 $1.20 Long 9720.0 6.18% 4628.47 15325.00
TMF 2012-04-11 2012-06-08 $14.60 $19.21 Long 737.0 31.53% 4954.99 18293.75
TMF 2012-06-08 2012-06-19 $19.21 $18.99 Long 720.0 -1.15% 4287.19 18852.17
TQQQ 2012-06-19 2012-06-22 $1.03 $0.98 Long 13862.0 -4.92% 5133.47 17652.68
TMF 2012-06-22 2012-06-25 $18.80 $18.99 Long 680.0 0.98% 5377.54 17605.72
TQQQ 2012-06-25 2012-06-26 $0.98 $0.96 Long 12924.0 -2.48% 5152.42 17817.31
TMF 2012-06-26 2012-06-28 $18.86 $19.40 Long 667.0 2.89% 5442.75 17925.17
TQQQ 2012-06-28 2012-06-29 $0.96 $1.00 Long 13184.0 4.64% 4900.88 18949.89
SPXL 2012-06-29 2012-07-02 $5.86 $6.02 Long 2353.0 2.88% 4909.11 19145.93
TQQQ 2012-07-02 2012-07-11 $1.04 $1.00 Long 13590.0 -4.37% 5674.58 18442.67
SPXL 2012-07-11 2012-07-20 $5.72 $6.06 Long 2235.0 6.02% 4835.88 19357.73
TMF 2012-07-20 2012-08-08 $20.56 $19.01 Long 700.0 -7.53% 5102.01 17848.05
TMF 2012-08-08 2012-08-15 $19.01 $17.60 Long 686.0 -7.42% 4926.03 16893.64
TMF 2012-08-15 2012-08-20 $17.60 $16.95 Long 696.0 -3.67% 4614.22 16793.76
TQQQ 2012-08-20 2012-08-21 $1.24 $1.26 Long 9766.0 1.54% 4838.04 17170.20
TMF 2012-08-21 2012-08-30 $16.93 $18.97 Long 713.0 12.01% 5540.64 18138.04
TQQQ 2012-08-30 2012-08-31 $1.23 $1.23 Long 10426.0 0.41% 5521.45 19011.41
TMF 2012-08-31 2012-09-07 $18.74 $18.98 Long 688.0 1.27% 4998.00 18587.87
TQQQ 2012-09-07 2012-09-12 $1.30 $1.26 Long 10466.0 -3.09% 4975.86 18145.39
SPXL 2012-09-12 2012-10-01 $7.04 $7.15 Long 1873.0 1.65% 5432.49 18512.95
TMF 2012-10-01 2012-10-05 $18.05 $16.97 Long 717.0 -5.98% 4322.12 17389.94
SPXL 2012-10-05 2012-10-08 $7.51 $7.30 Long 1769.0 -2.68% 4606.47 17339.85
TMF 2012-10-08 2012-12-03 $17.15 $17.99 Long 737.0 4.89% 4624.21 17498.51
SPXL 2012-12-03 2012-12-06 $6.81 $6.61 Long 1943.0 -3.00% 4721.00 17354.17
TMF 2012-12-06 2012-12-12 $18.96 $18.01 Long 672.0 -5.01% 4429.94 16696.14
SPXL 2012-12-12 2012-12-13 $6.98 $6.90 Long 1775.0 -1.21% 5097.70 16767.81
TMF 2012-12-13 2012-12-18 $17.36 $16.99 Long 667.0 -2.15% 4159.00 16772.11
SPXL 2012-12-18 2012-12-27 $6.98 $6.80 Long 1758.0 -2.62% 4528.51 16285.47
TMF 2012-12-27 2013-01-03 $17.28 $16.21 Long 670.0 -6.18% 4111.92 15355.12
SPXL 2013-01-03 2013-04-04 $7.38 $8.93 Long 1528.0 20.99% 4634.59 18015.85
TMF 2013-04-04 2013-04-11 $16.41 $16.62 Long 800.0 1.28% 4714.94 18041.48
SPXL 2013-04-11 2013-04-16 $9.51 $9.06 Long 1390.0 -4.73% 5098.52 17299.43
TMF 2013-04-16 2013-04-26 $17.34 $17.84 Long 704.0 2.89% 5119.53 17658.19
SPXL 2013-04-26 2013-04-29 $9.39 $9.45 Long 1335.0 0.63% 4909.95 17536.90
TMF 2013-04-29 2013-04-30 $18.01 $17.91 Long 712.0 -0.56% 4890.15 17752.38
SPXL 2013-04-30 2013-05-02 $9.56 $9.45 Long 1336.0 -1.18% 4944.01 17605.34
TMF 2013-05-02 2013-05-03 $18.13 $17.52 Long 693.0 -3.38% 3615.79 17155.76
TQQQ 2013-05-03 2013-05-15 $1.43 $1.51 Long 9438.0 6.02% 4641.19 18148.14
SPXL 2013-05-15 2013-06-06 $10.60 $9.84 Long 1250.0 -7.19% 5172.63 17283.26
SPXL 2013-06-06 2013-06-25 $9.84 $9.44 Long 1196.0 -4.06% 4596.69 16491.43
SPXL 2013-06-25 2013-07-12 $9.44 $11.09 Long 1257.0 17.51% 4784.75 18682.97
TQQQ 2013-07-12 2013-07-22 $1.61 $1.60 Long 8533.0 -0.66% 5080.92 18479.77
SPXL 2013-07-22 2013-07-29 $11.49 $11.34 Long 1164.0 -1.31% 4755.19 18284.14
TQQQ 2013-07-29 2013-08-16 $1.62 $1.64 Long 8335.0 0.94% 18403.68 18403.68
TMF 2013-08-19 2013-08-20 $10.41 $10.40 Long 1234.0 -0.09% 18392.01 18392.01
TQQQ 2013-08-23 2013-08-28 $1.71 $1.61 Long 8026.0 -6.37% 4850.87 17451.80
TMF 2013-08-28 2013-09-05 $11.17 $10.60 Long 1134.0 -5.08% 4369.68 16908.87
TQQQ 2013-09-05 2013-10-09 $1.71 $1.76 Long 7299.0 2.94% 4912.13 17032.52
TMF 2013-10-09 2013-10-11 $11.42 $11.49 Long 1079.0 0.58% 4725.87 17692.72
TQQQ 2013-10-11 2013-11-19 $1.83 $2.16 Long 6875.0 18.24% 5698.95 19538.81
SPXL 2013-11-19 2013-11-22 $13.59 $13.73 Long 1023.0 0.99% 5198.71 19895.09
TQQQ 2013-11-22 2013-12-16 $2.21 $2.33 Long 6579.0 5.51% 5727.05 20254.45
TMF 2013-12-16 2013-12-17 $10.77 $10.48 Long 1376.0 -2.68% 5524.73 20054.63
TQQQ 2013-12-17 2014-01-28 $2.34 $2.35 Long 6252.0 0.48% 5623.67 20251.89
TMF 2014-01-28 2014-01-29 $11.91 $12.06 Long 1225.0 1.21% 5982.21 20319.32
TQQQ 2014-01-29 2014-01-30 $2.32 $2.39 Long 6204.0 3.06% 6177.77 20895.49
TMF 2014-01-30 2014-02-14 $12.08 $11.87 Long 1213.0 -1.80% 5080.84 20637.50
TQQQ 2014-02-14 2014-03-24 $2.70 $2.71 Long 5736.0 0.35% 6114.05 20280.74
SPXL 2014-03-24 2014-03-26 $15.54 $15.57 Long 934.0 0.23% 5877.02 21035.31
TMF 2014-03-26 2014-04-02 $12.55 $12.24 Long 1178.0 -2.49% 5336.54 20369.59
SPXL 2014-04-02 2014-04-03 $15.92 $16.10 Long 939.0 1.08% 5742.42 20559.15
TMF 2014-04-03 2014-06-09 $12.28 $13.80 Long 1198.0 12.43% 6067.13 22216.09
TQQQ 2014-06-09 2014-06-12 $2.99 $2.97 Long 5427.0 -0.57% 6111.16 22460.96
TMF 2014-06-12 2014-06-17 $13.75 $14.02 Long 1169.0 1.98% 6103.79 22554.04
TQQQ 2014-06-17 2014-06-19 $2.94 $3.01 Long 5586.0 2.49% 6058.18 22916.20
SPXL 2014-06-19 2014-06-25 $17.84 $17.50 Long 945.0 -1.87% 5846.95 22499.13
TMF 2014-06-25 2014-07-01 $14.39 $14.27 Long 1164.0 -0.84% 5782.33 22846.33
TQQQ 2014-07-01 2014-07-08 $3.14 $3.24 Long 5310.0 3.20% 5927.38 23203.15
TMF 2014-07-08 2014-09-02 $14.17 $16.28 Long 1204.0 14.88% 6358.45 25543.76
TQQQ 2014-09-02 2014-09-04 $3.73 $3.69 Long 5143.0 -0.99% 7065.83 25042.98
TMF 2014-09-04 2014-09-12 $16.00 $14.80 Long 1142.0 -7.49% 7154.65 23828.84
TMF 2014-09-12 2014-10-24 $14.80 $17.41 Long 1136.0 17.57% 7746.43 26798.88
TMF 2014-10-24 2014-10-29 $17.41 $16.99 Long 1102.0 -2.40% 6917.66 26434.02
TQQQ 2014-10-29 2014-11-18 $3.67 $4.02 Long 5334.0 9.55% 8230.29 28425.89
TMF 2014-11-18 2014-12-22 $17.23 $20.05 Long 1167.0 16.37% 8580.75 31907.90
TQQQ 2014-12-22 2014-12-31 $4.17 $4.20 Long 5531.0 0.82% 9044.56 30992.91
SPXL 2014-12-31 2015-01-06 $21.40 $19.62 Long 1064.0 -8.31% 9059.59 29023.37
TQQQ 2015-01-06 2015-01-07 $3.85 $3.76 Long 5416.0 -2.48% 8562.75 29747.66
TMF 2015-01-07 2015-01-09 $22.70 $21.94 Long 918.0 -3.38% 7045.70 28064.30
TQQQ 2015-01-09 2015-01-12 $4.08 $3.99 Long 5302.0 -2.28% 7147.66 28598.20
TMF 2015-01-12 2015-02-06 $22.86 $23.39 Long 921.0 2.30% 7065.46 28205.88
TQQQ 2015-02-06 2015-02-10 $4.09 $4.02 Long 5290.0 -1.54% 9047.39 28171.38
TMF 2015-02-10 2015-02-13 $22.35 $22.03 Long 864.0 -1.44% 7370.68 28434.06
TQQQ 2015-02-13 2015-03-06 $4.37 $4.64 Long 4740.0 6.21% 9111.37 28797.71
TMF 2015-03-06 2015-03-19 $19.64 $22.84 Long 1031.0 16.25% 8080.49 32688.43
TQQQ 2015-03-19 2015-03-23 $4.57 $4.65 Long 5383.0 1.89% 8976.70 32946.98
TMF 2015-03-23 2015-03-24 $23.08 $23.14 Long 1046.0 0.25% 9590.39 32944.57
TQQQ 2015-03-24 2015-03-26 $4.63 $4.16 Long 5099.0 -10.07% 9176.15 30060.10
TMF 2015-03-26 2015-03-31 $22.70 $22.27 Long 953.0 -1.87% 8322.67 29914.67
TQQQ 2015-03-31 2015-04-01 $4.38 $4.28 Long 5041.0 -2.34% 7636.06 30265.65
TMF 2015-04-01 2015-04-02 $23.01 $23.30 Long 967.0 1.29% 8656.91 30415.69
SPXL 2015-04-02 2015-04-09 $20.53 $21.20 Long 1048.0 3.26% 8120.65 31319.51
TQQQ 2015-04-09 2015-04-30 $4.40 $4.65 Long 5174.0 5.68% 9156.96 32709.27
TMF 2015-04-30 2015-05-05 $19.72 $18.82 Long 1167.0 -4.54% 31122.16 31122.16
TMF 2015-05-06 2015-05-07 $18.44 $18.16 Long 1190.0 -1.49% 30795.10 30795.10
TMF 2015-05-08 2015-05-12 $19.00 $17.11 Long 1220.0 -9.96% 28485.52 28485.52
TMF 2015-05-18 2015-05-20 $17.56 $16.88 Long 1165.0 -3.87% 27693.33 27693.33
TMF 2015-05-21 2015-06-04 $17.22 $16.71 Long 1181.0 -2.96% 7927.07 27461.31
TMF 2015-06-04 2015-06-08 $16.71 $16.58 Long 1147.0 -0.75% 7787.60 26397.73
TQQQ 2015-06-08 2015-06-09 $4.68 $4.51 Long 4094.0 -3.58% 7702.78 26022.57
TMF 2015-06-09 2015-06-11 $16.19 $15.97 Long 1146.0 -1.39% 6868.71 25904.77
TQQQ 2015-06-11 2015-06-17 $4.75 $4.64 Long 4026.0 -2.39% 6774.10 25522.24
SPXL 2015-06-17 2015-06-18 $21.88 $22.09 Long 858.0 0.95% 7144.94 26348.19
TQQQ 2015-06-18 2015-06-26 $4.69 $4.79 Long 3960.0 2.13% 7756.42 25890.01
TMF 2015-06-26 2015-06-29 $15.56 $16.08 Long 1180.0 3.33% 26731.55 26731.55
TMF 2015-06-30 2015-07-14 $16.23 $15.68 Long 1196.0 -3.40% 7103.98 26097.10
TMF 2015-07-14 2015-08-27 $15.68 $18.11 Long 1210.0 15.52% 8733.77 29124.39
TMF 2015-08-27 2015-09-16 $18.11 $16.94 Long 1120.0 -6.48% 8615.22 27595.22
TMF 2015-09-16 2015-11-06 $16.94 $17.19 Long 1127.0 1.52% 8185.36 27758.35
TMF 2015-11-06 2016-02-18 $17.19 $21.82 Long 1152.0 26.88% 9494.37 34128.10
TMF 2016-02-18 2016-03-07 $21.82 $21.40 Long 1092.0 -1.90% 9399.97 33307.95
SPXL 2016-03-07 2016-03-18 $17.71 $19.33 Long 1325.0 9.14% 9683.18 35042.47
TMF 2016-03-18 2016-03-21 $21.65 $21.24 Long 1170.0 -1.87% 9373.87 34740.79
SPXL 2016-03-21 2016-03-22 $19.28 $19.18 Long 1305.0 -0.52% 9026.06 33909.61
TMF 2016-03-22 2016-04-14 $21.56 $22.67 Long 1177.0 5.13% 9394.24 35666.04
SPXL 2016-04-14 2016-04-15 $20.36 $20.32 Long 1292.0 -0.22% 10042.65 35535.04
TQQQ 2016-04-15 2016-04-18 $4.44 $4.38 Long 5769.0 -1.26% 10072.50 36111.44
SPXL 2016-04-18 2016-05-05 $20.06 $19.59 Long 1259.0 -2.32% 9693.68 35286.30
TMF 2016-05-05 2016-06-03 $22.28 $23.76 Long 1124.0 6.66% 10629.52 36197.68
TQQQ 2016-06-03 2016-06-08 $4.35 $4.35 Long 5929.0 0.10% 10197.78 36597.23
SPXL 2016-06-08 2016-06-13 $21.33 $20.55 Long 1230.0 -3.64% 9555.75 35661.87
TMF 2016-06-13 2016-06-24 $24.97 $25.61 Long 1038.0 2.55% 9632.57 35734.36
TMF 2016-06-24 2016-07-11 $25.61 $29.61 Long 1035.0 15.64% 10150.10 40349.04
SPXL 2016-07-11 2016-07-26 $21.82 $22.81 Long 1381.0 4.55% 11563.33 41781.46
TQQQ 2016-07-26 2016-09-13 $4.71 $4.94 Long 6387.0 4.83% 10101.59 42762.43
TQQQ 2016-09-13 2016-10-18 $4.94 $5.27 Long 6683.0 6.75% 13796.13 46092.19
TMF 2016-10-18 2016-10-20 $23.15 $24.10 Long 1362.0 4.09% 13440.51 46634.68
TQQQ 2016-10-20 2016-10-21 $5.20 $5.22 Long 6378.0 0.26% 13176.27 46550.65
TMF 2016-10-21 2016-10-28 $24.07 $22.34 Long 1393.0 -7.20% 12774.18 44400.10
TMF 2016-10-28 2016-11-10 $22.34 $19.15 Long 1411.0 -14.26% 39799.97 39799.97
SPXL 2016-11-11 2016-12-27 $22.60 $26.18 Long 1245.0 15.84% 12090.42 44549.70
TQQQ 2016-12-27 2016-12-30 $5.56 $5.48 Long 5789.0 -1.34% 12321.50 43335.69
SPXL 2016-12-30 2017-01-06 $25.74 $26.34 Long 1224.0 2.34% 11887.45 45328.38
TQQQ 2017-01-06 2017-03-08 $5.62 $7.03 Long 5814.0 25.04% 15931.87 53146.93
TMF 2017-03-08 2017-03-20 $16.37 $16.86 Long 2249.0 3.01% 15247.86 53965.69
TQQQ 2017-03-20 2017-03-21 $7.24 $7.34 Long 5335.0 1.41% 15157.35 55553.43
TMF 2017-03-21 2017-03-30 $17.03 $17.93 Long 2304.0 5.29% 15152.30 56691.32
TQQQ 2017-03-30 2017-04-04 $7.32 $7.26 Long 5648.0 -0.80% 14504.18 55728.77
TMF 2017-04-04 2017-04-07 $18.16 $18.34 Long 2293.0 0.99% 16408.81 56536.20
TQQQ 2017-04-07 2017-04-12 $7.27 $7.18 Long 5521.0 -1.30% 14886.19 56574.63
TMF 2017-04-12 2017-04-21 $18.65 $19.21 Long 2206.0 3.00% 15575.92 57109.40
TQQQ 2017-04-21 2017-05-18 $7.37 $7.91 Long 5653.0 7.20% 15649.40 59868.89
TMF 2017-05-18 2017-06-05 $19.24 $19.90 Long 2319.0 3.45% 15771.91 61802.94
TQQQ 2017-06-05 2017-06-07 $9.24 $9.20 Long 4982.0 -0.43% 17847.53 61210.76
TMF 2017-06-07 2017-06-12 $20.04 $19.49 Long 2184.0 -2.74% 21153.25 60794.46
TQQQ 2017-06-12 2017-06-13 $8.35 $8.57 Long 4700.0 2.57% 17754.49 61816.58
TMF 2017-06-13 2017-06-14 $19.44 $20.30 Long 2246.0 4.44% 17972.97 62221.15
TQQQ 2017-06-14 2017-06-15 $8.73 $8.26 Long 5196.0 -5.47% 15793.01 60847.47
TMF 2017-06-15 2017-06-26 $20.43 $21.43 Long 2206.0 4.86% 16586.61 61701.60
TQQQ 2017-06-26 2017-06-28 $8.99 $8.33 Long 5172.0 -7.30% 17891.89 59417.19
TMF 2017-06-28 2017-06-29 $20.64 $19.80 Long 2024.0 -4.09% 14387.52 56253.59
TQQQ 2017-06-29 2017-07-05 $8.48 $7.96 Long 5136.0 -6.14% 15845.13 55318.15
SPXL 2017-07-05 2017-07-07 $32.43 $31.85 Long 1216.0 -1.80% 16237.42 54555.43
TMF 2017-07-07 2017-07-10 $18.90 $18.96 Long 2028.0 0.30% 15071.16 54852.46
SPXL 2017-07-10 2017-07-12 $32.13 $32.66 Long 1233.0 1.64% 14994.10 55477.81
TMF 2017-07-12 2017-07-17 $19.38 $19.15 Long 2082.0 -1.17% 14791.81 54757.96
TQQQ 2017-07-17 2017-07-20 $8.98 $9.37 Long 4463.0 4.34% 15442.10 56273.20
TMF 2017-07-20 2017-07-21 $20.13 $20.22 Long 2045.0 0.47% 16931.78 57235.71
TQQQ 2017-07-21 2017-07-25 $9.22 $9.36 Long 4324.0 1.47% 17112.72 56873.42
TMF 2017-07-25 2017-09-05 $19.48 $21.46 Long 2067.0 10.18% 18834.77 60738.25
TQQQ 2017-09-05 2017-09-21 $9.51 $9.48 Long 4486.0 -0.24% 17194.74 61122.41
SPXL 2017-09-21 2017-10-09 $35.49 $37.44 Long 1245.0 5.49% 17150.04 63473.47
TQQQ 2017-10-09 2017-10-23 $9.97 $10.19 Long 4678.0 2.20% 18009.56 64136.03
SPXL 2017-10-23 2017-10-24 $38.63 $38.25 Long 1212.0 -1.00% 19091.98 64475.82
TMF 2017-10-24 2017-11-03 $19.21 $20.29 Long 2357.0 5.63% 18449.74 67740.89
TQQQ 2017-11-03 2017-11-08 $10.85 $11.16 Long 4465.0 2.81% 18635.58 67982.10
TMF 2017-11-08 2017-11-13 $20.85 $19.97 Long 2381.0 -4.23% 18994.98 65637.44
TMF 2017-11-13 2017-11-17 $19.97 $20.54 Long 2363.0 2.85% 18295.05 66918.85
TQQQ 2017-11-17 2017-11-30 $11.30 $11.27 Long 4355.0 -0.32% 18945.87 67981.77
SPXL 2017-11-30 2017-12-15 $41.31 $42.67 Long 1172.0 3.29% 18944.61 69531.77
TMF 2017-12-15 2017-12-18 $21.45 $21.55 Long 2332.0 0.49% 17110.53 69506.79
TQQQ 2017-12-18 2017-12-22 $12.14 $11.91 Long 4289.0 -1.92% 19045.65 68142.47
SPXL 2017-12-22 2017-12-26 $43.65 $43.42 Long 1126.0 -0.54% 19611.27 67923.03
TQQQ 2017-12-26 2017-12-27 $11.73 $11.73 Long 4119.0 -0.01% 18906.69 67915.45
SPXL 2017-12-27 2018-01-03 $43.53 $44.26 Long 1126.0 1.66% 17378.73 70031.88
TQQQ 2018-01-03 2018-02-05 $12.18 $13.12 Long 4217.0 7.73% 20678.02 74843.07
TMF 2018-02-05 2018-02-12 $17.43 $17.13 Long 2986.0 -1.69% 71830.74 71830.74
TMF 2018-02-13 2018-02-22 $17.17 $16.54 Long 3019.0 -3.66% 20448.96 69234.60
TQQQ 2018-02-22 2018-02-23 $13.47 $13.58 Long 3674.0 0.82% 19729.24 70684.96
TMF 2018-02-23 2018-02-26 $16.80 $17.16 Long 3013.0 2.15% 17882.52 72717.71
TQQQ 2018-02-26 2018-02-28 $14.29 $14.35 Long 3747.0 0.38% 20722.30 71920.02
TMF 2018-02-28 2018-03-05 $17.07 $17.29 Long 2982.0 1.28% 18171.60 74783.99
TQQQ 2018-03-05 2018-03-21 $13.33 $13.81 Long 4059.0 3.56% 20505.09 73828.50
TQQQ 2018-03-21 2018-03-23 $13.81 $12.66 Long 3890.0 -8.31% 21378.62 66007.61
TQQQ 2018-03-23 2018-03-27 $12.66 $13.30 Long 3821.0 5.05% 21345.47 73620.35
TMF 2018-03-27 2018-04-18 $17.69 $18.35 Long 2874.0 3.72% 18854.52 74389.47
TQQQ 2018-04-18 2018-04-23 $13.18 $12.44 Long 4192.0 -5.58% 21068.25 71227.04
TMF 2018-04-23 2018-04-24 $17.05 $16.97 Long 2928.0 -0.50% 19912.98 66891.90
TQQQ 2018-04-24 2018-04-25 $12.33 $11.45 Long 4122.0 -7.15% 21522.98 67432.72
SPXL 2018-04-25 2018-04-26 $39.68 $40.51 Long 1149.0 2.09% 19176.11 68462.18
TMF 2018-04-26 2018-04-27 $16.77 $17.08 Long 2916.0 1.88% 16355.65 66901.94
TQQQ 2018-04-27 2018-05-01 $12.68 $11.82 Long 4150.0 -6.83% 17932.51 64846.13
TMF 2018-05-01 2018-05-02 $17.36 $17.27 Long 2734.0 -0.49% 16208.21 63988.93
TQQQ 2018-05-02 2018-05-04 $12.39 $11.94 Long 3951.0 -3.62% 16883.33 63184.89
TMF 2018-05-04 2018-05-07 $17.50 $17.39 Long 2657.0 -0.65% 13702.93 63517.63
TQQQ 2018-05-07 2018-06-29 $12.96 $14.39 Long 3809.0 11.00% 17588.43 68022.67
TQQQ 2018-06-29 2018-07-23 $14.39 $15.96 Long 3539.0 10.92% 22076.28 72723.91
TMF 2018-07-23 2018-08-15 $18.00 $18.17 Long 2889.0 0.96% 22142.27 73839.78
TQQQ 2018-08-15 2018-08-16 $16.28 $16.40 Long 3221.0 0.77% 21627.66 75037.18
TMF 2018-08-16 2018-08-22 $18.24 $18.79 Long 2925.0 3.00% 22300.32 76758.57
SPXL 2018-08-22 2018-08-23 $50.30 $50.36 Long 1079.0 0.12% 20641.91 76642.50
TQQQ 2018-08-23 2018-08-24 $16.44 $16.61 Long 3407.0 1.06% 21832.62 77783.75
SPXL 2018-08-24 2018-08-27 $50.60 $51.83 Long 1095.0 2.44% 20721.75 79386.00
TQQQ 2018-08-27 2018-09-07 $17.17 $16.31 Long 3371.0 -4.99% 21003.93 75374.96
TMF 2018-09-07 2018-09-19 $17.66 $16.63 Long 3098.0 -5.81% 21353.16 71963.89
TMF 2018-09-19 2018-10-04 $16.63 $15.46 Long 3077.0 -7.01% 21461.41 68728.99
TMF 2018-10-04 2018-11-05 $15.46 $14.80 Long 3070.0 -4.29% 20040.57 66837.62
TMF 2018-11-05 2019-02-26 $14.80 $18.75 Long 3166.0 26.71% 23735.92 79577.07
SPXL 2019-02-26 2019-02-27 $44.23 $43.96 Long 1259.0 -0.60% 22613.91 78105.79
TMF 2019-02-27 2019-03-04 $18.48 $17.74 Long 3055.0 -4.03% 22188.18 77223.06
TMF 2019-03-04 2019-07-01 $17.74 $24.25 Long 3079.0 36.70% 23464.53 95648.64
TQQQ 2019-07-01 2019-07-03 $16.32 $16.35 Long 4497.0 0.18% 26078.77 98015.66
TMF 2019-07-03 2019-07-12 $24.78 $22.74 Long 2861.0 -8.24% 27488.74 91604.83
TMF 2019-07-12 2019-09-11 $22.74 $28.44 Long 2799.0 25.06% 33575.19 107196.73
TMF 2019-09-11 2019-09-12 $28.44 $29.11 Long 2585.0 2.36% 28474.37 108346.87
TQQQ 2019-09-12 2019-09-13 $16.59 $16.42 Long 4844.0 -1.02% 29635.49 107416.91
SPXL 2019-09-13 2019-09-25 $53.94 $51.49 Long 1453.0 -4.54% 27944.20 101399.26
TMF 2019-09-25 2019-10-14 $30.08 $28.89 Long 2543.0 -3.95% 28782.15 101399.54
TMF 2019-10-14 2019-10-22 $28.89 $27.60 Long 2514.0 -4.49% 27264.21 98065.43
TMF 2019-10-22 2019-11-08 $27.60 $25.13 Long 2569.0 -8.93% 27138.55 91555.59
TMF 2019-11-08 2019-12-13 $25.13 $26.69 Long 2574.0 6.20% 25852.92 96642.82
TQQQ 2019-12-13 2019-12-16 $19.73 $20.35 Long 3547.0 3.12% 28084.05 97136.77
TMF 2019-12-16 2019-12-17 $26.84 $26.70 Long 2606.0 -0.51% 26747.83 97403.82
TQQQ 2019-12-17 2020-01-13 $20.63 $23.68 Long 3437.0 14.77% 30708.54 108286.89
TMF 2020-01-13 2020-01-17 $26.53 $26.29 Long 2919.0 -0.88% 25947.64 107615.70
TQQQ 2020-01-17 2020-01-23 $24.93 $25.08 Long 3270.0 0.62% 28195.60 108050.09
TMF 2020-01-23 2020-03-11 $28.20 $44.43 Long 2829.0 57.55% 56094.64 138810.02
TMF 2020-03-11 2020-03-13 $44.43 $36.57 Long 2201.0 -17.69% 44174.33 135292.05
TMF 2020-03-13 2020-03-18 $36.57 $33.58 Long 2527.0 -8.17% 53542.50 117128.73
TMF 2020-03-18 2020-03-20 $33.58 $33.56 Long 2248.0 -0.06% 28206.10 140357.60
TMF 2020-03-20 2020-04-20 $33.56 $43.74 Long 3003.0 30.34% 50186.82 158518.88
TQQQ 2020-04-20 2020-04-21 $16.30 $15.66 Long 6711.0 -3.88% 33815.37 153271.53
TMF 2020-04-21 2020-04-28 $46.57 $43.72 Long 2609.0 -6.12% 44920.50 149543.07
TMF 2020-04-28 2020-04-30 $43.72 $43.75 Long 2355.0 0.07% 36106.62 146936.01
TQQQ 2020-04-30 2020-05-04 $17.60 $15.63 Long 6354.0 -11.18% 41016.00 140298.26
TQQQ 2020-05-04 2020-05-07 $15.63 $17.96 Long 6040.0 14.85% 43989.54 154390.34
TMF 2020-05-07 2020-05-11 $39.94 $39.89 Long 2641.0 -0.12% 41330.79 154025.19
TQQQ 2020-05-11 2020-05-12 $18.37 $19.37 Long 5881.0 5.44% 45317.13 157624.35
TMF 2020-05-12 2020-05-20 $39.55 $39.41 Long 2779.0 -0.35% 41218.02 156881.65
TMF 2020-05-20 2020-05-27 $39.41 $39.14 Long 2883.0 -0.70% 48943.62 156603.36
TQQQ 2020-05-27 2020-06-01 $19.53 $20.51 Long 5383.0 5.06% 44969.07 159867.11
TMF 2020-06-01 2020-06-02 $38.73 $38.49 Long 2954.0 -0.61% 40535.38 160392.75
TQQQ 2020-06-02 2020-06-16 $21.06 $23.35 Long 5610.0 10.86% 35795.85 170119.43
TQQQ 2020-06-16 2020-06-25 $23.35 $23.48 Long 5813.0 0.56% 42415.01 170900.32
TMF 2020-06-25 2020-06-29 $39.89 $40.51 Long 3255.0 1.55% 57122.57 178387.79
TQQQ 2020-06-29 2020-07-08 $22.30 $27.61 Long 5253.0 23.79% 55727.11 202715.39
TMF 2020-07-08 2020-07-17 $40.16 $42.26 Long 3646.0 5.24% 56101.87 209378.23
TQQQ 2020-07-17 2020-07-27 $28.04 $27.15 Long 5482.0 -3.18% 53984.37 209664.01
TQQQ 2020-07-27 2020-08-28 $27.15 $39.32 Long 5560.0 44.85% 88608.63 270112.48
TMF 2020-08-28 2020-08-31 $38.11 $37.95 Long 4828.0 -0.44% 75819.03 275299.86
TQQQ 2020-08-31 2020-09-01 $39.63 $41.48 Long 4945.0 4.65% 81465.32 288860.80
TMF 2020-09-01 2020-09-11 $38.19 $39.87 Long 5223.0 4.41% 95833.06 281653.36
TQQQ 2020-09-11 2020-09-18 $31.75 $30.71 Long 6107.0 -3.26% 71506.84 272405.24
TQQQ 2020-09-18 2020-09-24 $30.71 $27.42 Long 6899.0 -10.72% 91059.03 268040.07
TQQQ 2020-09-24 2020-09-25 $27.42 $28.77 Long 6186.0 4.90% 74934.02 268545.35
TMF 2020-09-25 2020-09-28 $40.50 $40.31 Long 4792.0 -0.46% 50884.22 268845.73
TQQQ 2020-09-28 2020-10-21 $32.32 $34.77 Long 6721.0 7.58% 79919.19 283603.74
TQQQ 2020-10-21 2020-10-29 $34.77 $30.48 Long 5886.0 -12.33% 76858.68 254031.11
TMF 2020-10-29 2020-10-30 $37.25 $36.03 Long 4899.0 -3.28% 68066.15 244211.37
TQQQ 2020-10-30 2020-11-02 $30.89 $29.95 Long 5999.0 -3.04% 72429.56 247338.66
TMF 2020-11-02 2020-11-04 $35.92 $37.89 Long 4880.0 5.48% 69809.54 261505.65
SPXL 2020-11-04 2020-11-05 $54.51 $58.54 Long 3440.0 7.39% 63375.49 272885.76
TQQQ 2020-11-05 2020-11-09 $37.41 $38.92 Long 5554.0 4.02% 95997.75 279113.76
TMF 2020-11-09 2020-11-10 $33.98 $33.26 Long 5401.0 -2.13% 91184.89 276473.81
SPXL 2020-11-10 2020-11-27 $60.65 $65.89 Long 3041.0 8.63% 77144.97 293151.00
TQQQ 2020-11-27 2021-01-07 $39.01 $43.84 Long 5496.0 12.39% 81681.32 323348.41
SPXL 2021-01-07 2021-01-21 $73.38 $78.17 Long 3222.0 6.53% 83425.71 336518.33
TQQQ 2021-01-21 2021-01-28 $50.12 $47.94 Long 4990.0 -4.35% 104089.99 324015.99
TQQQ 2021-01-28 2021-02-01 $47.94 $46.77 Long 4559.0 -2.44% 97120.52 325740.83
TQQQ 2021-02-01 2021-02-23 $46.77 $45.89 Long 4708.0 -1.89% 83764.98 318064.62
SPXL 2021-02-23 2021-03-05 $77.71 $74.68 Long 2952.0 -3.91% 91307.23 309361.52
SPXL 2021-03-05 2021-04-12 $74.68 $94.29 Long 2851.0 26.27% 94327.79 361506.03
TQQQ 2021-04-12 2021-04-19 $53.15 $55.07 Long 5001.0 3.62% 102581.72 367607.63
SPXL 2021-04-19 2021-04-21 $98.05 $94.67 Long 2725.0 -3.44% 93984.53 361781.09
TMF 2021-04-21 2021-04-22 $23.95 $24.21 Long 11130.0 1.08% 94691.23 356503.49
SPXL 2021-04-22 2021-05-13 $97.69 $91.18 Long 2751.0 -6.66% 106818.82 351005.56
SPXL 2021-05-13 2021-06-14 $91.18 $102.98 Long 2618.0 12.94% 102539.91 383015.15
TQQQ 2021-06-14 2021-07-09 $54.82 $63.14 Long 4996.0 15.18% 127895.64 415913.57
TMF 2021-07-09 2021-07-12 $27.95 $28.03 Long 10379.0 0.29% 108689.98 418745.42
TQQQ 2021-07-12 2021-07-14 $65.40 $66.68 Long 4742.0 1.96% 129023.93 429948.38
TMF 2021-07-14 2021-08-12 $27.44 $27.40 Long 10782.0 -0.15% 119104.97 425791.33
TMF 2021-08-12 2021-09-02 $27.40 $29.25 Long 11144.0 6.74% 124131.50 441142.47
TQQQ 2021-09-02 2021-09-08 $75.97 $75.90 Long 4224.0 -0.09% 121517.42 446579.55
TMF 2021-09-08 2021-09-28 $28.30 $26.26 Long 11422.0 -7.22% 119723.29 407119.86
TQQQ 2021-09-28 2021-09-29 $66.57 $63.98 Long 4532.0 -3.89% 113680.19 407338.31
TMF 2021-09-29 2021-10-11 $26.52 $24.85 Long 11163.0 -6.29% 112313.56 390718.71
TMF 2021-10-11 2021-10-15 $24.85 $26.65 Long 11218.0 7.24% 99566.65 413411.08
SPXL 2021-10-15 2021-10-18 $118.46 $117.77 Long 2631.0 -0.58% 111778.75 413433.00
TMF 2021-10-18 2021-11-02 $26.65 $27.50 Long 11170.0 3.19% 117149.26 424229.56
TQQQ 2021-11-02 2021-11-18 $78.01 $85.84 Long 3868.0 10.03% 120263.79 454029.40
TMF 2021-11-18 2021-12-17 $27.10 $29.57 Long 12139.0 9.14% 129520.28 481028.17
TMF 2021-12-17 2021-12-30 $29.57 $27.69 Long 11826.0 -6.38% 129021.92 461321.31
TMF 2021-12-30 2022-01-04 $27.69 $25.60 Long 11844.0 -7.54% 137418.20 432899.99
TMF 2022-01-04 2022-01-19 $25.60 $23.93 Long 11516.0 -6.52% 412994.09 412994.09
TMF 2022-01-20 2022-02-07 $24.37 $23.12 Long 12426.0 -5.13% 116745.46 399173.12
TMF 2022-02-07 2022-02-11 $23.12 $22.08 Long 12142.0 -4.49% 115243.92 393031.45
TMF 2022-02-11 2022-02-15 $22.08 $21.45 Long 12210.0 -2.85% 377171.82 377171.82
TMF 2022-02-17 2022-03-11 $21.82 $20.70 Long 12582.0 -5.13% 103626.82 366097.23
TMF 2022-03-11 2022-03-15 $20.70 $19.95 Long 12533.0 -3.62% 353700.01 353700.01
TMF 2022-03-21 2022-03-22 $19.33 $18.21 Long 12827.0 -5.81% 339286.29 339286.29
TMF 2022-03-31 2022-04-05 $19.49 $18.99 Long 13105.0 -2.57% 332733.79 332733.79

Signals

Strategy Ratio Size Ticker Date State Type Profit Tick
3xADM-d 0.90 0.73 TMF 2022-05-20 Hold Long 2.49% EOD
momentum  TQQQ  SPXL  TMF