Description
This is similar to 3xADM with a daily time frames and tighter stops. However, here the use of leveraged funds boosts performance and volatility.
This strategy uses the following risk-on assets: TQQQ, SPXL, with TMF and TBF being the risk off haven.
It will buy only one risk-on asset at a time.
Trading happens on the NextOpen of the signal day
Details
Metrics
| Metric | Measure |
|---|---|
| AccountName | a44d343d-2c2c-4002-bd80-3996709fdcd1 |
| NoOfTrades | 144.00 |
| NoOfWins | 83.00 |
| NoOfLosses | 61.00 |
| SharpRatio | 0.92 |
| SortinoRatio | 1.18 |
| GrossProfit | $839177.39 |
| FirstDate | 2010-08-03 |
| LastDate | 2024-03-28 |
| FirstEquity | $10000.00 |
| FinalEquity | $849177.39 |
| OpenEquity | $694122.75 |
| LongEquity | $839177.39 |
| ShortEquity | $0.00 |
| PercentWins | 57.64% |
| AveWin | 9.43% |
| AveLoss | -2.55% |
| AveWinLoss | 3.70 |
| Expectancy | 4.36% |
| MedianDrawUp | 96.52% |
| MednDrawDown | -21.39% |
| MaxDrawDown | -39.27% |
| Kelly | 46.18% |
| Thorpe | 2.58 |
| Rachev | 0.84 |
| PAPR | 17.76% |
| APR | 38.46% |
| CalmarRatio | 1.85 |
Trades
| Symbol | Open | Close | Open Price | Close Price | Type | Size | Profit | Balance | Equity |
|---|---|---|---|---|---|---|---|---|---|
| TMF | 2010-08-03 | 2010-11-08 | $90.64 | $88.45 | Long | 89 | -2.41% | 9805.32 | 9805.32 |
| TMF | 2010-11-09 | 2010-11-15 | $88.15 | $79.84 | Long | 89 | -9.42% | 9066.19 | 9066.19 |
| TBF | 2010-11-18 | 2010-12-07 | $40.20 | $40.36 | Long | 182 | 0.39% | 1566.10 | 8832.90 |
| TQQQ | 2010-12-07 | 2011-03-17 | $0.75 | $0.75 | Long | 10099 | 1.20% | 2050.12 | 9130.31 |
| SPXL | 2011-03-17 | 2011-03-18 | $5.73 | $5.90 | Long | 1246 | 2.98% | 1975.63 | 9342.26 |
| TBF | 2011-03-18 | 2011-04-07 | $40.34 | $41.12 | Long | 184 | 1.93% | 1909.15 | 9516.96 |
| SPXL | 2011-04-07 | 2011-04-13 | $6.57 | $6.36 | Long | 1161 | -3.29% | 1854.52 | 9218.73 |
| TBF | 2011-04-13 | 2011-05-03 | $41.08 | $39.39 | Long | 181 | -4.12% | 8983.36 | 8983.36 |
| TMF | 2011-05-10 | 2012-02-08 | $80.38 | $141.73 | Long | 89 | 76.33% | 2623.64 | 14622.57 |
| TQQQ | 2012-02-08 | 2012-04-30 | $0.94 | $1.17 | Long | 12522 | 24.23% | 3108.44 | 17207.11 |
| TMF | 2012-04-30 | 2012-05-01 | $146.38 | $146.97 | Long | 97 | 0.40% | 3670.43 | 17518.54 |
| TQQQ | 2012-05-01 | 2012-05-02 | $1.15 | $1.15 | Long | 11885 | -0.51% | 3272.24 | 17312.14 |
| TMF | 2012-05-02 | 2012-10-23 | $146.07 | $164.42 | Long | 96 | 12.57% | 19056.85 | 19056.85 |
| TMF | 2012-11-09 | 2012-12-05 | $179.40 | $179.17 | Long | 89 | -0.13% | 19036.78 | 19036.78 |
| TMF | 2012-12-11 | 2012-12-13 | $174.41 | $166.14 | Long | 87 | -4.74% | 18316.83 | 18316.83 |
| TBF | 2012-12-20 | 2012-12-24 | $26.92 | $26.77 | Long | 549 | -0.58% | 18231.36 | 18231.36 |
| TBF | 2012-12-26 | 2012-12-28 | $26.71 | $26.46 | Long | 551 | -0.96% | 18090.08 | 18090.08 |
| TBF | 2012-12-31 | 2013-01-25 | $26.50 | $27.48 | Long | 553 | 3.70% | 3444.62 | 18722.92 |
| SPXL | 2013-01-25 | 2013-04-19 | $7.84 | $8.58 | Long | 1938 | 9.46% | 3912.50 | 20006.11 |
| TMF | 2013-04-19 | 2013-04-30 | $170.06 | $171.39 | Long | 95 | 0.78% | 3779.02 | 20312.08 |
| SPXL | 2013-04-30 | 2013-07-31 | $9.39 | $11.18 | Long | 1749 | 19.14% | 4345.53 | 23336.82 |
| TQQQ | 2013-07-31 | 2014-02-07 | $1.61 | $2.34 | Long | 11766 | 45.23% | 6905.59 | 32126.80 |
| TMF | 2014-02-07 | 2014-02-13 | $113.22 | $113.44 | Long | 221 | 0.20% | 7001.18 | 33179.75 |
| TQQQ | 2014-02-13 | 2014-04-01 | $2.51 | $2.53 | Long | 9942 | 0.61% | 6036.18 | 32371.61 |
| SPXL | 2014-04-01 | 2014-04-10 | $15.42 | $15.25 | Long | 1692 | -1.12% | 6053.16 | 32506.20 |
| TMF | 2014-04-10 | 2014-11-17 | $122.20 | $166.77 | Long | 211 | 36.48% | 7983.42 | 41166.72 |
| TQQQ | 2014-11-17 | 2014-11-18 | $3.91 | $3.91 | Long | 8514 | 0.08% | 8461.06 | 41419.03 |
| TMF | 2014-11-18 | 2015-03-27 | $164.87 | $212.08 | Long | 199 | 28.63% | 9449.85 | 51144.34 |
| TQQQ | 2015-03-27 | 2015-03-31 | $4.11 | $4.26 | Long | 10036 | 3.85% | 10473.44 | 52676.45 |
| TMF | 2015-03-31 | 2015-04-01 | $213.14 | $220.20 | Long | 196 | 3.31% | 11960.92 | 52983.71 |
| TQQQ | 2015-04-01 | 2015-05-06 | $4.17 | $4.38 | Long | 10005 | 5.17% | 55787.44 | 55787.44 |
| TBF | 2015-05-07 | 2015-06-22 | $23.48 | $24.00 | Long | 1932 | 2.22% | 10909.89 | 56795.88 |
| TQQQ | 2015-06-22 | 2015-06-24 | $4.76 | $4.76 | Long | 9636 | -0.14% | 10965.79 | 56543.47 |
| TBF | 2015-06-24 | 2015-08-12 | $24.27 | $22.38 | Long | 1886 | -7.77% | 53175.66 | 53175.66 |
| TMF | 2015-08-19 | 2015-08-28 | $179.13 | $178.97 | Long | 235 | -0.09% | 53138.36 | 53138.36 |
| TMF | 2015-09-09 | 2015-09-10 | $164.96 | $170.36 | Long | 249 | 3.27% | 54482.13 | 54482.13 |
| TBF | 2015-09-17 | 2015-09-29 | $23.39 | $22.46 | Long | 1889 | -3.95% | 52735.00 | 52735.00 |
| TBF | 2015-09-30 | 2015-10-01 | $22.48 | $22.31 | Long | 1901 | -0.77% | 52404.24 | 52404.24 |
| TMF | 2015-10-23 | 2015-10-27 | $179.20 | $185.14 | Long | 231 | 3.32% | 53776.58 | 53776.58 |
| TMF | 2015-10-29 | 2015-11-05 | $179.25 | $171.22 | Long | 236 | -4.48% | 51882.22 | 51882.22 |
| TMF | 2015-11-06 | 2015-11-09 | $164.55 | $158.95 | Long | 245 | -3.40% | 50510.04 | 50510.04 |
| TBF | 2015-11-17 | 2015-11-19 | $23.17 | $22.77 | Long | 1779 | -1.70% | 49809.53 | 49809.53 |
| TBF | 2015-11-23 | 2015-12-02 | $22.86 | $22.38 | Long | 1769 | -2.08% | 48967.16 | 48967.16 |
| TMF | 2015-12-04 | 2016-04-27 | $165.07 | $201.90 | Long | 229 | 22.31% | 11845.73 | 57934.04 |
| SPXL | 2016-04-27 | 2016-05-09 | $20.09 | $19.22 | Long | 2268 | -4.32% | 10896.90 | 55787.61 |
| TMF | 2016-05-09 | 2016-07-14 | $215.14 | $261.22 | Long | 207 | 21.42% | 9346.15 | 64693.22 |
| SPXL | 2016-07-14 | 2016-08-04 | $22.39 | $22.31 | Long | 2484 | -0.35% | 11801.03 | 65261.85 |
| TQQQ | 2016-08-04 | 2016-10-31 | $4.79 | $5.04 | Long | 11063 | 5.35% | 13494.67 | 67457.62 |
| TBF | 2016-10-31 | 2016-11-15 | $20.18 | $21.49 | Long | 2681 | 6.49% | 13879.91 | 72286.18 |
| TQQQ | 2016-11-15 | 2016-11-29 | $4.75 | $5.15 | Long | 12043 | 8.26% | 15026.21 | 76145.63 |
| SPXL | 2016-11-29 | 2016-12-28 | $23.54 | $25.89 | Long | 2583 | 9.96% | 14777.82 | 79951.16 |
| TQQQ | 2016-12-28 | 2017-01-04 | $5.49 | $5.30 | Long | 12220 | -3.49% | 14945.62 | 80360.53 |
| SPXL | 2017-01-04 | 2017-01-11 | $25.54 | $25.79 | Long | 2530 | 0.97% | 14729.94 | 80641.51 |
| TQQQ | 2017-01-11 | 2017-03-28 | $5.69 | $6.90 | Long | 11496 | 21.22% | 17811.38 | 94798.11 |
| TBF | 2017-03-28 | 2017-03-31 | $21.31 | $21.55 | Long | 3579 | 1.12% | 17942.27 | 95086.63 |
| TQQQ | 2017-03-31 | 2017-04-06 | $7.13 | $7.10 | Long | 10798 | -0.36% | 18571.57 | 94551.52 |
| TBF | 2017-04-06 | 2017-04-10 | $21.36 | $21.35 | Long | 3561 | -0.09% | 17534.02 | 94408.39 |
| TQQQ | 2017-04-10 | 2017-04-11 | $7.10 | $7.06 | Long | 10850 | -0.62% | 18042.39 | 93814.39 |
| TBF | 2017-04-11 | 2017-04-12 | $21.24 | $21.14 | Long | 3582 | -0.43% | 18548.73 | 92874.74 |
| TQQQ | 2017-04-12 | 2017-04-17 | $6.99 | $6.88 | Long | 10766 | -1.55% | 18098.23 | 92808.64 |
| TBF | 2017-04-17 | 2017-04-18 | $20.94 | $20.89 | Long | 3558 | -0.26% | 16811.98 | 92904.40 |
| TQQQ | 2017-04-18 | 2017-05-23 | $6.92 | $8.27 | Long | 10927 | 19.58% | 20875.29 | 105126.01 |
| TMF | 2017-05-23 | 2017-07-14 | $182.94 | $186.09 | Long | 472 | 1.72% | 20860.83 | 109725.21 |
| TQQQ | 2017-07-14 | 2017-07-17 | $8.62 | $8.74 | Long | 10197 | 1.49% | 22592.02 | 110533.86 |
| TMF | 2017-07-17 | 2017-07-19 | $183.28 | $189.63 | Long | 477 | 3.47% | 18807.66 | 113947.21 |
| TQQQ | 2017-07-19 | 2017-07-20 | $8.97 | $9.12 | Long | 10506 | 1.70% | 21029.20 | 113894.96 |
| TMF | 2017-07-20 | 2017-07-21 | $192.62 | $193.53 | Long | 486 | 0.47% | 24299.98 | 116085.38 |
| TQQQ | 2017-07-21 | 2017-07-28 | $8.98 | $8.89 | Long | 10113 | -0.97% | 19967.62 | 115474.38 |
| TMF | 2017-07-28 | 2017-09-19 | $182.64 | $196.80 | Long | 516 | 7.75% | 23413.40 | 121474.22 |
| TQQQ | 2017-09-19 | 2017-12-06 | $9.34 | $10.48 | Long | 10499 | 12.11% | 26332.96 | 133864.65 |
| SPXL | 2017-12-06 | 2017-12-19 | $40.08 | $43.36 | Long | 2671 | 8.17% | 27263.90 | 140887.88 |
| TQQQ | 2017-12-19 | 2017-12-22 | $11.83 | $11.60 | Long | 9710 | -1.97% | 26387.07 | 139754.15 |
| SPXL | 2017-12-22 | 2017-12-26 | $42.86 | $42.63 | Long | 2648 | -0.54% | 27781.39 | 139247.48 |
| TQQQ | 2017-12-26 | 2017-12-27 | $11.42 | $11.42 | Long | 9760 | -0.01% | 26194.48 | 139229.99 |
| SPXL | 2017-12-27 | 2017-12-28 | $42.75 | $42.95 | Long | 2645 | 0.47% | 26020.88 | 139092.82 |
| TQQQ | 2017-12-28 | 2018-04-06 | $11.52 | $11.31 | Long | 9874 | -1.81% | 23871.85 | 137335.35 |
| TBF | 2018-04-06 | 2018-04-23 | $20.96 | $21.40 | Long | 5432 | 2.10% | 29806.15 | 137753.27 |
| TQQQ | 2018-04-23 | 2018-05-04 | $12.11 | $11.63 | Long | 9107 | -4.01% | 25066.58 | 135886.37 |
| TBF | 2018-05-04 | 2018-05-07 | $21.22 | $21.25 | Long | 5214 | 0.17% | 16392.89 | 136936.71 |
| TQQQ | 2018-05-07 | 2018-09-18 | $12.62 | $16.09 | Long | 9466 | 27.50% | 34117.81 | 170542.46 |
| SPXL | 2018-09-18 | 2018-09-24 | $51.09 | $52.68 | Long | 2635 | 3.10% | 31937.44 | 172860.92 |
| TBF | 2018-09-24 | 2018-09-25 | $21.60 | $21.66 | Long | 6527 | 0.25% | 32973.19 | 172129.08 |
| SPXL | 2018-09-25 | 2018-09-28 | $52.79 | $51.92 | Long | 2658 | -1.64% | 31161.26 | 171967.84 |
| TQQQ | 2018-09-28 | 2018-10-08 | $17.16 | $15.51 | Long | 8146 | -9.63% | 27989.28 | 157893.09 |
| TBF | 2018-10-08 | 2018-10-09 | $22.30 | $22.28 | Long | 5808 | -0.08% | 29874.77 | 158233.43 |
| TQQQ | 2018-10-09 | 2018-10-10 | $15.47 | $15.31 | Long | 8244 | -1.07% | 28003.15 | 155679.66 |
| TBF | 2018-10-10 | 2018-12-17 | $22.27 | $21.24 | Long | 5751 | -4.59% | 28574.22 | 151995.81 |
| TMF | 2018-12-17 | 2019-07-01 | $166.12 | $232.07 | Long | 732 | 39.70% | 29282.77 | 195676.54 |
| TQQQ | 2019-07-01 | 2019-07-02 | $15.89 | $15.61 | Long | 10646 | -1.75% | 36970.43 | 197780.70 |
| TMF | 2019-07-02 | 2019-07-03 | $232.44 | $237.19 | Long | 682 | 2.04% | 35385.34 | 201304.81 |
| TQQQ | 2019-07-03 | 2019-07-05 | $15.92 | $15.84 | Long | 10261 | -0.50% | 38861.55 | 197589.26 |
| TMF | 2019-07-05 | 2019-12-24 | $231.51 | $243.70 | Long | 687 | 5.26% | 37517.98 | 206064.12 |
| TQQQ | 2019-12-24 | 2020-02-03 | $20.92 | $23.15 | Long | 8066 | 10.66% | 45306.75 | 226708.62 |
| TMF | 2020-02-03 | 2020-02-07 | $294.34 | $289.67 | Long | 608 | -1.59% | 45694.01 | 221490.78 |
| TQQQ | 2020-02-07 | 2020-02-10 | $26.04 | $25.80 | Long | 6748 | -0.93% | 37296.54 | 218856.97 |
| TMF | 2020-02-10 | 2020-02-20 | $294.81 | $300.51 | Long | 619 | 1.93% | 43419.67 | 219323.32 |
| TQQQ | 2020-02-20 | 2020-02-21 | $28.55 | $27.52 | Long | 6300 | -3.61% | 33023.22 | 217581.35 |
| TMF | 2020-02-21 | 2020-06-15 | $310.97 | $381.89 | Long | 591 | 22.80% | 70979.14 | 274255.92 |
| TQQQ | 2020-06-15 | 2020-07-10 | $19.74 | $28.10 | Long | 9512 | 42.35% | 47816.62 | 329997.88 |
| TMF | 2020-07-10 | 2020-07-29 | $409.61 | $424.04 | Long | 709 | 3.52% | 68573.63 | 352976.56 |
| TQQQ | 2020-07-29 | 2020-11-24 | $26.70 | $35.50 | Long | 10482 | 32.94% | 78173.09 | 449230.07 |
| SPXL | 2020-11-24 | 2020-11-25 | $62.83 | $64.32 | Long | 5769 | 2.37% | 70667.59 | 452498.69 |
| TQQQ | 2020-11-25 | 2021-01-12 | $36.93 | $44.33 | Long | 10250 | 20.04% | 96792.41 | 524455.13 |
| SPXL | 2021-01-12 | 2021-01-19 | $73.58 | $73.17 | Long | 5821 | -0.55% | 106660.15 | 531020.73 |
| TQQQ | 2021-01-19 | 2021-01-22 | $44.17 | $48.89 | Long | 9420 | 10.68% | 112175.38 | 569231.29 |
| SPXL | 2021-01-22 | 2021-01-25 | $75.39 | $76.26 | Long | 6035 | 1.16% | 96007.85 | 570360.88 |
| TQQQ | 2021-01-25 | 2021-03-02 | $50.52 | $47.49 | Long | 9431 | -5.99% | 90637.41 | 532292.45 |
| SPXL | 2021-03-02 | 2021-07-01 | $79.10 | $105.10 | Long | 5730 | 32.87% | 137834.83 | 695025.96 |
| TQQQ | 2021-07-01 | 2021-07-06 | $59.44 | $62.05 | Long | 9338 | 4.40% | 130561.36 | 713497.38 |
| SPXL | 2021-07-06 | 2021-07-07 | $108.69 | $108.56 | Long | 5398 | -0.12% | 123055.01 | 709042.20 |
| TQQQ | 2021-07-07 | 2021-07-26 | $63.73 | $66.22 | Long | 9313 | 3.91% | 131568.61 | 746840.87 |
| SPXL | 2021-07-26 | 2021-07-28 | $112.44 | $112.69 | Long | 5409 | 0.22% | 151382.83 | 752545.15 |
| TMF | 2021-07-28 | 2021-08-04 | $276.09 | $292.82 | Long | 2136 | 6.06% | 149443.80 | 773677.26 |
| SPXL | 2021-08-04 | 2021-08-05 | $112.70 | $113.03 | Long | 5567 | 0.30% | 161070.01 | 772973.43 |
| TMF | 2021-08-05 | 2021-10-14 | $288.61 | $257.11 | Long | 2140 | -10.91% | 711289.21 | 711289.21 |
| TMF | 2021-10-15 | 2021-10-18 | $255.01 | $255.01 | Long | 2240 | 0.00% | 711289.21 | 711289.21 |
| TMF | 2021-10-29 | 2021-11-11 | $262.18 | $273.27 | Long | 2138 | 4.23% | 142396.69 | 726300.29 |
| TQQQ | 2021-11-11 | 2021-11-18 | $79.24 | $83.58 | Long | 7479 | 5.49% | 136096.58 | 776831.75 |
| TMF | 2021-11-18 | 2021-11-19 | $259.31 | $268.01 | Long | 2435 | 3.36% | 142079.16 | 791308.03 |
| TQQQ | 2021-11-19 | 2021-11-22 | $85.90 | $87.29 | Long | 7528 | 1.62% | 161343.22 | 789128.71 |
| TMF | 2021-11-22 | 2022-01-05 | $266.77 | $247.56 | Long | 2391 | -7.20% | 753268.11 | 753268.11 |
| TBF | 2022-01-10 | 2022-01-11 | $15.76 | $15.62 | Long | 39132 | -0.90% | 747744.86 | 747744.86 |
| TBF | 2022-01-12 | 2022-01-13 | $15.50 | $15.57 | Long | 38775 | 0.49% | 750663.73 | 750663.73 |
| TBF | 2022-01-14 | 2022-12-14 | $15.56 | $19.83 | Long | 39044 | 27.39% | 917090.89 | 917090.89 |
| TMF | 2022-12-16 | 2022-12-19 | $91.35 | $89.32 | Long | 7740 | -2.22% | 901370.39 | 901370.39 |
| TBF | 2022-12-23 | 2023-01-17 | $20.77 | $20.21 | Long | 35540 | -2.68% | 147059.85 | 877566.45 |
| SPXL | 2023-01-17 | 2023-02-17 | $68.75 | $71.53 | Long | 10683 | 4.04% | 155255.84 | 901802.88 |
| TBF | 2023-02-17 | 2023-03-27 | $21.19 | $20.38 | Long | 35684 | -3.80% | 882512.46 | 882512.46 |
| TBF | 2023-03-28 | 2023-03-29 | $20.55 | $20.66 | Long | 35074 | 0.51% | 886191.97 | 886191.97 |
| TMF | 2023-03-31 | 2023-05-19 | $84.06 | $73.66 | Long | 8783 | -12.37% | 794866.62 | 794866.62 |
| TBF | 2023-05-24 | 2023-06-20 | $21.19 | $20.90 | Long | 30098 | -1.40% | 179196.17 | 790636.93 |
| TQQQ | 2023-06-20 | 2023-07-07 | $39.69 | $39.72 | Long | 15288 | 0.08% | 141446.87 | 787023.52 |
| TBF | 2023-07-07 | 2023-12-19 | $21.73 | $21.87 | Long | 29680 | 0.63% | 790524.75 | 790524.75 |
| TMF | 2023-12-21 | 2023-12-27 | $66.09 | $65.93 | Long | 9870 | -0.24% | 156679.32 | 791294.70 |
| TQQQ | 2023-12-27 | 2024-01-22 | $51.17 | $55.22 | Long | 12356 | 7.91% | 175263.74 | 839806.72 |
| TBF | 2024-01-22 | 2024-01-29 | $22.97 | $23.14 | Long | 28891 | 0.73% | 158649.20 | 861810.80 |
| TQQQ | 2024-01-29 | 2024-02-01 | $55.42 | $53.10 | Long | 12364 | -4.17% | 171116.89 | 810084.34 |
| TBF | 2024-02-01 | 2024-02-02 | $22.34 | $22.58 | Long | 28837 | 1.11% | 822394.19 | 822394.19 |
| TMF | 2024-02-05 | 2024-02-06 | $55.48 | $54.73 | Long | 11381 | -1.34% | 153760.50 | 805166.99 |
| TQQQ | 2024-02-06 | 2024-03-20 | $57.18 | $60.07 | Long | 11545 | 5.05% | 151076.73 | 865776.93 |
| SPXL | 2024-03-20 | 2024-03-21 | $129.02 | $134.67 | Long | 5396 | 4.38% | 133538.55 | 863163.55 |
| TQQQ | 2024-03-21 | 2024-03-22 | $63.75 | $62.27 | Long | 11674 | -2.32% | 167531.94 | 857623.48 |
| SPXL | 2024-03-22 | 2024-03-26 | $133.49 | $132.87 | Long | 5191 | -0.46% | 154400.25 | 843788.91 |
| TQQQ | 2024-03-26 | 2024-03-28 | $62.61 | $61.89 | Long | 11226 | -1.15% | 155054.64 | 848659.89 |