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 312.00
NoOfWins 176.00
NoOfLosses 136.00
SharpRatio 1.03
SortinoRatio 1.32
GrossProfit $579418.69
FirstDate 2010-08-03
LastDate 2021-09-08
FirstEquity $10000.00
FinalEquity $589418.69
OpenEquity $481978.29
LongEquity $579418.69
ShortEquity $0.00
PercentWins 56.41%
AveWin $5565.36
AveLoss $-2941.79
AveWinLoss 1.89
Expectancy 2.17%
AveDrawUp 94.53%
AveDrawDown -23.76%
MaxDrawDown -38.16%
Kelly 33.37%
Thrope 45.43
APR 44.38%
CalmarRatio 1.87

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
TMF 2010-08-03 2010-09-30 $9.48 $11.17 Long 851.0 17.86% 1988.36 11173.53
TQQQ 2010-09-30 2010-10-21 $1.17 $1.31 Long 8086.0 11.79% 2477.86 12287.83
TMF 2010-10-21 2010-11-05 $10.10 $9.19 Long 998.0 -8.96% 1877.08 11640.55
TQQQ 2010-11-05 2010-11-10 $1.48 $1.46 Long 6620.0 -0.96% 2839.23 11551.17
TMF 2010-11-10 2010-11-11 $8.63 $8.65 Long 1010.0 0.21% 2566.33 11856.77
TQQQ 2010-11-11 2010-11-15 $1.41 $1.40 Long 6398.0 -0.46% 2549.12 11116.04
TMF 2010-11-15 2010-11-26 $8.35 $8.67 Long 1076.0 3.85% 2380.33 11988.76
TQQQ 2010-11-26 2010-11-29 $1.40 $1.39 Long 6809.0 -0.57% 1875.62 11915.43
TMF 2010-11-29 2010-11-30 $8.89 $9.33 Long 1119.0 4.93% 2946.47 12257.73
TQQQ 2010-11-30 2010-12-23 $1.35 $1.56 Long 6956.0 16.04% 2547.35 13809.47
SPXL 2010-12-23 2011-01-04 $5.58 $5.82 Long 2019.0 4.13% 2435.71 14122.74
TQQQ 2011-01-04 2011-01-21 $1.63 $1.70 Long 7287.0 4.42% 3295.89 15123.35
TMF 2011-01-21 2011-01-27 $7.18 $7.27 Long 1604.0 1.21% 2591.49 15042.91
TQQQ 2011-01-27 2011-01-31 $1.76 $1.64 Long 7038.0 -6.49% 2413.53 13993.25
TMF 2011-01-31 2011-02-02 $7.40 $7.29 Long 1586.0 -1.42% 2549.63 13995.10
SPXL 2011-02-02 2011-02-03 $6.22 $6.20 Long 1839.0 -0.30% 2954.04 13856.61
TMF 2011-02-03 2011-02-04 $7.07 $6.96 Long 1554.0 -1.59% 2405.77 13841.15
SPXL 2011-02-04 2011-02-07 $6.28 $6.37 Long 1810.0 1.41% 2478.91 14027.70
TQQQ 2011-02-07 2011-02-23 $1.79 $1.74 Long 6386.0 -2.83% 2949.21 13413.64
SPXL 2011-02-23 2011-03-03 $6.40 $6.48 Long 1665.0 1.27% 2361.51 14083.30
TQQQ 2011-03-03 2011-03-08 $1.80 $1.74 Long 6325.0 -3.15% 2466.24 13228.92
TMF 2011-03-08 2011-03-09 $7.13 $7.12 Long 1531.0 -0.13% 2522.64 13399.92
SPXL 2011-03-09 2011-03-11 $6.45 $6.04 Long 1683.0 -6.34% 1915.55 12528.25
TMF 2011-03-11 2011-03-31 $7.59 $7.72 Long 1419.0 1.79% 2522.07 12882.99
SPXL 2011-03-31 2011-04-12 $6.57 $6.43 Long 1575.0 -2.18% 1987.03 12770.31
TMF 2011-04-12 2011-04-29 $7.30 $7.99 Long 1461.0 9.52% 2404.70 13746.61
SPXL 2011-04-29 2011-05-03 $7.10 $7.06 Long 1585.0 -0.59% 2304.79 13677.02
TMF 2011-05-03 2011-07-07 $8.22 $8.27 Long 1374.0 0.57% 2050.20 13874.16
TQQQ 2011-07-07 2011-07-12 $1.87 $1.79 Long 6198.0 -4.58% 2068.69 13067.53
TMF 2011-07-12 2011-07-14 $9.22 $9.02 Long 1200.0 -2.18% 2233.65 12434.17
TQQQ 2011-07-14 2011-07-15 $1.79 $1.77 Long 5968.0 -0.99% 3141.12 13056.75
TMF 2011-07-15 2011-10-28 $8.64 $12.87 Long 1116.0 48.92% 3466.62 17704.98
SPXL 2011-10-28 2011-11-01 $5.18 $4.47 Long 2712.0 -13.69% 175.97 15817.57
TMF 2011-11-01 2011-11-04 $15.88 $14.68 Long 970.0 -7.59% 2626.59 14527.97
SPXL 2011-11-04 2011-11-08 $4.82 $5.02 Long 2444.0 4.10% 2953.03 14568.17
TMF 2011-11-08 2011-11-09 $15.08 $15.65 Long 792.0 3.79% 4147.93 14855.94
SPXL 2011-11-09 2011-11-10 $4.77 $4.74 Long 2350.0 -0.56% 3733.09 15177.72
TMF 2011-11-10 2011-12-12 $15.04 $15.48 Long 768.0 2.94% 3152.23 15397.92
SPXL 2011-12-12 2011-12-13 $4.65 $4.64 Long 2681.0 -0.19% 2917.71 14944.48
TQQQ 2011-12-13 2011-12-14 $1.48 $1.39 Long 8572.0 -6.32% 1937.10 15306.61
TMF 2011-12-14 2011-12-22 $16.22 $16.23 Long 793.0 0.04% 2792.86 15011.43
SPXL 2011-12-22 2012-01-09 $4.67 $5.05 Long 2570.0 8.01% 2819.12 15781.12
TMF 2012-01-09 2012-01-11 $15.71 $15.94 Long 824.0 1.44% 3405.17 16137.87
SPXL 2012-01-11 2012-01-18 $5.14 $5.21 Long 2442.0 1.47% 2986.02 16562.12
TQQQ 2012-01-18 2012-03-05 $1.65 $2.20 Long 7973.0 33.20% 3736.97 20205.23
TMF 2012-03-05 2012-03-12 $15.17 $14.91 Long 1105.0 -1.75% 3907.00 20256.49
TQQQ 2012-03-12 2012-04-11 $2.21 $2.39 Long 7385.0 8.35% 4628.71 21468.12
TMF 2012-04-11 2012-06-19 $14.62 $19.01 Long 1159.0 30.01% 3531.90 27023.77
TQQQ 2012-06-19 2012-06-22 $2.07 $1.97 Long 11179.0 -4.92% 5039.73 25092.07
TMF 2012-06-22 2012-06-25 $18.82 $19.01 Long 1088.0 0.98% 5462.70 25017.98
TQQQ 2012-06-25 2012-06-26 $1.96 $1.91 Long 10334.0 -2.48% 5093.52 25356.40
TMF 2012-06-26 2012-06-28 $18.88 $19.42 Long 1066.0 2.89% 5538.26 25528.69
TQQQ 2012-06-28 2012-06-29 $1.92 $2.01 Long 10557.0 4.64% 4659.05 27170.01
SPXL 2012-06-29 2012-07-02 $5.86 $6.03 Long 3767.0 2.88% 4521.58 27484.88
TQQQ 2012-07-02 2012-07-05 $2.08 $2.14 Long 10960.0 2.81% 5142.39 27960.25
SPXL 2012-07-05 2012-07-06 $6.08 $5.89 Long 3764.0 -3.09% 4866.77 26714.66
TQQQ 2012-07-06 2012-07-09 $2.12 $2.07 Long 10566.0 -2.76% 5078.99 26653.72
SPXL 2012-07-09 2012-07-20 $5.88 $6.07 Long 3674.0 3.17% 4263.90 27586.22
TMF 2012-07-20 2012-08-20 $20.58 $16.97 Long 1123.0 -17.54% 4323.83 23429.99
TQQQ 2012-08-20 2012-08-21 $2.48 $2.52 Long 7660.0 1.54% 4662.81 24020.78
TMF 2012-08-21 2012-08-22 $16.95 $17.78 Long 1118.0 4.91% 5643.35 24895.58
TQQQ 2012-08-22 2012-08-23 $2.45 $2.46 Long 7725.0 0.71% 3932.32 24773.94
TMF 2012-08-23 2012-08-29 $18.31 $18.70 Long 1133.0 2.11% 4604.82 25101.58
TQQQ 2012-08-29 2012-09-06 $2.49 $2.49 Long 8223.0 -0.03% 5704.32 24687.08
TMF 2012-09-06 2012-09-07 $18.75 $19.00 Long 1035.0 1.31% 4559.99 25382.39
TQQQ 2012-09-07 2012-09-12 $2.59 $2.51 Long 8018.0 -3.09% 4549.58 24704.44
SPXL 2012-09-12 2012-10-09 $7.04 $7.31 Long 2864.0 3.72% 5054.59 25725.42
TMF 2012-10-09 2012-11-30 $16.97 $18.68 Long 1203.0 10.08% 5315.08 27465.33
SPXL 2012-11-30 2012-12-06 $6.73 $6.61 Long 3301.0 -1.71% 4861.29 26955.54
TMF 2012-12-06 2012-12-12 $18.98 $18.03 Long 1174.0 -5.01% 4440.59 25805.64
SPXL 2012-12-12 2012-12-13 $6.99 $6.91 Long 3089.0 -1.21% 5630.03 25930.27
TMF 2012-12-13 2012-12-18 $17.38 $17.00 Long 1159.0 -2.15% 4034.99 25936.69
SPXL 2012-12-18 2012-12-27 $6.98 $6.80 Long 3050.0 -2.62% 4731.09 25090.83
TMF 2012-12-27 2013-01-02 $17.30 $16.37 Long 1159.0 -5.37% 1594.60 24084.89
SPXL 2013-01-02 2013-04-08 $7.28 $8.91 Long 3039.0 22.52% 5629.57 28281.09
TMF 2013-04-08 2013-04-11 $17.68 $16.63 Long 1304.0 -5.91% 4668.46 27515.83
SPXL 2013-04-11 2013-04-16 $9.51 $9.06 Long 2381.0 -4.73% 5458.93 26243.67
TMF 2013-04-16 2013-04-25 $17.35 $17.47 Long 1198.0 0.67% 4601.07 26502.72
SPXL 2013-04-25 2013-04-29 $9.39 $9.46 Long 2320.0 0.70% 4940.89 26209.72
TMF 2013-04-29 2013-04-30 $18.03 $17.93 Long 1198.0 -0.56% 4949.83 26572.37
SPXL 2013-04-30 2013-05-02 $9.57 $9.45 Long 2244.0 -1.18% 5053.79 26325.09
TMF 2013-05-02 2013-05-03 $18.15 $17.54 Long 1163.0 -3.38% 2793.86 25569.96
TQQQ 2013-05-03 2013-05-16 $2.85 $3.07 Long 7938.0 7.50% 4897.41 26980.27
SPXL 2013-05-16 2013-05-20 $10.76 $10.95 Long 2068.0 1.79% 5062.36 27624.83
TQQQ 2013-05-20 2013-05-21 $3.11 $3.12 Long 7225.0 0.27% 5126.93 27629.04
SPXL 2013-05-21 2013-06-03 $11.01 $10.36 Long 2042.0 -5.94% 5391.15 26348.78
TQQQ 2013-06-03 2013-06-04 $3.01 $3.03 Long 6945.0 0.93% 4910.93 26152.01
SPXL 2013-06-04 2013-07-05 $10.46 $10.16 Long 2060.0 -2.88% 4459.95 25965.92
TQQQ 2013-07-05 2013-07-08 $2.91 $2.97 Long 7362.0 2.15% 4738.01 26325.11
SPXL 2013-07-08 2013-07-12 $10.42 $11.10 Long 2069.0 6.53% 4579.07 27948.56
TQQQ 2013-07-12 2013-07-22 $3.22 $3.20 Long 7174.0 -0.66% 5106.37 27606.82
SPXL 2013-07-22 2013-07-29 $11.50 $11.35 Long 1953.0 -1.31% 4557.45 27278.30
TQQQ 2013-07-29 2013-08-16 $3.24 $3.27 Long 6999.0 0.94% 5306.12 27088.10
TMF 2013-08-16 2013-08-23 $10.74 $10.44 Long 2064.0 -2.82% 4202.19 26831.54
TQQQ 2013-08-23 2013-08-28 $3.43 $3.21 Long 6607.0 -6.37% 4738.33 25306.47
TMF 2013-08-28 2013-08-30 $11.18 $11.34 Long 1849.0 1.40% 4307.47 25241.24
TQQQ 2013-08-30 2013-09-03 $3.33 $3.34 Long 6423.0 0.22% 5982.42 25590.60
TMF 2013-09-03 2013-09-05 $10.96 $10.61 Long 1803.0 -3.20% 4170.84 25177.73
TQQQ 2013-09-05 2013-10-09 $3.43 $3.53 Long 6114.0 2.94% 5041.88 25384.26
TMF 2013-10-09 2013-10-11 $11.44 $11.50 Long 1809.0 0.58% 4741.58 26491.95
TQQQ 2013-10-11 2013-11-19 $3.66 $4.33 Long 5766.0 18.24% 5999.41 29586.73
SPXL 2013-11-19 2013-11-25 $13.61 $14.01 Long 1742.0 2.98% 5404.93 30323.80
TQQQ 2013-11-25 2014-01-28 $4.51 $4.70 Long 5541.0 4.16% 5866.99 31508.95
TMF 2014-01-28 2014-01-29 $11.93 $12.07 Long 2145.0 1.21% 6530.44 31627.32
TQQQ 2014-01-29 2014-01-30 $4.65 $4.79 Long 5430.0 3.06% 6861.26 32635.94
TMF 2014-01-30 2014-01-31 $12.10 $12.35 Long 2122.0 2.08% 7078.19 33747.59
TQQQ 2014-01-31 2014-02-03 $4.71 $4.80 Long 5520.0 2.07% 6358.54 34718.76
TMF 2014-02-03 2014-02-12 $12.31 $11.75 Long 2213.0 -4.59% 5066.75 32317.10
TQQQ 2014-02-12 2014-03-17 $5.28 $5.37 Long 5168.0 1.70% 6345.79 33122.06
SPXL 2014-03-17 2014-03-19 $15.04 $15.55 Long 1760.0 3.38% 5491.10 33221.08
TQQQ 2014-03-19 2014-03-24 $5.61 $5.42 Long 5029.0 -3.41% 6841.70 32132.98
SPXL 2014-03-24 2014-03-27 $15.55 $15.01 Long 1666.0 -3.45% 5213.96 32123.18
TMF 2014-03-27 2014-04-02 $12.94 $12.25 Long 2059.0 -5.33% 5138.69 30567.89
SPXL 2014-04-02 2014-04-03 $15.94 $16.11 Long 1587.0 1.08% 5865.78 30888.25
TMF 2014-04-03 2014-06-06 $12.29 $14.07 Long 2021.0 14.45% 5861.23 34419.93
TQQQ 2014-06-06 2014-06-12 $5.94 $5.94 Long 4790.0 0.07% 6329.28 34793.77
TMF 2014-06-12 2014-06-16 $13.77 $14.12 Long 2033.0 2.60% 7010.70 35236.04
TQQQ 2014-06-16 2014-06-19 $5.84 $6.02 Long 4799.0 3.03% 6206.18 35898.30
SPXL 2014-06-19 2014-06-25 $17.85 $17.52 Long 1663.0 -1.87% 5847.84 35163.80
TMF 2014-06-25 2014-06-30 $14.41 $14.59 Long 2047.0 1.25% 6546.32 35872.30
TQQQ 2014-06-30 2014-07-09 $6.18 $6.33 Long 4716.0 2.41% 6831.29 36595.78
TMF 2014-07-09 2014-08-20 $14.32 $15.71 Long 2066.0 9.74% 7164.70 39399.39
TQQQ 2014-08-20 2014-08-21 $7.14 $7.18 Long 4497.0 0.49% 7523.79 39915.28
TMF 2014-08-21 2014-08-27 $15.72 $16.37 Long 2031.0 4.16% 7984.97 40759.02
TQQQ 2014-08-27 2014-08-29 $7.35 $7.37 Long 4463.0 0.28% 8134.24 40957.61
TMF 2014-08-29 2014-09-02 $16.91 $16.30 Long 1936.0 -3.60% 6124.38 39712.69
TQQQ 2014-09-02 2014-09-05 $7.46 $7.34 Long 4502.0 -1.49% 7782.93 38691.58
TMF 2014-09-05 2014-09-09 $15.92 $15.55 Long 1973.0 -2.31% 6993.32 37701.90
TQQQ 2014-09-09 2014-09-10 $7.46 $7.30 Long 4219.0 -2.07% 7732.85 37847.90
TMF 2014-09-10 2014-10-29 $15.32 $17.01 Long 1963.0 10.99% 6928.38 41058.24
TQQQ 2014-10-29 2014-11-18 $7.33 $8.03 Long 4664.0 9.55% 8941.57 44542.87
TMF 2014-11-18 2014-11-19 $17.25 $17.06 Long 2055.0 -1.06% 7344.10 43644.38
TQQQ 2014-11-19 2014-11-20 $8.16 $7.97 Long 4492.0 -2.30% 6930.36 42656.57
TMF 2014-11-20 2014-11-25 $17.50 $17.70 Long 2071.0 1.18% 7729.55 43579.31
TQQQ 2014-11-25 2014-12-01 $8.46 $8.68 Long 4237.0 2.58% 7510.81 43450.83
TMF 2014-12-01 2014-12-19 $18.86 $19.65 Long 1962.0 4.18% 7592.91 46374.06
TQQQ 2014-12-19 2014-12-26 $8.29 $8.43 Long 4640.0 1.72% 8997.63 46785.76
SPXL 2014-12-26 2014-12-29 $21.53 $21.49 Long 1752.0 -0.21% 8373.12 46757.66
TQQQ 2014-12-29 2014-12-30 $8.52 $8.46 Long 4493.0 -0.69% 8534.02 46065.06
SPXL 2014-12-30 2015-01-07 $21.48 $19.44 Long 1762.0 -9.51% 8871.32 43339.72
TMF 2015-01-07 2015-01-08 $22.73 $22.55 Long 1492.0 -0.78% 6070.21 43518.31
SPXL 2015-01-08 2015-01-14 $20.18 $18.85 Long 1806.0 -6.57% 8577.32 40654.92
TQQQ 2015-01-14 2015-01-16 $7.43 $7.22 Long 4243.0 -2.83% 6286.74 38353.99
TMF 2015-01-16 2015-02-06 $24.64 $23.42 Long 1337.0 -4.97% 5642.75 36877.84
TQQQ 2015-02-06 2015-02-09 $8.18 $7.90 Long 3908.0 -3.41% 7475.31 36504.07
SPXL 2015-02-09 2015-02-11 $20.17 $20.77 Long 1439.0 2.95% 7435.91 37566.48
TMF 2015-02-11 2015-02-13 $22.10 $22.05 Long 1354.0 -0.23% 6352.93 37823.60
TQQQ 2015-02-13 2015-03-09 $8.74 $9.05 Long 3541.0 3.58% 7509.38 38393.37
TMF 2015-03-09 2015-03-16 $19.65 $21.21 Long 1572.0 7.93% 8501.23 41720.67
TQQQ 2015-03-16 2015-03-17 $8.56 $8.72 Long 3777.0 1.81% 7100.40 41718.19
TMF 2015-03-17 2015-03-19 $21.55 $22.86 Long 1593.0 6.06% 6648.30 43567.09
TQQQ 2015-03-19 2015-03-27 $9.13 $8.44 Long 4038.0 -7.61% 8475.71 41443.46
TMF 2015-03-27 2015-03-31 $22.18 $22.30 Long 1453.0 0.50% 7471.26 40135.55
TQQQ 2015-03-31 2015-04-02 $8.76 $8.44 Long 3813.0 -3.67% 7963.51 40006.43
SPXL 2015-04-02 2015-04-09 $20.55 $21.22 Long 1542.0 3.26% 6951.49 41341.78
TQQQ 2015-04-09 2015-05-01 $8.80 $9.11 Long 3835.0 3.59% 8338.55 41340.57
TMF 2015-05-01 2015-06-04 $19.72 $16.73 Long 1702.0 -15.16% 8034.06 36648.41
TQQQ 2015-06-04 2015-06-05 $9.50 $9.41 Long 3028.0 -0.99% 7190.46 36341.55
TMF 2015-06-05 2015-06-08 $16.53 $16.60 Long 1774.0 0.40% 7361.95 35799.91
TQQQ 2015-06-08 2015-06-17 $9.36 $9.28 Long 3128.0 -0.87% 6319.27 36346.54
SPXL 2015-06-17 2015-06-18 $21.90 $22.11 Long 1373.0 0.95% 6905.63 37669.65
TQQQ 2015-06-18 2015-06-30 $9.38 $8.93 Long 3172.0 -4.83% 6916.67 35293.76
TMF 2015-06-30 2015-10-29 $16.25 $18.75 Long 1743.0 15.42% 6919.23 39904.72
TQQQ 2015-10-29 2015-10-30 $10.00 $10.10 Long 3269.0 1.07% 8386.22 40336.46
TMF 2015-10-30 2015-11-03 $18.32 $18.17 Long 1723.0 -0.82% 6714.17 40211.00
TQQQ 2015-11-03 2015-11-06 $10.23 $10.26 Long 3224.0 0.30% 8720.95 39421.79
TMF 2015-11-06 2015-11-09 $17.21 $16.63 Long 1805.0 -3.40% 6937.75 38069.85
TQQQ 2015-11-09 2015-11-10 $10.22 $9.84 Long 3112.0 -3.65% 6509.12 37748.75
TMF 2015-11-10 2015-12-01 $16.75 $18.07 Long 1854.0 7.87% 7818.79 40606.24
TQQQ 2015-12-01 2015-12-03 $10.20 $10.27 Long 3158.0 0.77% 8873.08 38780.88
TMF 2015-12-03 2016-03-07 $18.11 $21.43 Long 1733.0 18.28% 9046.15 46699.82
SPXL 2016-03-07 2016-03-23 $17.73 $19.31 Long 2085.0 8.92% 9686.54 50380.39
TMF 2016-03-23 2016-04-12 $21.32 $22.77 Long 1858.0 6.80% 10222.36 52888.26
TQQQ 2016-04-12 2016-04-13 $8.39 $8.77 Long 4981.0 4.63% 9330.68 54556.31
SPXL 2016-04-13 2016-05-06 $20.05 $19.17 Long 2224.0 -4.40% 8660.43 51567.43
TMF 2016-05-06 2016-05-09 $22.72 $22.50 Long 1906.0 -0.95% 8888.66 51774.29
SPXL 2016-05-09 2016-05-13 $19.59 $19.73 Long 2178.0 0.72% 8932.60 52720.99
TMF 2016-05-13 2016-05-31 $22.98 $21.72 Long 1868.0 -5.50% 8032.06 49519.74
TQQQ 2016-05-31 2016-06-08 $8.69 $8.70 Long 4773.0 0.17% 9442.81 49827.99
SPXL 2016-06-08 2016-06-14 $21.34 $20.17 Long 1880.0 -5.52% 7780.94 46527.40
TMF 2016-06-14 2016-06-21 $25.65 $24.58 Long 1543.0 -4.15% 8965.38 45623.34
SPXL 2016-06-21 2016-06-22 $20.66 $20.66 Long 1779.0 0.02% 9464.20 45905.02
TMF 2016-06-22 2016-07-11 $24.12 $29.64 Long 1503.0 22.89% 8532.61 54121.77
SPXL 2016-07-11 2016-07-21 $21.84 $22.97 Long 2083.0 5.18% 9638.99 55959.18
TQQQ 2016-07-21 2016-10-18 $9.40 $10.54 Long 4973.0 12.18% 13603.46 63239.22
TMF 2016-10-18 2016-10-20 $23.18 $24.13 Long 2091.0 4.09% 12829.72 64073.06
TQQQ 2016-10-20 2016-10-21 $10.40 $10.43 Long 4923.0 0.26% 12352.40 63943.02
TMF 2016-10-21 2016-11-11 $24.10 $18.72 Long 2151.0 -22.32% 10881.69 52825.19
SPXL 2016-11-11 2017-01-09 $22.62 $26.49 Long 1845.0 17.08% 9940.85 60127.83
TQQQ 2017-01-09 2017-03-08 $11.53 $14.05 Long 4319.0 21.87% 15192.70 71249.44
TMF 2017-03-08 2017-03-20 $16.38 $16.88 Long 3384.0 3.01% 13989.16 72483.24
TQQQ 2017-03-20 2017-03-21 $14.47 $14.68 Long 4030.0 1.41% 13836.80 74882.43
TMF 2017-03-21 2017-03-30 $17.05 $17.95 Long 3478.0 5.29% 13456.97 76603.98
TQQQ 2017-03-30 2017-04-04 $14.63 $14.51 Long 4293.0 -0.80% 12508.58 75141.09
TMF 2017-04-04 2017-04-07 $18.18 $18.36 Long 3480.0 0.99% 15475.34 76367.84
TQQQ 2017-04-07 2017-04-10 $14.54 $14.59 Long 4189.0 0.30% 15814.30 76800.65
TMF 2017-04-10 2017-04-21 $18.04 $19.23 Long 3369.0 6.63% 14616.28 80358.70
TQQQ 2017-04-21 2017-05-17 $14.75 $16.73 Long 4474.0 13.41% 12702.11 90580.23
TMF 2017-05-17 2017-06-05 $18.75 $19.92 Long 4094.0 6.28% 15143.36 94270.22
TQQQ 2017-06-05 2017-06-08 $18.48 $18.58 Long 4282.0 0.57% 19089.37 94141.39
TMF 2017-06-08 2017-06-09 $19.88 $19.50 Long 3805.0 -1.91% 17019.02 87507.33
TQQQ 2017-06-09 2017-06-13 $18.59 $17.13 Long 4103.0 -7.82% 17646.43 87954.73
TMF 2017-06-13 2017-06-14 $19.46 $20.32 Long 3580.0 4.44% 17777.30 88594.87
TQQQ 2017-06-14 2017-06-15 $17.47 $16.51 Long 4158.0 -5.47% 14202.78 86396.31
TMF 2017-06-15 2017-06-26 $20.46 $21.45 Long 3531.0 4.86% 15451.11 87764.25
TQQQ 2017-06-26 2017-06-30 $17.97 $16.44 Long 4145.0 -8.50% 17532.05 83209.05
SPXL 2017-06-30 2017-07-12 $32.33 $32.69 Long 2044.0 1.11% 15205.90 84581.29
TMF 2017-07-12 2017-07-13 $19.40 $19.28 Long 3564.0 -0.64% 14430.80 84089.99
TQQQ 2017-07-13 2017-07-25 $17.44 $18.71 Long 3983.0 7.27% 18643.07 88063.47
TMF 2017-07-25 2017-09-05 $19.50 $21.49 Long 3605.0 10.18% 21291.76 94805.06
TQQQ 2017-09-05 2017-09-21 $19.01 $18.97 Long 3935.0 -0.24% 18211.46 95477.83
SPXL 2017-09-21 2017-10-09 $35.52 $37.47 Long 2188.0 5.49% 17777.19 99610.69
TQQQ 2017-10-09 2017-10-23 $19.95 $20.39 Long 4132.0 2.20% 19150.04 100778.98
SPXL 2017-10-23 2017-10-24 $38.67 $38.28 Long 2143.0 -1.00% 21135.43 101380.13
TMF 2017-10-24 2017-10-25 $19.23 $18.85 Long 4163.0 -1.98% 17875.99 98793.55
SPXL 2017-10-25 2017-10-26 $38.10 $38.00 Long 2145.0 -0.27% 18480.95 98290.86
TMF 2017-10-26 2017-10-30 $19.06 $19.44 Long 4245.0 1.99% 17365.45 101799.13
TQQQ 2017-10-30 2017-10-31 $21.19 $21.58 Long 3947.0 1.87% 18893.62 102513.96
TMF 2017-10-31 2017-11-03 $19.72 $20.31 Long 4242.0 2.99% 19478.86 106513.96
TQQQ 2017-11-03 2017-11-08 $21.71 $22.32 Long 3942.0 2.81% 19549.97 106938.35
TMF 2017-11-08 2017-11-13 $20.87 $19.99 Long 4212.0 -4.23% 21135.86 104868.53
TQQQ 2017-11-13 2017-11-14 $22.02 $22.09 Long 3752.0 0.35% 19299.26 104832.81
TMF 2017-11-14 2017-11-17 $19.94 $20.56 Long 4249.0 3.10% 19297.76 105581.33
TQQQ 2017-11-17 2017-11-30 $22.61 $22.53 Long 3864.0 -0.32% 20450.06 107467.52
SPXL 2017-11-30 2017-12-18 $41.35 $43.97 Long 2078.0 6.33% 18905.23 112360.97
TQQQ 2017-12-18 2017-12-27 $24.29 $23.46 Long 3825.0 -3.42% 20448.85 108618.71
SPXL 2017-12-27 2018-01-03 $43.57 $44.30 Long 2024.0 1.66% 17561.65 112429.78
TQQQ 2018-01-03 2018-02-05 $24.36 $26.24 Long 3799.0 7.73% 22603.35 121135.37
TMF 2018-02-05 2018-02-27 $17.44 $17.10 Long 5426.0 -1.97% 20222.98 111827.77
TQQQ 2018-02-27 2018-02-28 $29.32 $28.69 Long 3246.0 -2.14% 22835.84 113860.53
TMF 2018-02-28 2018-03-07 $17.09 $17.21 Long 5296.0 0.67% 24688.09 116638.20
TQQQ 2018-03-07 2018-03-27 $27.63 $26.60 Long 3231.0 -3.73% 23094.93 113081.41
TMF 2018-03-27 2018-04-18 $17.71 $18.37 Long 4942.0 3.72% 18360.91 114407.83
TQQQ 2018-04-18 2018-04-23 $26.35 $24.88 Long 3625.0 -5.58% 22778.17 108935.83
TMF 2018-04-23 2018-04-24 $17.07 $16.99 Long 5024.0 -0.50% 20650.03 101478.45
TQQQ 2018-04-24 2018-04-25 $24.67 $22.90 Long 3546.0 -7.15% 24062.70 102404.51
SPXL 2018-04-25 2018-04-26 $39.72 $40.55 Long 1959.0 2.09% 19933.57 104162.20
TMF 2018-04-26 2018-04-27 $16.79 $17.10 Long 4978.0 1.88% 14989.67 101490.88
TQQQ 2018-04-27 2018-05-01 $25.37 $23.63 Long 3551.0 -6.83% 18065.74 97977.07
TMF 2018-05-01 2018-05-02 $17.38 $17.29 Long 4652.0 -0.49% 15302.28 96521.10
TQQQ 2018-05-02 2018-05-04 $24.78 $23.88 Long 3358.0 -3.62% 16582.42 95154.95
TMF 2018-05-04 2018-05-07 $17.52 $17.41 Long 4504.0 -0.65% 11312.00 95718.48
TQQQ 2018-05-07 2018-07-23 $25.93 $31.93 Long 3227.0 23.13% 23928.23 111977.12
TMF 2018-07-23 2018-08-23 $18.02 $18.81 Long 5017.0 4.37% 21535.74 118283.52
TQQQ 2018-08-23 2018-08-24 $32.87 $33.22 Long 2943.0 1.06% 23092.23 120260.09
SPXL 2018-08-24 2018-08-27 $50.64 $51.88 Long 1900.0 2.44% 20995.90 123044.96
TQQQ 2018-08-27 2018-09-07 $34.33 $32.62 Long 2932.0 -4.99% 21633.49 116068.47
TMF 2018-09-07 2019-02-20 $17.67 $18.91 Long 5375.0 6.99% 21383.41 123917.33
SPXL 2019-02-20 2019-02-21 $43.71 $43.66 Long 2331.0 -0.11% 25045.57 122747.05
TMF 2019-02-21 2019-02-25 $18.48 $18.53 Long 5308.0 0.26% 19950.28 122167.72
SPXL 2019-02-25 2019-02-28 $45.04 $44.17 Long 2297.0 -1.93% 22699.83 121671.54
TQQQ 2019-02-28 2019-03-01 $25.44 $26.04 Long 3881.0 2.38% 27624.48 122142.47
TMF 2019-03-01 2019-03-04 $17.77 $17.76 Long 5411.0 -0.05% 23587.48 121297.32
SPXL 2019-03-04 2019-03-05 $45.41 $44.41 Long 2205.0 -2.20% 23330.87 122906.91
TMF 2019-03-05 2019-07-02 $17.75 $24.31 Long 5532.0 36.99% 33123.57 159489.27
TQQQ 2019-07-02 2019-07-03 $32.07 $32.70 Long 3889.0 1.96% 28466.39 162200.40
TMF 2019-07-03 2019-09-11 $24.81 $28.47 Long 5313.0 14.76% 31689.84 182466.03
SPXL 2019-09-11 2019-09-12 $52.28 $53.72 Long 2832.0 2.75% 29936.85 182888.50
TQQQ 2019-09-12 2019-09-13 $33.18 $32.84 Long 4638.0 -1.02% 33403.14 181117.06
SPXL 2019-09-13 2019-09-25 $53.98 $51.53 Long 2757.0 -4.54% 30889.37 169716.81
TMF 2019-09-25 2019-12-17 $30.12 $26.73 Long 4801.0 -11.24% 29266.22 158737.21
TQQQ 2019-12-17 2020-01-13 $41.27 $47.36 Long 3149.0 14.77% 34825.60 178682.61
TMF 2020-01-13 2020-01-17 $26.56 $26.32 Long 5407.0 -0.88% 25491.31 177438.96
TQQQ 2020-01-17 2020-01-23 $49.85 $50.16 Long 3042.0 0.62% 30007.66 178246.82
TMF 2020-01-23 2020-03-16 $28.23 $40.96 Long 5246.0 45.12% 46065.62 250646.51
TMF 2020-03-16 2020-04-20 $40.96 $43.79 Long 4854.0 6.89% 59162.99 256714.58
TQQQ 2020-04-20 2020-04-21 $32.59 $31.33 Long 6119.0 -3.88% 29521.91 247149.24
TMF 2020-04-21 2020-04-30 $46.62 $43.80 Long 4748.0 -6.05% 35537.23 235637.26
TQQQ 2020-04-30 2020-05-05 $35.20 $33.86 Long 5736.0 -3.81% 54843.39 231563.25
TMF 2020-05-05 2020-05-06 $41.49 $39.70 Long 4217.0 -4.30% 29710.61 221297.40
TQQQ 2020-05-06 2020-05-07 $34.77 $35.91 Long 5538.0 3.29% 48110.27 237011.00
TMF 2020-05-07 2020-05-11 $39.99 $39.94 Long 4514.0 -0.12% 42434.14 236434.97
TQQQ 2020-05-11 2020-05-12 $36.73 $38.73 Long 5062.0 5.44% 48656.29 242644.80
TMF 2020-05-12 2020-05-27 $39.59 $39.18 Long 4795.0 -1.04% 54853.58 240933.27
TQQQ 2020-05-27 2020-06-01 $39.05 $41.03 Long 4652.0 5.06% 47139.06 246577.99
TMF 2020-06-01 2020-06-02 $38.77 $38.54 Long 5122.0 -0.61% 39522.66 247489.23
TQQQ 2020-06-02 2020-06-09 $42.12 $45.44 Long 4867.0 7.89% 47783.49 261876.97
SPXL 2020-06-09 2020-06-10 $47.01 $47.55 Long 4529.0 1.15% 39218.83 266338.01
TQQQ 2020-06-10 2020-07-08 $47.98 $55.21 Long 4667.0 15.08% 55536.03 297848.06
TMF 2020-07-08 2020-07-16 $40.20 $42.38 Long 6004.0 5.41% 73436.01 312717.96
TQQQ 2020-07-16 2020-08-28 $55.02 $78.64 Long 4299.0 42.94% 99088.38 407277.77
TMF 2020-08-28 2020-08-31 $38.15 $37.99 Long 8189.0 -0.44% 77708.45 416079.82
TQQQ 2020-08-31 2020-09-01 $79.27 $82.96 Long 4194.0 4.65% 86445.67 439116.10
TMF 2020-09-01 2020-09-11 $38.23 $39.92 Long 8872.0 4.41% 108870.43 426776.43
TQQQ 2020-09-11 2020-09-14 $63.50 $63.50 Long 5224.0 0.00% 91344.41 438302.90
TMF 2020-09-14 2020-09-15 $40.33 $39.88 Long 8660.0 -1.12% 64033.97 436942.25
TQQQ 2020-09-15 2020-09-18 $66.66 $61.43 Long 5590.0 -7.85% 71773.78 393538.87
SPXL 2020-09-18 2020-09-22 $53.06 $49.84 Long 6326.0 -6.07% 49555.80 395668.59
TQQQ 2020-09-22 2020-09-25 $60.60 $57.53 Long 5569.0 -5.06% 69978.22 369242.73
TMF 2020-09-25 2020-09-28 $40.54 $40.36 Long 7399.0 -0.46% 32566.11 369707.84
TQQQ 2020-09-28 2020-10-28 $64.64 $64.71 Long 5198.0 0.10% 49537.71 364370.15
TMF 2020-10-28 2020-11-06 $37.76 $36.51 Long 8458.0 -3.32% 59105.50 361375.10
TQQQ 2020-11-06 2020-11-09 $74.93 $77.84 Long 3993.0 3.88% 97189.36 369291.69
TMF 2020-11-09 2020-11-10 $34.02 $33.29 Long 8017.0 -2.13% 89545.88 365371.10
SPXL 2020-11-10 2020-11-27 $60.70 $65.94 Long 4523.0 8.63% 67298.44 390207.25
TQQQ 2020-11-27 2021-01-07 $78.02 $87.69 Long 4108.0 12.39% 70880.66 435420.54
SPXL 2021-01-07 2021-01-21 $73.44 $78.24 Long 4856.0 6.53% 70659.91 455320.39
TQQQ 2021-01-21 2021-02-23 $100.25 $91.78 Long 3792.0 -8.45% 71095.73 426105.24
SPXL 2021-02-23 2021-04-09 $77.78 $92.76 Long 4469.0 19.26% 95578.21 497840.71
TQQQ 2021-04-09 2021-04-19 $104.02 $110.15 Long 3750.0 5.89% 94725.11 505309.82
SPXL 2021-04-19 2021-04-21 $98.13 $94.75 Long 4218.0 -3.44% 83019.56 496275.81
TMF 2021-04-21 2021-04-22 $23.98 $24.24 Long 17157.0 1.08% 84071.91 488130.56
SPXL 2021-04-22 2021-05-13 $97.78 $91.26 Long 4242.0 -6.66% 100344.47 470375.70
TMF 2021-05-13 2021-05-17 $22.17 $22.62 Long 16730.0 2.03% 83582.86 478940.02
SPXL 2021-05-17 2021-06-10 $96.85 $102.01 Long 4080.0 5.33% 101676.81 510844.17
TQQQ 2021-06-10 2021-07-08 $105.43 $123.69 Long 3776.0 17.31% 78641.57 566357.69
TMF 2021-07-08 2021-07-13 $29.15 $27.98 Long 16812.0 -4.01% 110051.87 550118.77
TQQQ 2021-07-13 2021-07-14 $130.38 $133.36 Long 3367.0 2.29% 121615.24 566559.74
TMF 2021-07-14 2021-08-12 $27.47 $27.43 Long 15925.0 -0.15% 112583.07 565002.03
TQQQ 2021-08-12 2021-08-13 $133.81 $136.18 Long 3332.0 1.77% 101351.75 581684.11
TMF 2021-08-13 2021-09-02 $27.87 $29.28 Long 16684.0 5.06% 111672.62 584037.32
TQQQ 2021-09-02 2021-09-08 $151.95 $151.81 Long 3147.0 -0.09% 107440.40 592140.77

Signals

Strategy Ratio Size Ticker Date State Type Profit Tick
3xADM-d 0.90 0.82 TMF 2021-09-07 Hold Long 4.48% EOD
momentum  TQQQ  SPXL  TMF