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 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

Signals

Strategy Ratio Size Ticker Date State Type Profit Tick
3xADM-d 0.90 0.72 TIP 2022-08-10 Hold Long -6.55% EOD
momentum  TQQQ  SPXL  TMF