Strategy - 3xADM


Leveraged Accelerating Dual Momentum

Description

This extends the work of swhanly with a variation of accelerating dual momentum. 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 Close of the signal day

Details

Metrics

Metric Measure
AccountName 913aa558-5a2c-4bae-9954-cac45074f5d1
NoOfTrades 326.00
NoOfWins 188.00
NoOfLosses 138.00
SharpRatio 0.93
SortinoRatio 1.18
GrossProfit $1217989.86
FirstDate 2010-08-30
LastDate 2024-03-28
FirstEquity $10000.00
FinalEquity $1227989.86
OpenEquity $1108160.04
LongEquity $1217989.86
ShortEquity $0.00
PercentWins 57.67%
AveWin 6.42%
AveLoss -4.14%
AveWinLoss 1.55
Expectancy 1.95%
MedianDrawUp 119.60%
MednDrawDown -25.25%
MaxDrawDown -41.12%
Kelly 30.32%
Thorpe 2.41
Rachev 1.18
PAPR 12.89%
APR 42.52%
CalmarRatio 1.76

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
TMF 2010-08-30 2010-08-31 $114.19 $117.99 Long 79 3.33% 1097.32 10300.18
TMF 2010-08-31 2010-09-29 $117.99 $107.47 Long 78 -8.91% 989.85 9479.80
TMF 2010-09-29 2010-09-30 $107.47 $107.34 Long 79 -0.12% 923.51 9469.60
TQQQ 2010-09-30 2010-10-28 $0.55 $0.66 Long 15453 20.13% 1091.59 11189.77
TQQQ 2010-10-28 2010-10-29 $0.66 $0.66 Long 15200 -0.48% 1086.30 11141.31
TQQQ 2010-10-29 2010-11-29 $0.66 $0.68 Long 15208 2.46% 1110.69 11389.10
TQQQ 2010-11-29 2010-11-30 $0.68 $0.65 Long 15172 -3.80% 1072.89 10998.36
TQQQ 2010-11-30 2010-12-30 $0.65 $0.76 Long 15230 15.88% 1226.19 12574.25
TQQQ 2010-12-30 2010-12-31 $0.76 $0.75 Long 15027 -0.92% 1216.46 12470.08
TQQQ 2010-12-31 2011-01-28 $0.75 $0.80 Long 15040 6.43% 1286.54 13193.79
TQQQ 2011-01-28 2011-01-31 $0.80 $0.81 Long 14952 1.48% 1304.32 13370.06
TQQQ 2011-01-31 2011-02-25 $0.81 $0.88 Long 14930 8.35% 1402.39 14377.81
TQQQ 2011-02-25 2011-02-28 $0.88 $0.88 Long 14818 0.73% 1411.22 14472.27
TQQQ 2011-02-28 2011-03-30 $0.88 $0.86 Long 14808 -2.76% 1376.05 14111.13
TQQQ 2011-03-30 2011-03-31 $0.86 $0.86 Long 14849 0.42% 1387.24 14165.23
SPXL 2011-03-31 2011-04-28 $6.45 $6.96 Long 1980 7.85% 1484.68 15167.96
SPXL 2011-04-28 2011-04-29 $6.96 $7.02 Long 1966 0.86% 1491.70 15285.98
SPXL 2011-04-29 2011-05-27 $7.02 $6.56 Long 1965 -6.62% 1406.49 14372.51
SPXL 2011-05-27 2011-05-31 $6.56 $6.76 Long 1978 3.09% 1447.03 14772.90
SPXL 2011-05-31 2011-06-29 $6.76 $6.17 Long 1972 -8.62% 1329.71 13623.96
SPXL 2011-06-29 2011-06-30 $6.17 $6.35 Long 1991 2.82% 1367.80 13970.28
SPXL 2011-06-30 2011-07-28 $6.35 $6.01 Long 1985 -5.33% 1301.69 13298.06
SPXL 2011-07-28 2011-07-29 $6.01 $5.90 Long 1996 -1.77% 1364.27 13086.06
TMF 2011-07-29 2011-08-30 $89.48 $119.02 Long 131 33.02% 1721.33 16956.22
TMF 2011-08-30 2011-08-31 $119.02 $113.95 Long 128 -4.27% 1607.39 16306.41
TMF 2011-08-31 2011-09-29 $113.95 $150.02 Long 129 31.66% 2057.45 20959.89
TMF 2011-09-29 2011-09-30 $150.02 $161.07 Long 126 7.36% 2218.51 22351.93
TMF 2011-09-30 2011-10-27 $161.07 $120.70 Long 125 -25.06% 17306.00 17306.00
TMF 2011-10-28 2011-10-31 $125.49 $140.34 Long 124 11.83% 1886.09 19147.38
TMF 2011-10-31 2011-11-29 $140.34 $154.69 Long 123 10.23% 2040.78 20913.40
TMF 2011-11-29 2011-11-30 $154.69 $147.20 Long 122 -4.84% 2040.78 19999.37
TMF 2011-11-30 2011-12-29 $147.20 $159.73 Long 122 8.51% 2200.52 21528.13
TMF 2011-12-29 2011-12-30 $159.73 $161.13 Long 121 0.87% 2200.52 21697.15
TMF 2011-12-30 2012-01-30 $161.13 $153.56 Long 121 -4.70% 2046.96 20781.20
TMF 2012-01-30 2012-01-31 $153.56 $158.72 Long 122 3.36% 2088.15 21410.62
TQQQ 2012-01-31 2012-02-28 $0.87 $1.06 Long 22138 21.74% 2497.24 25611.15
TQQQ 2012-02-28 2012-02-29 $1.06 $1.05 Long 21753 -1.31% 2467.88 25307.37
TQQQ 2012-02-29 2012-03-29 $1.05 $1.22 Long 21781 16.27% 2829.99 29023.58
TQQQ 2012-03-29 2012-03-30 $1.22 $1.21 Long 21484 -0.70% 2813.04 28840.94
TQQQ 2012-03-30 2012-04-27 $1.21 $1.18 Long 21498 -2.27% 2755.06 28249.21
TQQQ 2012-04-27 2012-04-30 $1.18 $1.16 Long 21547 -2.08% 2702.92 27719.35
TQQQ 2012-04-30 2012-05-17 $1.16 $0.91 Long 21592 -21.67% 22298.29 22298.29
TQQQ 2012-05-30 2012-05-31 $0.94 $0.92 Long 21521 -1.43% 2146.42 22010.81
TQQQ 2012-05-31 2012-06-28 $0.92 $0.92 Long 21552 0.02% 2147.34 22015.19
TQQQ 2012-06-28 2012-06-29 $0.92 $1.01 Long 21551 9.77% 2336.58 23956.18
TQQQ 2012-06-29 2012-07-30 $1.01 $1.03 Long 21364 2.22% 2383.13 24436.12
TQQQ 2012-07-30 2012-07-31 $1.03 $1.04 Long 21319 0.06% 2384.16 24449.06
TQQQ 2012-07-31 2012-08-30 $1.04 $1.18 Long 21318 13.67% 2678.29 27464.98
TQQQ 2012-08-30 2012-08-31 $1.18 $1.20 Long 21068 2.13% 2729.96 27993.73
TQQQ 2012-08-31 2012-09-27 $1.20 $1.26 Long 21025 4.65% 2844.39 29168.18
TQQQ 2012-09-27 2012-09-28 $1.26 $1.23 Long 20934 -2.40% 2789.29 28536.88
SPXL 2012-09-28 2012-10-31 $6.94 $6.51 Long 3708 -6.21% 2632.98 26938.71
SPXL 2012-10-31 2012-11-29 $6.51 $6.60 Long 3732 1.36% 2659.39 27269.03
SPXL 2012-11-29 2012-11-30 $6.60 $6.58 Long 3728 -0.28% 2652.80 27200.17
SPXL 2012-11-30 2012-12-28 $6.58 $6.41 Long 3729 -2.69% 2588.75 26540.06
SPXL 2012-12-28 2012-12-31 $6.41 $6.75 Long 3739 5.31% 2716.92 27812.02
SPXL 2012-12-31 2013-01-30 $6.75 $7.87 Long 3720 16.61% 3125.98 31980.69
SPXL 2013-01-30 2013-01-31 $7.87 $7.80 Long 3668 -0.83% 3094.78 31740.73
SPXL 2013-01-31 2013-02-27 $7.80 $8.10 Long 3672 3.87% 3208.22 32848.59
SPXL 2013-02-27 2013-02-28 $8.10 $8.04 Long 3658 -0.84% 3184.11 32600.83
SPXL 2013-02-28 2013-03-27 $8.04 $8.90 Long 3661 10.82% 3495.78 35784.83
SPXL 2013-03-27 2013-03-28 $8.90 $8.96 Long 3626 0.60% 3513.70 35977.39
SPXL 2013-03-28 2013-04-29 $8.96 $9.39 Long 3624 4.83% 3663.95 37544.96
SPXL 2013-04-29 2013-04-30 $9.39 $9.45 Long 3608 0.66% 3682.85 37769.89
SPXL 2013-04-30 2013-05-30 $9.45 $10.55 Long 3606 11.55% 4073.02 41708.14
SPXL 2013-05-30 2013-05-31 $10.55 $10.10 Long 3569 -4.20% 3921.49 40127.58
SPXL 2013-05-31 2013-06-27 $10.10 $9.72 Long 3584 -3.78% 3785.40 38760.50
SPXL 2013-06-27 2013-06-28 $9.72 $9.52 Long 3598 -2.02% 3718.73 38054.35
SPXL 2013-06-28 2013-07-30 $9.52 $11.11 Long 3605 16.65% 4274.26 43772.79
SPXL 2013-07-30 2013-07-31 $11.11 $11.14 Long 3555 0.25% 4277.86 43871.29
TQQQ 2013-07-31 2013-08-29 $1.61 $1.62 Long 24530 0.18% 4284.33 43940.78
TQQQ 2013-08-29 2013-08-30 $1.62 $1.59 Long 24526 -1.87% 4212.92 43201.18
TQQQ 2013-08-30 2013-09-27 $1.59 $1.83 Long 24571 15.64% 4807.43 49298.05
TQQQ 2013-09-27 2013-09-30 $1.83 $1.82 Long 24247 -0.63% 4780.08 49018.34
TQQQ 2013-09-30 2013-10-30 $1.82 $2.10 Long 24262 15.44% 5447.32 55848.77
TQQQ 2013-10-30 2013-10-31 $2.10 $2.09 Long 23945 -0.64% 5413.86 55524.08
TQQQ 2013-10-31 2013-11-27 $2.09 $2.27 Long 23961 8.56% 5831.59 59811.06
TQQQ 2013-11-27 2013-11-29 $2.27 $2.31 Long 23777 1.64% 5919.27 60696.52
TQQQ 2013-11-29 2013-12-30 $2.31 $2.46 Long 23739 6.76% 6281.41 64400.87
TQQQ 2013-12-30 2013-12-31 $2.46 $2.51 Long 23592 1.96% 6391.93 65542.06
TQQQ 2013-12-31 2014-01-30 $2.51 $2.37 Long 23548 -5.70% 6062.67 62172.53
TQQQ 2014-01-30 2014-01-31 $2.37 $2.35 Long 23687 -0.70% 6025.03 61779.42
TQQQ 2014-01-31 2014-02-27 $2.35 $2.73 Long 23703 15.99% 6892.62 70692.84
TQQQ 2014-02-27 2014-02-28 $2.73 $2.71 Long 23385 -0.50% 6862.76 70370.99
TQQQ 2014-02-28 2014-03-28 $2.71 $2.44 Long 23396 -10.16% 6233.54 63921.67
TQQQ 2014-03-28 2014-03-31 $2.44 $2.49 Long 23654 1.99% 6354.48 65070.67
SPXL 2014-03-31 2014-04-29 $15.27 $15.35 Long 3846 0.56% 6385.18 65399.24
SPXL 2014-04-29 2014-04-30 $15.35 $15.51 Long 3844 1.05% 6447.24 66020.53
SPXL 2014-04-30 2014-05-29 $15.51 $16.47 Long 3840 6.18% 6809.63 69700.09
SPXL 2014-05-29 2014-05-30 $16.47 $16.51 Long 3818 0.25% 6916.02 69858.76
TMF 2014-05-30 2014-06-27 $140.81 $138.25 Long 447 -1.82% 6777.77 68713.43
TMF 2014-06-27 2014-06-30 $138.25 $139.41 Long 448 0.84% 6750.52 69231.51
TQQQ 2014-06-30 2014-07-30 $3.03 $3.32 Long 20638 9.74% 7345.19 75314.19
TQQQ 2014-07-30 2014-07-31 $3.32 $3.12 Long 20459 -6.09% 7005.08 71172.75
TMF 2014-07-31 2014-08-28 $141.65 $161.63 Long 453 14.10% 7974.84 80222.17
TMF 2014-08-28 2014-08-29 $161.63 $162.08 Long 447 0.28% 7844.50 80424.89
TQQQ 2014-08-29 2014-09-29 $3.60 $3.49 Long 20148 -3.14% 7621.17 78149.09
TQQQ 2014-09-29 2014-09-30 $3.49 $3.50 Long 20212 0.37% 7749.15 78410.93
TMF 2014-09-30 2014-10-30 $151.31 $164.80 Long 467 8.92% 8408.36 84711.51
TMF 2014-10-30 2014-10-31 $164.80 $163.51 Long 463 -0.78% 8204.44 84113.10
TQQQ 2014-10-31 2014-11-26 $3.73 $4.20 Long 20336 12.61% 9137.64 93688.14
TQQQ 2014-11-26 2014-11-28 $4.20 $4.27 Long 20114 1.49% 9261.36 94950.34
TQQQ 2014-11-28 2014-12-30 $4.27 $4.07 Long 20085 -4.52% 8882.53 91076.98
TQQQ 2014-12-30 2014-12-31 $4.07 $3.95 Long 20178 -3.13% 8629.99 88503.30
TQQQ 2014-12-31 2015-01-29 $3.95 $3.76 Long 20242 -4.76% 8261.70 84700.21
TQQQ 2015-01-29 2015-01-30 $3.76 $3.67 Long 20340 -2.30% 8089.12 82945.93
TQQQ 2015-01-30 2015-02-26 $3.67 $4.57 Long 20387 24.38% 9870.28 101197.86
TQQQ 2015-02-26 2015-02-27 $4.57 $4.51 Long 19997 -1.32% 9753.10 99991.38
TQQQ 2015-02-27 2015-03-30 $4.51 $4.30 Long 20023 -4.50% 9357.14 95930.57
TQQQ 2015-03-30 2015-03-31 $4.30 $4.17 Long 20115 -3.10% 9094.39 93250.59
TQQQ 2015-03-31 2015-04-29 $4.17 $4.60 Long 20178 10.34% 9941.15 101953.04
TQQQ 2015-04-29 2015-04-30 $4.60 $4.39 Long 19994 -4.70% 9520.12 97629.36
TQQQ 2015-04-30 2015-05-28 $4.39 $4.74 Long 20090 8.18% 10222.31 104837.55
TQQQ 2015-05-28 2015-05-29 $4.74 $4.66 Long 19942 -1.69% 10068.39 103238.56
TQQQ 2015-05-29 2015-06-29 $4.66 $4.26 Long 19975 -8.69% 9280.48 95141.38
TQQQ 2015-06-29 2015-06-30 $4.26 $4.31 Long 20160 1.14% 9375.25 96121.05
TQQQ 2015-06-30 2015-07-30 $4.31 $4.90 Long 20138 13.70% 10531.08 108003.03
TQQQ 2015-07-30 2015-07-31 $4.90 $4.88 Long 19902 -0.31% 10506.20 107704.84
TBF 2015-07-31 2015-08-28 $22.90 $22.84 Long 4244 -0.28% 10483.36 107432.79
TBF 2015-08-28 2015-08-31 $22.84 $22.99 Long 4245 0.68% 10552.34 108093.64
TBF 2015-08-31 2015-09-29 $22.99 $22.38 Long 4242 -2.67% 10306.16 105490.98
TBF 2015-09-29 2015-09-30 $22.38 $22.45 Long 4253 0.33% 10328.61 105802.56
TBF 2015-09-30 2015-10-29 $22.45 $22.66 Long 4252 0.94% 10419.27 106698.11
TBF 2015-10-29 2015-10-30 $22.66 $22.52 Long 4248 -0.65% 10351.71 106075.70
TBF 2015-10-30 2015-11-27 $22.52 $22.77 Long 4251 1.10% 10465.54 107126.75
TBF 2015-11-27 2015-11-30 $22.77 $22.67 Long 4246 -0.40% 10420.19 106737.94
TBF 2015-11-30 2015-12-30 $22.67 $22.76 Long 4248 0.36% 10442.95 107088.04
TBF 2015-12-30 2015-12-31 $22.76 $22.65 Long 4247 -0.48% 10512.76 106621.34
TMF 2015-12-31 2016-01-28 $168.32 $193.71 Long 571 15.09% 11868.75 121122.43
TMF 2016-01-28 2016-01-29 $193.71 $198.18 Long 564 2.31% 12066.93 123641.80
TMF 2016-01-29 2016-02-26 $198.18 $213.53 Long 563 7.75% 12921.05 132284.39
TMF 2016-02-26 2016-02-29 $213.53 $215.43 Long 559 0.89% 13136.48 133349.11
TMF 2016-02-29 2016-03-30 $215.43 $209.99 Long 558 -2.53% 12716.50 130312.48
TMF 2016-03-30 2016-03-31 $209.99 $214.05 Long 560 1.93% 12930.55 132585.42
TMF 2016-03-31 2016-04-28 $214.05 $207.18 Long 559 -3.21% 12723.37 128744.80
TMF 2016-04-28 2016-04-29 $207.18 $208.93 Long 560 0.84% 12649.10 129722.55
SPXL 2016-04-29 2016-05-27 $19.45 $20.46 Long 6019 5.19% 13242.43 135795.80
SPXL 2016-05-27 2016-05-31 $20.46 $20.36 Long 5990 -0.46% 13201.70 135228.75
SPXL 2016-05-31 2016-06-29 $20.36 $19.54 Long 5992 -4.07% 12713.29 130261.89
SPXL 2016-06-29 2016-06-30 $19.54 $20.31 Long 6017 3.96% 13410.73 134916.04
TMF 2016-06-30 2016-07-28 $257.97 $266.95 Long 471 3.48% 13677.68 139145.28
TMF 2016-07-28 2016-07-29 $266.95 $273.64 Long 470 2.51% 13874.19 142289.16
TQQQ 2016-07-29 2016-08-30 $4.78 $4.93 Long 26871 3.26% 14283.78 146478.62
TQQQ 2016-08-30 2016-08-31 $4.93 $4.92 Long 26788 -0.26% 14249.33 146131.48
TQQQ 2016-08-31 2016-09-29 $4.92 $5.10 Long 26795 3.67% 14723.86 150970.97
TQQQ 2016-09-29 2016-09-30 $5.10 $5.21 Long 26702 2.06% 14994.64 153771.61
TQQQ 2016-09-30 2016-10-28 $5.21 $5.00 Long 26650 -4.07% 14445.13 148127.30
TQQQ 2016-10-28 2016-10-31 $5.00 $4.97 Long 26760 -0.57% 14370.62 147368.74
TQQQ 2016-10-31 2016-11-29 $4.97 $5.19 Long 26775 4.48% 14951.90 153332.28
TQQQ 2016-11-29 2016-11-30 $5.19 $5.02 Long 26663 -3.24% 14529.42 148851.32
SPXL 2016-11-30 2016-12-29 $23.47 $25.14 Long 5723 7.13% 15459.76 158431.59
SPXL 2016-12-29 2016-12-30 $25.14 $24.88 Long 5686 -1.06% 15300.05 156921.79
TQQQ 2016-12-30 2017-01-30 $5.15 $6.00 Long 27487 16.40% 17567.09 180152.51
TQQQ 2017-01-30 2017-01-31 $6.00 $5.96 Long 27109 -0.55% 17477.63 179252.30
TQQQ 2017-01-31 2017-02-27 $5.96 $6.82 Long 27124 14.29% 19733.83 202362.98
TQQQ 2017-02-27 2017-02-28 $6.82 $6.76 Long 26793 -0.78% 19591.81 200930.76
TQQQ 2017-02-28 2017-03-30 $6.76 $7.16 Long 26814 5.89% 20637.36 211615.63
TQQQ 2017-03-30 2017-03-31 $7.16 $7.14 Long 26668 -0.24% 20594.49 211162.06
TQQQ 2017-03-31 2017-04-27 $7.14 $7.68 Long 26674 7.46% 21976.40 225377.38
TQQQ 2017-04-27 2017-04-28 $7.68 $7.72 Long 26494 0.57% 22092.21 226536.12
TQQQ 2017-04-28 2017-05-30 $7.72 $8.61 Long 26479 11.57% 24400.85 250190.98
TQQQ 2017-05-30 2017-05-31 $8.61 $8.60 Long 26211 -0.12% 24375.04 249915.00
TQQQ 2017-05-31 2017-06-29 $8.60 $7.94 Long 26214 -7.75% 22668.54 232441.64
TQQQ 2017-06-29 2017-06-30 $7.94 $7.91 Long 26429 -0.35% 22597.35 231713.87
TQQQ 2017-06-30 2017-07-28 $7.91 $9.02 Long 26438 14.05% 25456.98 261092.09
TQQQ 2017-07-28 2017-07-31 $9.02 $8.90 Long 26121 -1.30% 25163.16 258024.49
TQQQ 2017-07-31 2017-08-30 $8.90 $9.09 Long 26154 2.14% 25645.13 263002.41
TQQQ 2017-08-30 2017-08-31 $9.09 $9.35 Long 26101 2.84% 26383.04 269745.99
TMF 2017-08-31 2017-09-28 $204.33 $188.18 Long 1191 -7.91% 24501.27 250501.83
TMF 2017-09-28 2017-09-29 $188.18 $189.45 Long 1201 0.68% 24580.66 252028.12
TQQQ 2017-09-29 2017-10-30 $9.25 $10.41 Long 24580 12.55% 27361.41 280576.00
TQQQ 2017-10-30 2017-10-31 $10.41 $10.52 Long 24313 1.06% 27624.53 283254.08
TQQQ 2017-10-31 2017-11-29 $10.52 $10.84 Long 24288 2.95% 28361.32 290788.22
TQQQ 2017-11-29 2017-11-30 $10.84 $11.10 Long 24220 2.48% 29001.14 297300.83
SPXL 2017-11-30 2017-12-28 $41.08 $42.95 Long 6531 4.54% 30203.65 309486.21
SPXL 2017-12-28 2017-12-29 $42.95 $42.55 Long 6503 -0.92% 29933.42 306926.85
TQQQ 2017-12-29 2018-01-30 $11.24 $14.17 Long 24654 26.15% 36991.48 379350.10
TQQQ 2018-01-30 2018-01-31 $14.17 $14.35 Long 24156 1.23% 37407.57 383576.02
TQQQ 2018-01-31 2018-02-08 $14.35 $10.53 Long 24127 -26.61% 291459.83 291459.83
TQQQ 2018-02-27 2018-02-28 $13.74 $13.46 Long 19144 -2.01% 27905.56 286172.57
TQQQ 2018-02-28 2018-03-28 $13.46 $11.04 Long 19183 -17.96% 23388.20 239779.90
TQQQ 2018-03-28 2018-03-29 $11.04 $11.66 Long 19592 5.54% 24553.84 251760.23
TQQQ 2018-03-29 2018-04-27 $11.66 $11.86 Long 19492 1.74% 24933.35 255722.78
TQQQ 2018-04-27 2018-04-30 $11.86 $11.61 Long 19460 -2.13% 24457.46 250805.32
TQQQ 2018-04-30 2018-05-30 $11.61 $13.61 Long 19501 17.25% 28268.02 289849.05
TQQQ 2018-05-30 2018-05-31 $13.61 $13.58 Long 19221 -0.21% 28213.70 289288.62
TQQQ 2018-05-31 2018-06-28 $13.58 $13.81 Long 19225 1.72% 28655.72 293772.99
TQQQ 2018-06-28 2018-06-29 $13.81 $13.88 Long 19193 0.46% 28766.73 294985.49
TQQQ 2018-06-29 2018-07-30 $13.88 $14.63 Long 19185 5.46% 30186.28 309529.40
TQQQ 2018-07-30 2018-07-31 $14.63 $14.93 Long 19088 1.99% 30723.62 315094.93
TQQQ 2018-07-31 2018-08-30 $14.93 $17.52 Long 19052 17.35% 35540.57 364442.13
TQQQ 2018-08-30 2018-08-31 $17.52 $17.57 Long 18777 0.29% 35628.41 365400.22
TQQQ 2018-08-31 2018-09-27 $17.57 $17.31 Long 18772 -1.45% 35160.98 360611.00
TQQQ 2018-09-27 2018-09-28 $17.31 $17.29 Long 18799 -0.15% 35126.41 360108.56
TQQQ 2018-09-28 2018-10-10 $17.29 $13.55 Long 18801 -21.61% 289895.23 289895.23
TQQQ 2018-10-30 2018-10-31 $11.88 $12.69 Long 22015 6.75% 29993.58 307547.36
TBF 2018-10-31 2018-11-29 $22.20 $21.95 Long 12502 -1.12% 29686.25 304441.71
TBF 2018-11-29 2018-11-30 $21.95 $21.86 Long 12516 -0.42% 29576.95 303290.18
TBF 2018-11-30 2018-12-28 $21.86 $20.76 Long 12521 -5.02% 28248.18 289538.02
TBF 2018-12-28 2018-12-31 $20.76 $20.68 Long 12585 -0.40% 28291.13 288491.93
TMF 2018-12-31 2019-01-30 $179.20 $175.78 Long 1452 -1.91% 27763.79 283521.66
TMF 2019-01-30 2019-01-31 $175.78 $179.94 Long 1455 2.37% 28303.62 289579.08
TMF 2019-01-31 2019-02-27 $179.94 $173.84 Long 1452 -3.39% 27434.44 280713.18
TMF 2019-02-27 2019-02-28 $173.84 $171.80 Long 1457 -1.17% 27090.84 277747.70
TMF 2019-02-28 2019-03-28 $171.80 $201.37 Long 1459 17.21% 31319.64 320891.62
TMF 2019-03-28 2019-03-29 $201.37 $201.00 Long 1438 -0.18% 31319.64 320357.60
TMF 2019-03-29 2019-04-29 $201.00 $185.12 Long 1438 -7.90% 29098.15 297528.27
TMF 2019-04-29 2019-04-30 $185.12 $187.82 Long 1450 1.45% 29473.78 301432.22
TMF 2019-04-30 2019-05-30 $187.82 $219.20 Long 1448 16.71% 33857.71 346870.66
TMF 2019-05-30 2019-05-31 $219.20 $227.46 Long 1428 3.77% 34995.01 358669.96
TMF 2019-05-31 2019-06-27 $227.46 $232.25 Long 1423 2.11% 35691.78 365493.64
TMF 2019-06-27 2019-06-28 $232.25 $231.79 Long 1420 -0.20% 35576.84 364832.72
TQQQ 2019-06-28 2019-07-30 $15.03 $16.67 Long 21905 10.88% 39076.77 400652.69
TQQQ 2019-07-30 2019-07-31 $16.67 $15.96 Long 21695 -4.22% 37757.16 385395.64
TMF 2019-07-31 2019-08-29 $232.53 $313.99 Long 1495 35.03% 49688.64 507166.53
TMF 2019-08-29 2019-08-30 $313.99 $314.17 Long 1457 0.06% 49688.64 507437.78
TMF 2019-08-30 2019-09-13 $314.17 $249.85 Long 1457 -20.47% 413717.88 413717.88
TMF 2019-09-27 2019-09-30 $284.18 $285.67 Long 1313 0.53% 40592.07 415677.19
TMF 2019-09-30 2019-10-30 $285.67 $263.47 Long 1313 -7.77% 37693.86 386532.48
TMF 2019-10-30 2019-10-31 $263.47 $273.92 Long 1324 3.96% 39063.46 400362.54
TMF 2019-10-31 2019-11-27 $273.92 $270.47 Long 1319 -1.26% 38792.99 395810.94
TMF 2019-11-27 2019-11-29 $270.47 $268.42 Long 1320 -0.76% 38329.07 393102.52
TQQQ 2019-11-29 2019-12-30 $18.92 $20.95 Long 18754 10.74% 42058.07 431214.68
TQQQ 2019-12-30 2019-12-31 $20.95 $21.07 Long 18576 0.57% 42268.76 433430.43
TQQQ 2019-12-31 2020-01-30 $21.07 $23.97 Long 18566 13.78% 47518.80 487347.91
TQQQ 2020-01-30 2020-01-31 $23.97 $22.79 Long 18347 -4.91% 45451.53 465731.61
TMF 2020-01-31 2020-02-27 $298.92 $336.48 Long 1406 12.57% 50835.24 518545.79
TMF 2020-02-27 2020-02-28 $336.48 $352.46 Long 1390 4.75% 52950.01 540755.88
TMF 2020-02-28 2020-03-17 $352.46 $330.69 Long 1384 -6.18% 510623.65 510623.65
TMF 2020-03-30 2020-03-31 $403.15 $394.44 Long 1143 -2.16% 49033.47 500666.74
TMF 2020-03-31 2020-04-29 $394.44 $418.61 Long 1145 6.13% 51545.11 528337.46
TMF 2020-04-29 2020-04-30 $418.61 $405.02 Long 1139 -3.24% 50330.03 512867.58
TMF 2020-04-30 2020-05-28 $405.02 $371.77 Long 1142 -8.21% 46612.32 474893.29
TMF 2020-05-28 2020-05-29 $371.77 $378.80 Long 1152 1.89% 47369.91 482986.28
TMF 2020-05-29 2020-06-29 $378.80 $385.63 Long 1150 1.81% 48141.18 490849.78
TMF 2020-06-29 2020-06-30 $385.63 $380.86 Long 1148 -1.24% 47341.82 485365.65
TQQQ 2020-06-30 2020-07-30 $23.77 $27.57 Long 18427 16.00% 54179.95 555431.54
TQQQ 2020-07-30 2020-07-31 $27.57 $29.06 Long 18179 5.39% 56795.39 582470.00
TQQQ 2020-07-31 2020-08-28 $29.06 $38.39 Long 18089 32.11% 73265.16 751251.26
TQQQ 2020-08-28 2020-08-31 $38.39 $39.28 Long 17660 2.31% 74797.06 766942.40
TQQQ 2020-08-31 2020-09-08 $39.28 $29.61 Long 17621 -24.63% 596479.74 596479.74
TQQQ 2020-09-29 2020-09-30 $31.25 $31.86 Long 17228 1.98% 59217.57 607131.95
TQQQ 2020-09-30 2020-10-29 $31.86 $30.73 Long 17195 -3.57% 57312.44 587584.50
TQQQ 2020-10-29 2020-10-30 $30.73 $28.59 Long 17257 -6.96% 53710.02 550701.13
TQQQ 2020-10-30 2020-11-27 $28.59 $38.27 Long 17383 33.85% 70127.57 718946.04
TQQQ 2020-11-27 2020-11-30 $38.27 $38.47 Long 16954 0.52% 70435.30 722288.98
TQQQ 2020-11-30 2020-12-30 $38.47 $43.91 Long 16946 14.16% 79437.28 814569.46
TQQQ 2020-12-30 2020-12-31 $43.91 $44.26 Long 16741 0.78% 80012.59 820315.54
TQQQ 2020-12-31 2021-01-28 $44.26 $46.97 Long 16728 6.14% 84427.96 865759.88
TQQQ 2021-01-28 2021-01-29 $46.97 $44.05 Long 16634 -6.23% 79671.00 817088.59
TQQQ 2021-01-29 2021-02-25 $44.05 $42.79 Long 16742 -2.84% 77659.64 796140.63
TQQQ 2021-02-25 2021-02-26 $42.79 $43.44 Long 16789 1.50% 78713.83 806930.10
SPXL 2021-02-26 2021-03-30 $73.56 $82.37 Long 9900 11.99% 87198.26 894207.32
SPXL 2021-03-30 2021-03-31 $82.37 $83.30 Long 9797 1.13% 88114.61 903334.22
SPXL 2021-03-31 2021-04-29 $83.30 $98.62 Long 9786 18.39% 102710.69 1053230.98
SPXL 2021-04-29 2021-04-30 $98.62 $96.81 Long 9638 -1.84% 101064.95 1035746.02
SPXL 2021-04-30 2021-05-27 $96.81 $97.52 Long 9655 0.74% 101747.62 1042657.66
SPXL 2021-05-27 2021-05-28 $97.52 $98.11 Long 9648 0.60% 102238.18 1048334.34
SPXL 2021-05-28 2021-06-29 $98.11 $104.17 Long 9643 6.17% 107967.26 1106702.42
SPXL 2021-06-29 2021-06-30 $104.17 $104.56 Long 9588 0.38% 108280.94 1110464.85
SPXL 2021-06-30 2021-07-29 $104.56 $113.49 Long 9585 8.55% 116679.54 1196127.22
SPXL 2021-07-29 2021-07-30 $113.49 $111.72 Long 9511 -1.56% 115003.75 1179238.98
SPXL 2021-07-30 2021-08-30 $111.72 $122.23 Long 9526 9.40% 124781.82 1279326.43
SPXL 2021-08-30 2021-08-31 $122.23 $121.73 Long 9446 -0.41% 124308.08 1274600.39
TQQQ 2021-08-31 2021-09-29 $72.78 $61.34 Long 15805 -15.72% 106703.75 1093773.11
TQQQ 2021-09-29 2021-09-30 $61.34 $60.65 Long 16092 -1.13% 105674.61 1082648.11
TMF 2021-09-30 2021-10-28 $251.28 $266.00 Long 3888 5.86% 111260.70 1139898.46
TMF 2021-10-28 2021-10-29 $266.00 $269.06 Long 3867 1.15% 112365.08 1151730.38
TQQQ 2021-10-29 2021-11-29 $75.54 $83.17 Long 13759 10.10% 122594.97 1256698.51
TQQQ 2021-11-29 2021-11-30 $83.17 $79.60 Long 13636 -4.30% 118043.08 1207969.83
TMF 2021-11-30 2021-12-30 $288.95 $268.50 Long 3772 -7.08% 110524.94 1130843.24
TMF 2021-12-30 2021-12-31 $268.50 $269.08 Long 3800 0.21% 110524.94 1133023.41
TMF 2021-12-31 2022-01-28 $269.08 $241.25 Long 3800 -10.34% 100392.33 1027285.30
TMF 2022-01-28 2022-01-31 $241.25 $237.33 Long 3842 -1.63% 98699.48 1012222.82
TBF 2022-01-31 2022-02-25 $15.64 $16.19 Long 58414 3.55% 101857.30 1044652.41
TBF 2022-02-25 2022-02-28 $16.19 $15.85 Long 58219 -2.15% 99892.42 1024383.11
TBF 2022-02-28 2022-03-30 $15.85 $16.70 Long 58343 5.40% 104752.72 1074340.77
TBF 2022-03-30 2022-03-31 $16.70 $16.65 Long 58052 -0.34% 104436.45 1071063.27
TBF 2022-03-31 2022-04-28 $16.65 $18.12 Long 58071 8.88% 112809.24 1156852.08
TBF 2022-04-28 2022-04-29 $18.12 $18.36 Long 57609 1.30% 114131.03 1170404.02
TBF 2022-04-29 2022-05-27 $18.36 $18.30 Long 57537 -0.31% 113801.60 1167155.65
TBF 2022-05-27 2022-05-31 $18.30 $18.69 Long 57555 2.11% 115969.34 1189360.02
TBF 2022-05-31 2022-06-29 $18.69 $19.05 Long 57439 1.91% 117969.07 1209898.20
TBF 2022-06-29 2022-06-30 $19.05 $18.87 Long 57334 -0.94% 116969.16 1199647.86
TBF 2022-06-30 2022-07-28 $18.87 $18.35 Long 57387 -2.74% 114070.06 1169948.48
TBF 2022-07-28 2022-07-29 $18.35 $18.39 Long 57545 0.21% 114290.70 1172114.36
TBF 2022-07-29 2022-08-30 $18.39 $19.08 Long 57533 3.79% 118202.65 1212175.22
TBF 2022-08-30 2022-08-31 $19.08 $19.26 Long 57328 0.94% 119204.25 1222424.49
TBF 2022-08-31 2022-09-29 $19.26 $20.70 Long 57276 7.47% 127236.29 1304883.03
TBF 2022-09-29 2022-09-30 $20.70 $20.98 Long 56888 1.36% 128810.05 1320941.88
TBF 2022-09-30 2022-10-28 $20.98 $22.15 Long 56813 5.56% 135255.76 1387230.84
TBF 2022-10-28 2022-10-31 $22.15 $22.34 Long 56522 0.85% 136305.67 1397867.83
TBF 2022-10-31 2022-11-29 $22.34 $20.98 Long 56475 -6.07% 128835.57 1321345.10
TBF 2022-11-29 2022-11-30 $20.98 $20.86 Long 56831 -0.58% 128168.01 1314393.25
TBF 2022-11-30 2022-12-29 $20.86 $21.19 Long 56863 1.56% 129968.78 1332840.41
TBF 2022-12-29 2022-12-30 $21.19 $21.42 Long 56778 1.11% 131275.50 1346247.34
TBF 2022-12-30 2023-01-30 $21.42 $20.13 Long 56717 -6.04% 124110.05 1272856.22
TBF 2023-01-30 2023-01-31 $20.13 $19.95 Long 57073 -0.89% 123174.94 1262613.96
SPXL 2023-01-31 2023-02-27 $72.35 $66.85 Long 15749 -7.60% 114684.55 1176050.73
SPXL 2023-02-27 2023-02-28 $66.85 $66.12 Long 15876 -1.09% 113538.30 1164478.44
TBF 2023-02-28 2023-03-30 $21.08 $20.45 Long 49851 -3.01% 110471.22 1132853.02
TBF 2023-03-30 2023-03-31 $20.45 $20.15 Long 50001 -1.45% 109041.50 1118070.42
TMF 2023-03-31 2023-04-27 $86.29 $82.21 Long 11693 -4.73% 104437.63 1070346.09
TMF 2023-04-27 2023-04-28 $82.21 $86.00 Long 11749 4.61% 108737.72 1114873.77
TMF 2023-04-28 2023-05-30 $86.00 $75.12 Long 11699 -12.66% 96343.25 987543.57
TMF 2023-05-30 2023-05-31 $75.12 $76.96 Long 11864 2.46% 98422.94 1009448.88
TBF 2023-05-31 2023-06-29 $20.87 $21.19 Long 43659 1.55% 99800.34 1023591.42
TBF 2023-06-29 2023-06-30 $21.19 $20.96 Long 43594 -1.09% 98830.51 1013481.54
TQQQ 2023-06-30 2023-07-28 $40.52 $44.69 Long 22572 10.29% 108037.11 1107623.68
TQQQ 2023-07-28 2023-07-31 $44.69 $44.78 Long 22366 0.20% 108216.24 1109613.12
TQQQ 2023-07-31 2023-08-30 $44.78 $41.57 Long 22362 -7.17% 101191.06 1037784.83
TQQQ 2023-08-30 2023-08-31 $41.57 $41.94 Long 22531 0.90% 102012.85 1046246.69
TBF 2023-08-31 2023-09-28 $22.46 $24.52 Long 42047 9.19% 110497.18 1133055.53
TBF 2023-09-28 2023-09-29 $24.52 $24.52 Long 41701 0.00% 110497.18 1133055.53
TBF 2023-09-29 2023-10-30 $24.52 $25.86 Long 41701 5.45% 115927.14 1188757.52
TBF 2023-10-30 2023-10-31 $25.86 $26.03 Long 41491 0.68% 116630.02 1196039.19
TBF 2023-10-31 2023-11-29 $26.03 $23.46 Long 41464 -9.89% 106214.46 1089311.10
TBF 2023-11-29 2023-11-30 $23.46 $23.74 Long 41908 1.21% 107377.78 1101160.55
TBF 2023-11-30 2023-12-28 $23.74 $21.75 Long 41859 -8.38% 99242.95 1017847.87
TBF 2023-12-28 2023-12-29 $21.75 $21.95 Long 42233 0.91% 100080.87 1026233.15
TQQQ 2023-12-29 2024-01-30 $50.52 $55.74 Long 18331 10.32% 109388.73 1121771.13
TQQQ 2024-01-30 2024-01-31 $55.74 $52.46 Long 18164 -5.88% 103618.45 1062219.22
TQQQ 2024-01-31 2024-02-28 $52.46 $58.74 Long 18274 11.97% 114778.14 1176945.38
TQQQ 2024-02-28 2024-02-29 $58.74 $60.15 Long 18084 2.41% 117304.45 1202535.44
TQQQ 2024-02-29 2024-03-27 $60.15 $61.95 Long 18042 2.99% 120463.90 1235006.35
TQQQ 2024-03-27 2024-03-28 $61.95 $61.56 Long 17991 -0.63% 119829.82 1227989.86

Signals

Strategy Size Ticker Date State Type Profit TimeFrame
3xADM 0.90 SPXL 2024-03-28 Hold Long -13.86% EndOfMonth
momentum  TQQQ  SPXL  TMF  TBF