Strategy - Alternate


Description

This extends the work of swhanly with accelerating dual momentum. However, here the use of alternate funds for a more diversified performance.

This strategy uses the following risk-on assets: VO, VB, SCHB, QLD, TMF, GLD, IWM. with TMF being the risk off haven.

It will buy only two risk-on assets at a time.

Trading happens on the Close of the signal day

Details

Metrics

Metric Measure
AccountName 8813746a-3a3c-40f3-855a-bc3001d39583
NoOfTrades 402.00
NoOfWins 238.00
NoOfLosses 164.00
SharpRatio 0.65
SortinoRatio 0.80
GrossProfit $370674.35
FirstDate 2004-04-29
LastDate 2024-03-28
FirstEquity $10000.00
FinalEquity $380674.35
OpenEquity $336360.60
LongEquity $370674.35
ShortEquity $0.00
PercentWins 59.20%
AveWin 4.69%
AveLoss -3.79%
AveWinLoss 1.24
Expectancy 1.23%
MedianDrawUp 62.46%
MednDrawDown -21.61%
MaxDrawDown -49.53%
Kelly 26.25%
Thorpe 2.29
Rachev 1.14
PAPR 5.26%
APR 20.05%
CalmarRatio 0.96

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
IWM 2004-04-29 2004-04-30 $43.15 $42.45 Long 204 -1.63% 1155.11 9856.60
IWM 2004-04-30 2004-05-27 $42.45 $43.28 Long 205 1.97% 1198.40 10028.11
IWM 2004-05-27 2004-05-28 $43.28 $43.36 Long 204 0.18% 1198.40 10043.70
IWM 2004-05-28 2004-06-29 $43.36 $44.94 Long 204 3.64% 1243.34 10366.07
IWM 2004-06-29 2004-06-30 $44.94 $45.19 Long 203 0.56% 1243.34 10417.38
IWM 2004-06-30 2004-07-29 $45.19 $41.90 Long 203 -7.28% 1159.53 9749.49
IWM 2004-07-29 2004-07-30 $41.90 $42.13 Long 205 0.55% 9796.60 9796.60
VO 2004-10-29 2004-11-29 $38.82 $41.73 Long 222 7.48% 1219.85 10441.16
VO 2004-11-29 2004-11-30 $41.73 $41.65 Long 221 -0.18% 1218.13 10424.62
IWM 2004-11-30 2004-12-30 $48.71 $49.91 Long 189 2.45% 1268.04 10650.46
IWM 2004-12-30 2004-12-31 $49.91 $49.88 Long 188 -0.06% 1270.05 10644.66
VO 2004-12-31 2005-01-28 $43.40 $41.64 Long 216 -4.06% 1228.41 10263.79
VO 2005-01-28 2005-01-31 $41.64 $42.16 Long 217 1.25% 1228.41 10377.10
VO 2005-01-31 2005-02-25 $42.16 $43.88 Long 217 4.07% 1272.29 10749.88
VO 2005-02-25 2005-02-28 $43.88 $43.73 Long 216 -0.34% 1272.29 10717.19
VO 2005-02-28 2005-03-30 $43.73 $42.96 Long 216 -1.75% 1229.32 10552.09
VO 2005-03-30 2005-03-31 $42.96 $43.23 Long 217 0.62% 10609.57 10609.57
VB 2005-07-29 2005-08-30 $45.45 $43.97 Long 206 -3.26% 1202.96 10304.23
VB 2005-08-30 2005-08-31 $43.97 $44.58 Long 207 1.39% 1241.93 10431.03
VO 2005-08-31 2005-09-29 $47.37 $47.65 Long 194 0.60% 1241.93 10485.94
VO 2005-09-29 2005-09-30 $47.65 $48.09 Long 194 0.93% 1231.97 10571.97
GLD 2005-09-30 2005-10-28 $46.70 $47.22 Long 200 1.11% 1279.19 10675.97
GLD 2005-10-28 2005-10-31 $47.22 $46.40 Long 199 -1.74% 1232.79 10512.79
GLD 2005-10-31 2005-11-29 $46.40 $49.80 Long 200 7.33% 1332.39 11192.79
GLD 2005-11-29 2005-11-30 $49.80 $49.10 Long 198 -1.41% 1332.39 11054.19
GLD 2005-11-30 2005-12-29 $49.10 $51.47 Long 198 4.83% 1383.86 11523.45
GLD 2005-12-29 2005-12-30 $51.47 $51.58 Long 197 0.21% 1383.86 11545.12
GLD 2005-12-30 2006-01-30 $51.58 $56.68 Long 197 9.89% 1497.22 12549.82
GLD 2006-01-30 2006-01-31 $56.68 $56.70 Long 195 0.04% 1497.22 12553.72
GLD 2006-01-31 2006-02-27 $56.70 $55.22 Long 195 -2.61% 1442.00 12265.12
GLD 2006-02-27 2006-02-28 $55.22 $56.07 Long 196 1.54% 1498.07 12431.72
GLD 2006-02-28 2006-03-30 $56.07 $58.60 Long 195 4.51% 1556.67 12925.07
GLD 2006-03-30 2006-03-31 $58.60 $58.10 Long 194 -0.85% 1498.57 12828.07
GLD 2006-03-31 2006-04-27 $58.10 $62.96 Long 195 8.36% 1624.49 13775.77
GLD 2006-04-27 2006-04-28 $62.96 $65.09 Long 193 3.38% 1689.58 14186.86
GLD 2006-04-28 2006-05-30 $65.09 $65.11 Long 192 0.03% 1689.58 14190.70
GLD 2006-05-30 2006-05-31 $65.11 $64.23 Long 192 -1.35% 14021.74 14021.74
QLD 2006-12-29 2007-01-30 $2.36 $2.40 Long 5249 1.72% 1656.89 14234.23
QLD 2007-01-30 2007-01-31 $2.40 $2.43 Long 5239 1.24% 1676.34 14389.87
QLD 2007-01-31 2007-02-27 $2.43 $2.29 Long 5231 -5.57% 1593.72 13681.44
QLD 2007-02-27 2007-02-28 $2.29 $2.34 Long 5267 2.14% 1624.19 13940.69
QLD 2007-02-28 2007-03-29 $2.34 $2.35 Long 5254 0.28% 1628.89 13974.65
QLD 2007-03-29 2007-03-30 $2.35 $2.36 Long 5252 0.35% 1649.33 14017.49
VO 2007-03-30 2007-04-27 $58.90 $61.81 Long 210 4.95% 1711.14 14630.27
VO 2007-04-27 2007-04-30 $61.81 $61.01 Long 209 -1.31% 14461.59 14461.59
QLD 2007-05-31 2007-06-28 $2.76 $2.75 Long 4631 -0.18% 1682.97 14438.65
QLD 2007-06-28 2007-06-29 $2.75 $2.77 Long 4632 0.62% 14518.26 14518.26
QLD 2009-05-29 2009-06-29 $1.11 $1.17 Long 11595 5.98% 1780.11 15285.77
QLD 2009-06-29 2009-06-30 $1.17 $1.17 Long 11519 -0.42% 1773.10 15229.29
QLD 2009-06-30 2009-07-30 $1.17 $1.38 Long 11525 17.82% 2052.36 17627.38
QLD 2009-07-30 2009-07-31 $1.38 $1.37 Long 11322 -0.69% 2040.06 17519.82
QLD 2009-07-31 2009-08-28 $1.37 $1.43 Long 11331 4.89% 2127.47 18276.80
QLD 2009-08-28 2009-08-31 $1.43 $1.40 Long 11270 -2.12% 2088.20 17934.89
QLD 2009-08-31 2009-09-29 $1.40 $1.56 Long 11298 11.30% 2297.38 19724.86
QLD 2009-09-29 2009-09-30 $1.56 $1.56 Long 11164 0.06% 2297.38 19735.12
QLD 2009-09-30 2009-10-29 $1.56 $1.54 Long 11164 -1.14% 2274.22 19536.69
QLD 2009-10-29 2009-10-30 $1.54 $1.46 Long 11179 -5.34% 2167.51 18615.17
QLD 2009-10-30 2009-11-27 $1.46 $1.64 Long 11252 12.49% 2407.59 20670.26
QLD 2009-11-27 2009-11-30 $1.64 $1.65 Long 11106 0.11% 2409.24 20690.68
QLD 2009-11-30 2009-12-30 $1.65 $1.85 Long 11105 12.55% 2676.04 22984.37
QLD 2009-12-30 2009-12-31 $1.85 $1.82 Long 10961 -1.62% 2637.76 22655.19
QLD 2009-12-31 2010-01-28 $1.82 $1.64 Long 10982 -9.78% 2409.19 20696.53
QLD 2010-01-28 2010-01-29 $1.64 $1.59 Long 11121 -3.58% 2344.33 20042.19
VO 2010-01-29 2010-02-25 $47.07 $49.38 Long 376 4.91% 2443.09 20911.62
VO 2010-02-25 2010-02-26 $49.38 $49.55 Long 374 0.35% 2442.00 20975.57
QLD 2010-02-26 2010-03-30 $1.73 $2.02 Long 10708 16.86% 2806.06 24099.50
QLD 2010-03-30 2010-03-31 $2.02 $2.01 Long 10528 -0.85% 2786.01 23918.83
QLD 2010-03-31 2010-04-29 $2.01 $2.17 Long 10538 8.31% 2990.19 25675.59
QLD 2010-04-29 2010-04-30 $2.17 $2.09 Long 10444 -3.78% 2889.87 24817.84
QLD 2010-04-30 2010-05-26 $2.09 $1.66 Long 10492 -20.41% 20342.22 20342.22
QLD 2010-05-27 2010-05-28 $1.79 $1.77 Long 10019 -1.28% 2407.53 20111.95
TMF 2010-05-28 2010-06-29 $83.51 $95.38 Long 212 14.21% 2693.67 22628.11
TMF 2010-06-29 2010-06-30 $95.38 $97.48 Long 209 2.21% 2693.67 23067.81
TMF 2010-06-30 2010-07-29 $97.48 $89.50 Long 209 -8.19% 2514.67 21398.75
TMF 2010-07-29 2010-07-30 $89.50 $93.68 Long 211 4.68% 2608.36 22282.03
TMF 2010-07-30 2010-08-30 $93.68 $114.19 Long 210 21.88% 3179.28 26587.34
TMF 2010-08-30 2010-08-31 $114.19 $117.99 Long 205 3.33% 3297.27 27366.29
TMF 2010-08-31 2010-09-29 $117.99 $107.47 Long 204 -8.91% 2974.87 25220.68
TMF 2010-09-29 2010-09-30 $107.47 $107.34 Long 207 -0.12% 2974.87 25193.96
TMF 2010-09-30 2010-10-28 $107.34 $90.19 Long 207 -15.98% 2523.91 21644.43
TMF 2010-10-28 2010-10-29 $90.19 $92.77 Long 212 2.86% 2584.07 22191.77
QLD 2010-10-29 2010-11-29 $2.29 $2.34 Long 8546 1.78% 2623.76 22540.08
QLD 2010-11-29 2010-11-30 $2.34 $2.28 Long 8529 -2.57% 2564.61 22027.79
QLD 2010-11-30 2010-12-30 $2.28 $2.51 Long 8555 10.41% 2800.73 24054.33
QLD 2010-12-30 2010-12-31 $2.51 $2.50 Long 8461 -0.66% 2785.76 23914.32
QLD 2010-12-31 2011-01-28 $2.50 $2.61 Long 8467 4.45% 2895.23 24853.60
QLD 2011-01-28 2011-01-31 $2.61 $2.63 Long 8425 1.00% 2918.92 25073.05
QLD 2011-01-31 2011-02-25 $2.63 $2.78 Long 8416 5.67% 3066.35 26329.06
QLD 2011-02-25 2011-02-28 $2.78 $2.80 Long 8363 0.51% 3080.32 26446.95
QLD 2011-02-28 2011-03-30 $2.80 $2.75 Long 8358 -1.68% 3033.59 26055.07
QLD 2011-03-30 2011-03-31 $2.75 $2.76 Long 8375 0.30% 3041.87 26124.37
QLD 2011-03-31 2011-04-28 $2.76 $2.92 Long 8372 5.86% 3199.47 27476.43
QLD 2011-04-28 2011-04-29 $2.92 $2.92 Long 8318 -0.08% 3196.55 27456.03
QLD 2011-04-29 2011-05-27 $2.92 $2.75 Long 8319 -5.77% 3034.43 26056.45
QLD 2011-05-27 2011-05-31 $2.75 $2.83 Long 8378 3.10% 3116.59 26770.19
QLD 2011-05-31 2011-06-29 $2.83 $2.64 Long 8349 -6.75% 2931.66 25173.67
QLD 2011-06-29 2011-06-30 $2.64 $2.71 Long 8419 2.58% 3017.33 25746.42
VO 2011-06-30 2011-07-28 $66.27 $64.21 Long 343 -3.11% 2953.12 25039.85
VO 2011-07-28 2011-07-29 $64.21 $63.99 Long 344 -0.33% 2954.22 24966.15
TMF 2011-07-29 2011-08-30 $89.48 $119.02 Long 246 33.02% 3787.38 32233.77
TMF 2011-08-30 2011-08-31 $119.02 $113.95 Long 239 -4.27% 3673.43 31020.44
TMF 2011-08-31 2011-09-29 $113.95 $150.02 Long 240 31.66% 4723.57 39678.09
TMF 2011-09-29 2011-09-30 $150.02 $161.07 Long 233 7.36% 5045.70 42252.26
TMF 2011-09-30 2011-10-27 $161.07 $120.70 Long 231 -25.06% 32927.38 32927.38
TMF 2011-10-28 2011-10-31 $125.49 $140.34 Long 231 11.83% 4361.16 36357.69
TMF 2011-10-31 2011-11-29 $140.34 $154.69 Long 228 10.23% 4670.54 39631.28
TMF 2011-11-29 2011-11-30 $154.69 $147.20 Long 226 -4.84% 4523.34 37938.09
TMF 2011-11-30 2011-12-29 $147.20 $159.73 Long 227 8.51% 4842.81 40782.59
TMF 2011-12-29 2011-12-30 $159.73 $161.13 Long 225 0.87% 4842.81 41096.87
TMF 2011-12-30 2012-01-30 $161.13 $153.56 Long 225 -4.70% 4689.25 39393.66
TMF 2012-01-30 2012-01-31 $153.56 $158.72 Long 226 3.36% 4847.97 40559.64
TMF 2012-01-31 2012-02-28 $158.72 $148.69 Long 225 -6.32% 4550.58 38303.90
TMF 2012-02-28 2012-02-29 $148.69 $146.10 Long 227 -1.74% 4392.22 37715.77
QLD 2012-02-29 2012-03-29 $3.31 $3.66 Long 10064 10.65% 4806.24 41265.56
QLD 2012-03-29 2012-03-30 $3.66 $3.65 Long 9951 -0.51% 4784.37 41079.84
QLD 2012-03-30 2012-04-27 $3.65 $3.60 Long 9957 -1.19% 4733.94 40649.31
QLD 2012-04-27 2012-04-30 $3.60 $3.55 Long 9971 -1.40% 4673.57 40145.14
QLD 2012-04-30 2012-05-30 $3.55 $3.08 Long 9988 -13.19% 4130.98 35465.18
QLD 2012-05-30 2012-05-31 $3.08 $3.06 Long 10164 -0.85% 4283.77 35197.31
TMF 2012-05-31 2012-06-28 $187.35 $183.81 Long 165 -1.89% 4099.96 34613.19
TMF 2012-06-28 2012-06-29 $183.81 $176.53 Long 166 -3.96% 3923.42 33404.19
TMF 2012-06-29 2012-07-30 $176.53 $195.16 Long 167 10.55% 4313.74 36514.57
TMF 2012-07-30 2012-07-31 $195.16 $196.71 Long 165 0.80% 4313.74 36771.28
TMF 2012-07-31 2012-08-30 $196.71 $180.18 Long 165 -8.40% 4133.55 34044.16
TMF 2012-08-30 2012-08-31 $180.18 $187.65 Long 166 4.14% 4107.88 35283.11
QLD 2012-08-31 2012-09-27 $3.67 $3.79 Long 8496 3.19% 4225.26 36277.67
QLD 2012-09-27 2012-09-28 $3.79 $3.73 Long 8465 -1.54% 4320.88 35784.80
TMF 2012-09-28 2012-10-31 $172.88 $169.20 Long 182 -2.13% 4151.68 35115.10
TMF 2012-10-31 2012-11-29 $169.20 $177.10 Long 183 4.67% 4328.77 36560.11
TMF 2012-11-29 2012-11-30 $177.10 $175.81 Long 182 -0.73% 4274.24 36326.19
VB 2012-11-30 2012-12-28 $66.64 $67.32 Long 481 1.03% 4274.24 36656.10
VB 2012-12-28 2012-12-31 $67.32 $68.65 Long 481 1.97% 4342.88 37292.80
VB 2012-12-31 2013-01-30 $68.65 $72.57 Long 480 5.72% 4560.61 39178.56
VB 2013-01-30 2013-01-31 $72.57 $73.01 Long 477 0.60% 4633.61 39384.98
VB 2013-01-31 2013-02-27 $73.01 $73.90 Long 476 1.22% 4707.51 39809.08
VB 2013-02-27 2013-02-28 $73.90 $73.92 Long 475 0.03% 4707.51 39821.17
VB 2013-02-28 2013-03-27 $73.92 $77.21 Long 475 4.45% 4861.94 41383.79
VB 2013-03-27 2013-03-28 $77.21 $77.36 Long 473 0.19% 4869.13 41452.04
VO 2013-03-28 2013-04-29 $78.67 $79.64 Long 465 1.23% 4948.77 41901.00
VO 2013-04-29 2013-04-30 $79.64 $80.04 Long 464 0.50% 4902.35 42085.67
QLD 2013-04-30 2013-05-30 $3.95 $4.31 Long 9408 9.14% 5294.87 45482.80
QLD 2013-05-30 2013-05-31 $4.31 $4.23 Long 9317 -1.85% 5210.20 44737.67
QLD 2013-05-31 2013-06-27 $4.23 $4.01 Long 9337 -5.26% 4965.55 42658.55
QLD 2013-06-27 2013-06-28 $4.01 $4.01 Long 9398 0.09% 4969.56 42693.24
QLD 2013-06-28 2013-07-30 $4.01 $4.52 Long 9397 12.57% 5525.38 47433.26
QLD 2013-07-30 2013-07-31 $4.52 $4.54 Long 9274 0.44% 5543.54 47615.81
QLD 2013-07-31 2013-08-29 $4.54 $4.55 Long 9270 0.27% 5557.19 47729.86
QLD 2013-08-29 2013-08-30 $4.55 $4.49 Long 9267 -1.31% 5494.31 47176.91
QLD 2013-08-30 2013-09-27 $4.49 $4.96 Long 9281 10.35% 5994.89 51493.04
QLD 2013-09-27 2013-09-30 $4.96 $4.92 Long 9180 -0.72% 5960.45 51165.51
QLD 2013-09-30 2013-10-30 $4.92 $5.44 Long 9187 10.56% 6515.36 55940.89
QLD 2013-10-30 2013-10-31 $5.44 $5.42 Long 9085 -0.45% 6488.28 55717.34
QLD 2013-10-31 2013-11-27 $5.42 $5.73 Long 9090 5.74% 6814.69 58541.14
QLD 2013-11-27 2013-11-29 $5.73 $5.79 Long 9033 1.11% 6884.16 59113.47
QLD 2013-11-29 2013-12-30 $5.79 $6.05 Long 9021 4.48% 7156.39 61455.24
QLD 2013-12-30 2013-12-31 $6.05 $6.13 Long 8976 1.28% 7236.03 62150.95
QLD 2013-12-31 2014-01-30 $6.13 $5.90 Long 8963 -3.66% 7005.84 60138.51
QLD 2014-01-30 2014-01-31 $5.90 $5.88 Long 9002 -0.43% 6976.46 59911.47
QLD 2014-01-31 2014-02-27 $5.88 $6.50 Long 9007 10.56% 7626.24 65501.95
QLD 2014-02-27 2014-02-28 $6.50 $6.48 Long 8907 -0.27% 7606.80 65343.06
QLD 2014-02-28 2014-03-28 $6.48 $6.04 Long 8910 -6.86% 7148.12 61380.34
QLD 2014-03-28 2014-03-31 $6.04 $6.12 Long 8986 1.37% 7275.69 62121.05
TMF 2014-03-31 2014-04-29 $122.15 $128.05 Long 449 4.83% 7659.82 64768.12
TMF 2014-04-29 2014-04-30 $128.05 $129.43 Long 446 1.08% 7659.82 65385.02
TMF 2014-04-30 2014-05-29 $129.43 $141.11 Long 446 9.02% 8224.25 70593.23
TMF 2014-05-29 2014-05-30 $141.11 $140.81 Long 442 -0.21% 8224.25 70462.94
TMF 2014-05-30 2014-06-27 $140.81 $138.25 Long 442 -1.82% 8086.00 69330.41
TMF 2014-06-27 2014-06-30 $138.25 $139.41 Long 443 0.84% 8225.40 69842.71
TMF 2014-06-30 2014-07-30 $139.41 $142.72 Long 442 2.37% 8368.12 71305.97
TMF 2014-07-30 2014-07-31 $142.72 $141.65 Long 441 -0.75% 8368.12 70835.99
TMF 2014-07-31 2014-08-28 $141.65 $161.63 Long 441 14.10% 9337.88 79645.69
TMF 2014-08-28 2014-08-29 $161.63 $162.08 Long 435 0.28% 9337.88 79842.96
TMF 2014-08-29 2014-09-29 $162.08 $153.78 Long 435 -5.12% 8876.54 76232.88
TMF 2014-09-29 2014-09-30 $153.78 $151.31 Long 438 -1.61% 8876.54 75150.33
TMF 2014-09-30 2014-10-30 $151.31 $164.80 Long 438 8.92% 9535.74 81059.65
TMF 2014-10-30 2014-10-31 $164.80 $163.51 Long 434 -0.78% 9372.51 80498.72
QLD 2014-10-31 2014-11-26 $8.11 $8.78 Long 8768 8.23% 10057.29 86349.37
QLD 2014-11-26 2014-11-28 $8.78 $8.86 Long 8690 0.89% 10137.01 87029.35
QLD 2014-11-28 2014-12-30 $8.86 $8.61 Long 8681 -2.78% 9887.29 84889.68
QLD 2014-12-30 2014-12-31 $8.61 $8.43 Long 8710 -2.10% 9760.06 83311.01
TMF 2014-12-31 2015-01-29 $195.10 $243.03 Long 377 24.57% 11947.33 101382.46
TMF 2015-01-29 2015-01-30 $243.03 $255.59 Long 368 5.17% 12458.51 106005.25
TMF 2015-01-30 2015-02-13 $255.59 $204.17 Long 366 -20.12% 87183.04 87183.04
TMF 2015-02-26 2015-02-27 $204.91 $209.92 Long 375 2.45% 10550.35 89062.22
TMF 2015-02-27 2015-03-30 $209.92 $213.92 Long 374 1.90% 10550.35 90554.78
TMF 2015-03-30 2015-03-31 $213.92 $215.32 Long 374 0.66% 10765.67 91080.57
TMF 2015-03-31 2015-04-29 $215.32 $192.01 Long 373 -10.83% 9613.60 82385.99
TMF 2015-04-29 2015-04-30 $192.01 $193.15 Long 379 0.59% 9641.58 82815.68
QLD 2015-04-30 2015-05-28 $9.11 $9.62 Long 8034 5.62% 10122.58 86928.81
QLD 2015-05-28 2015-05-29 $9.62 $9.51 Long 7984 -1.13% 10017.96 86062.06
QLD 2015-05-29 2015-06-29 $9.51 $8.96 Long 7995 -5.76% 9515.99 81682.87
QLD 2015-06-29 2015-06-30 $8.96 $9.02 Long 8051 0.67% 9570.13 82169.54
QLD 2015-06-30 2015-07-30 $9.02 $9.85 Long 8045 9.17% 10348.44 88829.03
QLD 2015-07-30 2015-07-31 $9.85 $9.83 Long 7966 -0.24% 10338.32 88642.32
TBF 2015-07-31 2015-08-28 $22.90 $22.84 Long 3419 -0.28% 10292.64 88423.15
TBF 2015-08-28 2015-08-31 $22.84 $22.99 Long 3421 0.68% 10361.63 88955.72
TBF 2015-08-31 2015-09-29 $22.99 $22.38 Long 3418 -2.67% 10115.44 86858.62
TBF 2015-09-29 2015-09-30 $22.38 $22.45 Long 3429 0.33% 10160.35 87109.83
TBF 2015-09-30 2015-10-29 $22.45 $22.66 Long 3427 0.94% 10228.34 87831.62
TBF 2015-10-29 2015-10-30 $22.66 $22.52 Long 3424 -0.65% 10183.30 87329.94
TBF 2015-10-30 2015-11-27 $22.52 $22.77 Long 3426 1.10% 10274.36 88177.02
TBF 2015-11-27 2015-11-30 $22.77 $22.67 Long 3422 -0.40% 10229.02 87863.66
TBF 2015-11-30 2015-12-30 $22.67 $22.76 Long 3424 0.36% 10274.53 88145.85
TBF 2015-12-30 2015-12-31 $22.76 $22.65 Long 3422 -0.48% 10344.34 87769.81
TMF 2015-12-31 2016-01-28 $168.32 $193.71 Long 460 15.09% 11700.32 99451.95
TMF 2016-01-28 2016-01-29 $193.71 $198.18 Long 453 2.31% 11898.50 101475.49
TMF 2016-01-29 2016-02-26 $198.18 $213.53 Long 452 7.75% 12752.62 108414.12
TMF 2016-02-26 2016-02-29 $213.53 $215.43 Long 448 0.89% 12752.62 109267.42
TMF 2016-02-29 2016-03-30 $215.43 $209.99 Long 448 -2.53% 12542.63 106829.41
TMF 2016-03-30 2016-03-31 $209.99 $214.05 Long 449 1.93% 12756.68 108651.82
TMF 2016-03-31 2016-04-28 $214.05 $207.18 Long 448 -3.21% 12342.32 105573.83
TMF 2016-04-28 2016-04-29 $207.18 $208.93 Long 450 0.84% 12385.51 106359.51
GLD 2016-04-29 2016-05-27 $123.65 $115.62 Long 760 -6.49% 11691.79 100256.71
GLD 2016-05-27 2016-05-31 $115.62 $116.06 Long 766 0.38% 11854.27 100593.75
TMF 2016-05-31 2016-06-29 $212.80 $255.73 Long 417 20.17% 13900.09 118492.94
TMF 2016-06-29 2016-06-30 $255.73 $257.97 Long 409 0.88% 13900.09 119411.07
TMF 2016-06-30 2016-07-28 $257.97 $266.95 Long 409 3.48% 14434.00 123083.60
TMF 2016-07-28 2016-07-29 $266.95 $273.64 Long 407 2.51% 14707.64 125806.07
TMF 2016-07-29 2016-08-30 $273.64 $263.03 Long 406 -3.88% 14181.58 121497.64
TMF 2016-08-30 2016-08-31 $263.03 $263.85 Long 408 0.31% 14189.77 121830.69
QLD 2016-08-31 2016-09-29 $10.28 $10.55 Long 10474 2.65% 14516.79 124680.05
QLD 2016-09-29 2016-09-30 $10.55 $10.70 Long 10443 1.44% 14698.71 126268.39
QLD 2016-09-30 2016-10-28 $10.70 $10.39 Long 10426 -2.88% 14324.56 123058.21
QLD 2016-10-28 2016-10-31 $10.39 $10.37 Long 10462 -0.19% 14303.81 122851.22
QLD 2016-10-31 2016-11-29 $10.37 $10.70 Long 10464 3.15% 14699.70 126267.19
QLD 2016-11-29 2016-11-30 $10.70 $10.43 Long 10427 -2.50% 14467.00 123482.19
IWM 2016-11-30 2016-12-29 $119.27 $123.19 Long 914 3.28% 14836.57 127063.15
IWM 2016-12-29 2016-12-30 $123.19 $122.72 Long 911 -0.38% 14836.57 126632.05
IWM 2016-12-30 2017-01-30 $122.72 $122.21 Long 911 -0.42% 14714.36 126167.79
IWM 2017-01-30 2017-01-31 $122.21 $123.06 Long 912 0.70% 14781.26 126947.94
QLD 2017-01-31 2017-02-27 $11.75 $12.86 Long 9545 9.46% 16016.06 137554.00
QLD 2017-02-27 2017-02-28 $12.86 $12.78 Long 9449 -0.63% 15926.59 136782.33
QLD 2017-02-28 2017-03-30 $12.78 $13.29 Long 9456 3.97% 16484.69 141579.27
QLD 2017-03-30 2017-03-31 $13.29 $13.27 Long 9414 -0.10% 16471.42 141451.11
QLD 2017-03-31 2017-04-27 $13.27 $13.93 Long 9415 4.95% 17195.87 147638.34
QLD 2017-04-27 2017-04-28 $13.93 $13.98 Long 9363 0.36% 17251.79 148101.84
QLD 2017-04-28 2017-05-30 $13.98 $15.07 Long 9359 7.75% 18426.89 158248.31
QLD 2017-05-30 2017-05-31 $15.07 $15.05 Long 9281 -0.12% 18411.84 158076.02
QLD 2017-05-31 2017-06-29 $15.05 $14.29 Long 9282 -5.03% 17583.01 151053.47
QLD 2017-06-29 2017-06-30 $14.29 $14.27 Long 9340 -0.12% 17568.74 150891.62
QLD 2017-06-30 2017-07-28 $14.27 $15.58 Long 9341 9.17% 19002.31 163123.30
QLD 2017-07-28 2017-07-31 $15.58 $15.44 Long 9249 -0.89% 18847.87 161841.20
QLD 2017-07-31 2017-08-30 $15.44 $15.70 Long 9259 1.68% 19130.54 164247.73
QLD 2017-08-30 2017-08-31 $15.70 $16.00 Long 9241 1.86% 19621.42 166946.94
TMF 2017-08-31 2017-09-28 $204.33 $188.18 Long 721 -7.91% 18116.01 155297.03
TMF 2017-09-28 2017-09-29 $188.18 $189.45 Long 729 0.68% 18192.43 156223.49
QLD 2017-09-29 2017-10-30 $15.90 $17.22 Long 8683 8.35% 19535.86 167743.99
QLD 2017-10-30 2017-10-31 $17.22 $17.35 Long 8605 0.72% 19657.29 168809.01
QLD 2017-10-31 2017-11-29 $17.35 $17.71 Long 8598 2.07% 20011.42 171895.05
QLD 2017-11-29 2017-11-30 $17.71 $17.99 Long 8578 1.61% 20299.27 174336.91
QLD 2017-11-30 2017-12-28 $17.99 $18.38 Long 8562 2.19% 20685.34 177706.74
QLD 2017-12-28 2017-12-29 $18.38 $18.15 Long 8541 -1.27% 20467.52 175719.40
QLD 2017-12-29 2018-01-30 $18.15 $21.23 Long 8553 16.98% 23525.16 202078.14
QLD 2018-01-30 2018-01-31 $21.23 $21.39 Long 8409 0.73% 23674.88 203389.49
QLD 2018-01-31 2018-02-27 $21.39 $20.92 Long 8402 -2.20% 23214.66 199437.89
QLD 2018-02-27 2018-02-28 $20.92 $20.66 Long 8424 -1.25% 22966.78 197227.54
QLD 2018-02-28 2018-03-28 $20.66 $18.19 Long 8436 -11.92% 20547.00 176449.89
QLD 2018-03-28 2018-03-29 $18.19 $18.86 Long 8569 3.67% 21207.18 182176.94
QLD 2018-03-29 2018-04-27 $18.86 $19.19 Long 8534 1.75% 21533.43 184986.52
QLD 2018-04-27 2018-04-30 $19.19 $18.91 Long 8517 -1.46% 21299.54 182604.19
IWM 2018-04-30 2018-05-30 $141.74 $151.69 Long 1138 7.02% 22664.77 193924.55
IWM 2018-05-30 2018-05-31 $151.69 $150.48 Long 1129 -0.80% 22424.94 192557.23
QLD 2018-05-31 2018-06-28 $21.04 $21.34 Long 8085 1.39% 22702.30 194918.79
QLD 2018-06-28 2018-06-29 $21.34 $21.40 Long 8072 0.31% 22766.50 195458.28
QLD 2018-06-29 2018-07-30 $21.40 $22.23 Long 8069 3.85% 23544.42 202109.48
QLD 2018-07-30 2018-07-31 $22.23 $22.48 Long 8034 1.15% 23769.23 204157.85
QLD 2018-07-31 2018-08-30 $22.48 $25.07 Long 8024 11.52% 26201.05 224933.72
QLD 2018-08-30 2018-08-31 $25.07 $25.13 Long 7927 0.24% 26251.31 225404.65
QLD 2018-08-31 2018-09-27 $25.13 $24.92 Long 7925 -0.85% 26051.98 223717.58
QLD 2018-09-27 2018-09-28 $24.92 $24.92 Long 7933 0.02% 26051.98 223756.85
QLD 2018-09-28 2018-10-24 $24.92 $19.54 Long 7933 -21.59% 181066.10 181066.10
QLD 2018-10-30 2018-10-31 $19.60 $20.50 Long 8163 4.60% 21937.77 188421.20
TBF 2018-10-31 2018-11-29 $22.20 $21.95 Long 7499 -1.12% 21718.25 186558.35
TBF 2018-11-29 2018-11-30 $21.95 $21.86 Long 7509 -0.42% 21652.67 185867.49
TBF 2018-11-30 2018-12-28 $21.86 $20.76 Long 7512 -5.02% 20676.85 177616.86
TBF 2018-12-28 2018-12-31 $20.76 $20.68 Long 7559 -0.40% 20724.69 176988.54
TMF 2018-12-31 2019-01-30 $179.20 $175.78 Long 872 -1.91% 20373.14 174003.63
TMF 2019-01-30 2019-01-31 $175.78 $179.94 Long 874 2.37% 20733.02 177642.25
TMF 2019-01-31 2019-02-27 $179.94 $173.84 Long 872 -3.39% 20211.51 172317.82
TMF 2019-02-27 2019-02-28 $173.84 $171.80 Long 875 -1.17% 19867.91 170536.91
TMF 2019-02-28 2019-03-28 $171.80 $201.37 Long 877 17.21% 22888.48 196470.57
TMF 2019-03-28 2019-03-29 $201.37 $201.00 Long 862 -0.18% 22888.48 196150.46
TMF 2019-03-29 2019-04-29 $201.00 $185.12 Long 862 -7.90% 21407.49 182465.56
TMF 2019-04-29 2019-04-30 $185.12 $187.82 Long 870 1.45% 21595.30 184807.93
TMF 2019-04-30 2019-05-30 $187.82 $219.20 Long 869 16.71% 24883.26 212077.27
TMF 2019-05-30 2019-05-31 $219.20 $227.46 Long 854 3.77% 25565.63 219133.71
TMF 2019-05-31 2019-06-27 $227.46 $232.25 Long 851 2.11% 26030.14 223214.50
TMF 2019-06-27 2019-06-28 $232.25 $231.79 Long 849 -0.20% 25956.34 222819.34
QLD 2019-06-28 2019-07-30 $23.81 $25.51 Long 8269 7.16% 27589.03 236905.88
QLD 2019-07-30 2019-07-31 $25.51 $24.83 Long 8205 -2.65% 26954.02 231351.50
TMF 2019-07-31 2019-08-29 $232.53 $313.99 Long 879 35.03% 35431.65 302947.89
TMF 2019-08-29 2019-08-30 $313.99 $314.17 Long 852 0.06% 35431.65 303106.51
TMF 2019-08-30 2019-09-13 $314.17 $249.85 Long 852 -20.47% 248302.56 248302.56
TMF 2019-09-27 2019-09-30 $284.18 $285.67 Long 772 0.53% 29202.76 249454.57
TMF 2019-09-30 2019-10-30 $285.67 $263.47 Long 771 -7.77% 27094.97 232340.65
TMF 2019-10-30 2019-10-31 $263.47 $273.92 Long 779 3.96% 28190.65 240477.83
TMF 2019-10-31 2019-11-27 $273.92 $270.47 Long 775 -1.26% 27920.18 237803.46
TMF 2019-11-27 2019-11-29 $270.47 $268.42 Long 776 -0.76% 27514.99 236211.24
QLD 2019-11-29 2019-12-30 $28.10 $30.11 Long 7427 7.14% 29231.02 251110.13
QLD 2019-12-30 2019-12-31 $30.11 $30.24 Long 7370 0.44% 29351.97 252079.12
QLD 2019-12-31 2020-01-30 $30.24 $33.01 Long 7366 9.16% 31728.38 272471.56
QLD 2020-01-30 2020-01-31 $33.01 $31.94 Long 7294 -3.24% 30918.33 264672.97
TMF 2020-01-31 2020-02-27 $298.92 $336.48 Long 782 12.57% 34283.15 294047.57
TMF 2020-02-27 2020-02-28 $336.48 $352.46 Long 772 4.75% 35693.00 306382.96
TMF 2020-02-28 2020-03-18 $352.46 $270.70 Long 768 -23.20% 243590.35 243590.35
TMF 2020-03-30 2020-03-31 $403.15 $394.44 Long 533 -2.16% 27922.12 238947.28
TMF 2020-03-31 2020-04-29 $394.44 $418.61 Long 535 6.13% 29596.55 251876.39
TMF 2020-04-29 2020-04-30 $418.61 $405.02 Long 531 -3.24% 28786.50 244664.36
TMF 2020-04-30 2020-05-28 $405.02 $371.77 Long 533 -8.21% 26555.87 226940.80
TMF 2020-05-28 2020-05-29 $371.77 $378.80 Long 539 1.89% 26934.67 230727.37
TMF 2020-05-29 2020-06-29 $378.80 $385.63 Long 538 1.81% 27320.30 234406.12
TMF 2020-06-29 2020-06-30 $385.63 $380.86 Long 537 -1.24% 27015.29 231840.81
QLD 2020-06-30 2020-07-30 $36.64 $40.65 Long 5590 10.95% 29617.09 254266.36
QLD 2020-07-30 2020-07-31 $40.65 $42.10 Long 5526 3.55% 30543.22 262245.48
QLD 2020-07-31 2020-08-28 $42.10 $50.80 Long 5504 20.66% 36130.71 310120.78
QLD 2020-08-28 2020-08-31 $50.80 $51.68 Long 5394 1.75% 36699.23 314911.66
QLD 2020-08-31 2020-09-23 $51.68 $41.06 Long 5383 -20.55% 257725.33 257725.33
QLD 2020-09-29 2020-09-30 $44.77 $45.48 Long 5086 1.57% 30426.51 261308.90
QLD 2020-09-30 2020-10-29 $45.48 $44.53 Long 5077 -2.07% 29892.11 256522.47
QLD 2020-10-29 2020-10-30 $44.53 $42.42 Long 5089 -4.74% 28619.37 245790.67
QLD 2020-10-30 2020-11-27 $42.42 $51.87 Long 5119 22.27% 34273.43 294152.55
QLD 2020-11-27 2020-11-30 $51.87 $52.01 Long 5010 0.26% 34325.44 294823.76
QLD 2020-11-30 2020-12-30 $52.01 $56.85 Long 5009 9.32% 37168.13 319106.44
QLD 2020-12-30 2020-12-31 $56.85 $57.12 Long 4959 0.46% 37339.48 320410.57
QLD 2020-12-31 2021-01-28 $57.12 $59.71 Long 4956 4.53% 38832.15 333247.26
QLD 2021-01-28 2021-01-29 $59.71 $57.25 Long 4931 -4.12% 37470.16 321111.48
IWM 2021-01-29 2021-02-25 $197.25 $209.77 Long 1438 6.35% 39567.85 339118.48
IWM 2021-02-25 2021-02-26 $209.77 $209.48 Long 1428 -0.14% 39567.85 338707.40
IWM 2021-02-26 2021-03-30 $209.48 $209.58 Long 1428 0.05% 39567.85 338845.22
IWM 2021-03-30 2021-03-31 $209.58 $212.39 Long 1428 1.34% 39992.64 342867.43
IWM 2021-03-31 2021-04-29 $212.39 $219.17 Long 1426 3.19% 41088.50 352531.90
IWM 2021-04-29 2021-04-30 $219.17 $216.19 Long 1421 -1.36% 40546.36 348297.17
QLD 2021-04-30 2021-05-27 $65.04 $62.86 Long 4732 -3.35% 39352.06 337989.50
QLD 2021-05-27 2021-05-28 $62.86 $63.21 Long 4751 0.55% 39618.54 339639.70
IWM 2021-05-28 2021-06-29 $216.78 $220.80 Long 1384 1.86% 40280.95 345210.71
IWM 2021-06-29 2021-06-30 $220.80 $220.83 Long 1381 0.01% 40243.56 345250.60
QLD 2021-06-30 2021-07-29 $71.26 $76.04 Long 4280 6.70% 42600.70 365680.68
QLD 2021-07-29 2021-07-30 $76.04 $75.22 Long 4249 -1.07% 42224.58 362223.02
QLD 2021-07-30 2021-08-30 $75.22 $81.70 Long 4254 8.61% 45411.01 389790.17
QLD 2021-08-30 2021-08-31 $81.70 $81.53 Long 4215 -0.21% 45329.48 389079.08
QLD 2021-08-31 2021-09-29 $81.53 $72.90 Long 4216 -10.59% 41101.23 352679.10
QLD 2021-09-29 2021-09-30 $72.90 $72.22 Long 4274 -0.94% 40930.37 349752.50
TMF 2021-09-30 2021-10-28 $251.28 $266.00 Long 1229 5.86% 43058.40 367849.38
TMF 2021-10-28 2021-10-29 $266.00 $269.06 Long 1221 1.15% 43298.62 371585.29
QLD 2021-10-29 2021-11-29 $83.90 $89.60 Long 3913 6.80% 45897.09 393913.76
QLD 2021-11-29 2021-11-30 $89.60 $86.94 Long 3884 -2.97% 44932.20 383583.88
TMF 2021-11-30 2021-12-30 $288.95 $268.50 Long 1172 -7.08% 41978.64 359619.84
TMF 2021-12-30 2021-12-31 $268.50 $269.08 Long 1183 0.21% 41978.64 360298.56
TMF 2021-12-31 2022-01-28 $269.08 $241.25 Long 1183 -10.34% 38118.60 327380.62
TMF 2022-01-28 2022-01-31 $241.25 $237.33 Long 1199 -1.63% 37569.48 322679.96
TBF 2022-01-31 2022-02-25 $15.64 $16.19 Long 18231 3.55% 38751.63 332801.23
TBF 2022-02-25 2022-02-28 $16.19 $15.85 Long 18158 -2.15% 38006.88 326479.42
TBF 2022-02-28 2022-03-30 $15.85 $16.70 Long 18205 5.40% 39827.41 342067.90
TBF 2022-03-30 2022-03-31 $16.70 $16.65 Long 18096 -0.34% 39710.89 341046.24
TBF 2022-03-31 2022-04-28 $16.65 $18.12 Long 18103 8.88% 42828.03 367789.96
TBF 2022-04-28 2022-04-29 $18.12 $18.36 Long 17931 1.30% 43305.34 372008.05
TBF 2022-04-29 2022-05-27 $18.36 $18.30 Long 17905 -0.31% 43195.53 370997.19
TBF 2022-05-27 2022-05-31 $18.30 $18.69 Long 17911 2.11% 43999.09 377907.14
TBF 2022-05-31 2022-06-29 $18.69 $19.05 Long 17868 1.91% 44741.85 384296.12
TBF 2022-06-29 2022-06-30 $19.05 $18.87 Long 17829 -0.94% 44364.52 381108.59
TBF 2022-06-30 2022-07-28 $18.87 $18.35 Long 17849 -2.74% 43300.30 371871.24
TBF 2022-07-28 2022-07-29 $18.35 $18.39 Long 17907 0.21% 43373.84 372545.22
TBF 2022-07-29 2022-08-30 $18.39 $19.08 Long 17903 3.79% 44824.13 385011.28
TBF 2022-08-30 2022-08-31 $19.08 $19.26 Long 17827 0.94% 45190.09 388198.44
TBF 2022-08-31 2022-09-29 $19.26 $20.70 Long 17808 7.47% 48171.06 413836.08
TBF 2022-09-29 2022-09-30 $20.70 $20.98 Long 17664 1.36% 48758.60 418822.44
TBF 2022-09-30 2022-10-28 $20.98 $22.15 Long 17636 5.56% 51150.82 439399.98
TBF 2022-10-28 2022-10-31 $22.15 $22.34 Long 17528 0.85% 51530.57 442698.61
TBF 2022-10-31 2022-11-29 $22.34 $20.98 Long 17511 -6.07% 48781.74 418971.49
TBF 2022-11-29 2022-11-30 $20.98 $20.86 Long 17642 -0.58% 48531.41 416813.43
TBF 2022-11-30 2022-12-29 $20.86 $21.19 Long 17654 1.56% 49188.16 422540.63
TBF 2022-12-29 2022-12-30 $21.19 $21.42 Long 17623 1.11% 49680.86 426701.93
TBF 2022-12-30 2023-01-30 $21.42 $20.13 Long 17600 -6.04% 47024.01 403927.75
TBF 2023-01-30 2023-01-31 $20.13 $19.95 Long 17732 -0.89% 46769.65 400745.58
GLD 2023-01-31 2023-02-27 $179.41 $169.01 Long 1973 -5.80% 44403.51 380226.38
GLD 2023-02-27 2023-02-28 $169.01 $169.78 Long 1987 0.46% 44450.35 381756.37
TBF 2023-02-28 2023-03-30 $21.08 $20.45 Long 16000 -3.01% 43264.41 371605.98
TBF 2023-03-30 2023-03-31 $20.45 $20.15 Long 16058 -1.45% 42740.43 366858.50
TMF 2023-03-31 2023-04-27 $86.29 $82.21 Long 3756 -4.73% 40931.76 351528.59
TMF 2023-04-27 2023-04-28 $82.21 $86.00 Long 3778 4.61% 42651.80 365846.88
TMF 2023-04-28 2023-05-30 $86.00 $75.12 Long 3758 -12.66% 37844.25 324945.36
TMF 2023-05-30 2023-05-31 $75.12 $76.96 Long 3822 2.46% 38655.96 332002.18
TBF 2023-05-31 2023-06-29 $20.87 $21.19 Long 14058 1.55% 39185.73 336556.02
TBF 2023-06-29 2023-06-30 $21.19 $20.96 Long 14033 -1.09% 38818.79 333301.62
QLD 2023-06-30 2023-07-28 $64.09 $68.60 Long 4595 7.04% 41219.69 354022.45
QLD 2023-07-28 2023-07-31 $68.60 $68.72 Long 4560 0.17% 41288.40 354567.17
QLD 2023-07-31 2023-08-30 $68.72 $65.66 Long 4559 -4.45% 39712.55 340634.59
QLD 2023-08-30 2023-08-31 $65.66 $65.98 Long 4583 0.49% 39828.28 342094.49
TBF 2023-08-31 2023-09-28 $22.46 $24.52 Long 13460 9.19% 43065.08 369883.56
TBF 2023-09-28 2023-09-29 $24.52 $24.52 Long 13328 0.00% 43065.08 369883.56
TBF 2023-09-29 2023-10-30 $24.52 $25.86 Long 13328 5.45% 45133.63 387686.40
TBF 2023-10-30 2023-10-31 $25.86 $26.03 Long 13248 0.68% 45419.99 390011.42
TBF 2023-10-31 2023-11-29 $26.03 $23.46 Long 13237 -9.89% 41432.05 355939.46
TBF 2023-11-29 2023-11-30 $23.46 $23.74 Long 13407 1.21% 41883.14 359730.28
TBF 2023-11-30 2023-12-28 $23.74 $21.75 Long 13388 -8.38% 38772.76 333083.92
TBF 2023-12-28 2023-12-29 $21.75 $21.95 Long 13531 0.91% 39102.26 335770.47
QLD 2023-12-29 2024-01-30 $75.95 $81.33 Long 3906 7.08% 41542.11 356771.46
QLD 2024-01-30 2024-01-31 $81.33 $78.15 Long 3876 -3.91% 40135.40 344453.57
QLD 2024-01-31 2024-02-28 $78.15 $84.53 Long 3894 8.16% 43009.31 369281.58
QLD 2024-02-28 2024-02-29 $84.53 $85.99 Long 3860 1.73% 43697.19 374913.61
QLD 2024-02-29 2024-03-27 $85.99 $87.90 Long 3852 2.23% 44576.19 382287.99
QLD 2024-03-27 2024-03-28 $87.90 $87.48 Long 3842 -0.48% 44313.75 380674.35

Signals

Strategy Size Ticker Date State Type Profit TimeFrame
Alternate 0.88 QLD 2024-03-28 Hold Long -11.56% EndOfMonth
momentum  VO  VB  SCHB  QLD  TMF  GLD  IWM  TBF