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 | 5960eb1f-77d4-4413-b139-076b45ee972d |
| NoOfTrades | 307.00 |
| NoOfWins | 179.00 |
| NoOfLosses | 128.00 |
| SharpRatio | 0.66 |
| SortinoRatio | 0.83 |
| GrossProfit | $145511.58 |
| FirstDate | 2010-12-30 |
| LastDate | 2024-02-29 |
| FirstEquity | $10000.00 |
| FinalEquity | $155511.58 |
| OpenEquity | $137404.94 |
| LongEquity | $145511.58 |
| ShortEquity | $0.00 |
| PercentWins | 58.31% |
| AveWin | 4.87% |
| AveLoss | -3.85% |
| AveWinLoss | 1.26 |
| Expectancy | 1.23% |
| MedianDrawUp | 63.84% |
| MednDrawDown | -23.18% |
| MaxDrawDown | -49.49% |
| Kelly | 25.29% |
| Thorpe | 2.08 |
| Rachev | 0.89 |
| PAPR | 5.86% |
| APR | 23.17% |
| CalmarRatio | 0.99 |
Trades
| Symbol | Open | Close | Open Price | Close Price | Type | Size | Profit | Balance | Equity |
|---|---|---|---|---|---|---|---|---|---|
| QLD | 2010-12-30 | 2010-12-31 | $2.51 | $2.50 | Long | 3517 | -0.66% | 1157.99 | 9941.80 |
| QLD | 2010-12-31 | 2011-01-28 | $2.50 | $2.61 | Long | 3520 | 4.45% | 1204.90 | 10332.29 |
| QLD | 2011-01-28 | 2011-01-31 | $2.61 | $2.63 | Long | 3502 | 1.00% | 1215.43 | 10423.51 |
| QLD | 2011-01-31 | 2011-02-25 | $2.63 | $2.78 | Long | 3498 | 5.67% | 1276.63 | 10945.55 |
| QLD | 2011-02-25 | 2011-02-28 | $2.78 | $2.80 | Long | 3476 | 0.51% | 1282.22 | 10994.55 |
| QLD | 2011-02-28 | 2011-03-30 | $2.80 | $2.75 | Long | 3474 | -1.68% | 1262.98 | 10831.67 |
| QLD | 2011-03-30 | 2011-03-31 | $2.75 | $2.76 | Long | 3481 | 0.30% | 1265.74 | 10860.47 |
| QLD | 2011-03-31 | 2011-04-28 | $2.76 | $2.92 | Long | 3480 | 5.86% | 1329.94 | 11422.48 |
| QLD | 2011-04-28 | 2011-04-29 | $2.92 | $2.92 | Long | 3458 | -0.08% | 1329.94 | 11414.00 |
| QLD | 2011-04-29 | 2011-05-31 | $2.92 | $2.83 | Long | 3458 | -2.85% | 1295.95 | 11126.83 |
| QLD | 2011-05-31 | 2011-06-29 | $2.83 | $2.64 | Long | 3470 | -6.75% | 1219.33 | 10463.28 |
| QLD | 2011-06-29 | 2011-06-30 | $2.64 | $2.71 | Long | 3499 | 2.58% | 1291.61 | 10701.32 |
| VO | 2011-06-30 | 2011-07-28 | $66.27 | $64.21 | Long | 142 | -3.11% | 1227.40 | 10408.80 |
| VO | 2011-07-28 | 2011-07-29 | $64.21 | $63.99 | Long | 143 | -0.33% | 1251.27 | 10378.17 |
| TMF | 2011-07-29 | 2011-08-30 | $89.48 | $119.02 | Long | 102 | 33.02% | 1608.34 | 13391.57 |
| TMF | 2011-08-30 | 2011-08-31 | $119.02 | $113.95 | Long | 99 | -4.27% | 1608.34 | 12888.98 |
| TMF | 2011-08-31 | 2011-09-29 | $113.95 | $150.02 | Long | 99 | 31.66% | 2058.40 | 16460.26 |
| TMF | 2011-09-29 | 2011-09-30 | $150.02 | $161.07 | Long | 96 | 7.36% | 2058.40 | 17520.86 |
| TMF | 2011-09-30 | 2011-10-27 | $161.07 | $120.70 | Long | 96 | -25.06% | 13645.59 | 13645.59 |
| TMF | 2011-10-28 | 2011-10-31 | $125.49 | $140.34 | Long | 96 | 11.83% | 1879.62 | 15071.17 |
| TMF | 2011-10-31 | 2011-11-29 | $140.34 | $154.69 | Long | 94 | 10.23% | 2034.31 | 16420.81 |
| TMF | 2011-11-29 | 2011-11-30 | $154.69 | $147.20 | Long | 93 | -4.84% | 1887.11 | 15724.05 |
| TMF | 2011-11-30 | 2011-12-29 | $147.20 | $159.73 | Long | 94 | 8.51% | 2046.84 | 16901.95 |
| TMF | 2011-12-29 | 2011-12-30 | $159.73 | $161.13 | Long | 93 | 0.87% | 2046.84 | 17031.86 |
| TMF | 2011-12-30 | 2012-01-30 | $161.13 | $153.56 | Long | 93 | -4.70% | 2046.84 | 16327.86 |
| TMF | 2012-01-30 | 2012-01-31 | $153.56 | $158.72 | Long | 93 | 3.36% | 2046.84 | 16807.67 |
| TMF | 2012-01-31 | 2012-02-28 | $158.72 | $148.69 | Long | 93 | -6.32% | 1898.15 | 15875.29 |
| TMF | 2012-02-28 | 2012-02-29 | $148.69 | $146.10 | Long | 94 | -1.74% | 1820.89 | 15631.75 |
| QLD | 2012-02-29 | 2012-03-29 | $3.31 | $3.66 | Long | 4171 | 10.65% | 1993.09 | 17102.95 |
| QLD | 2012-03-29 | 2012-03-30 | $3.66 | $3.65 | Long | 4124 | -0.51% | 1982.16 | 17025.99 |
| QLD | 2012-03-30 | 2012-04-27 | $3.65 | $3.60 | Long | 4127 | -1.19% | 1964.15 | 16847.54 |
| QLD | 2012-04-27 | 2012-04-30 | $3.60 | $3.55 | Long | 4132 | -1.40% | 1939.29 | 16638.61 |
| QLD | 2012-04-30 | 2012-05-30 | $3.55 | $3.08 | Long | 4139 | -13.19% | 1711.15 | 14699.25 |
| QLD | 2012-05-30 | 2012-05-31 | $3.08 | $3.06 | Long | 4213 | -0.85% | 1848.09 | 14588.21 |
| TMF | 2012-05-31 | 2012-06-28 | $187.35 | $183.81 | Long | 68 | -1.89% | 1848.09 | 14347.49 |
| TMF | 2012-06-28 | 2012-06-29 | $183.81 | $176.53 | Long | 68 | -3.96% | 1671.56 | 13852.23 |
| TMF | 2012-06-29 | 2012-07-30 | $176.53 | $195.16 | Long | 69 | 10.55% | 1866.71 | 15137.36 |
| TMF | 2012-07-30 | 2012-07-31 | $195.16 | $196.71 | Long | 68 | 0.80% | 1866.71 | 15243.15 |
| TMF | 2012-07-31 | 2012-08-30 | $196.71 | $180.18 | Long | 68 | -8.40% | 1686.53 | 14119.25 |
| TMF | 2012-08-30 | 2012-08-31 | $180.18 | $187.65 | Long | 69 | 4.14% | 1706.94 | 14634.23 |
| QLD | 2012-08-31 | 2012-09-27 | $3.67 | $3.79 | Long | 3523 | 3.19% | 1752.37 | 15046.65 |
| QLD | 2012-09-27 | 2012-09-28 | $3.79 | $3.73 | Long | 3511 | -1.54% | 1876.32 | 14842.22 |
| TMF | 2012-09-28 | 2012-10-31 | $172.88 | $169.20 | Long | 75 | -2.13% | 1707.12 | 14566.24 |
| TMF | 2012-10-31 | 2012-11-29 | $169.20 | $177.10 | Long | 76 | 4.67% | 1884.21 | 15166.36 |
| TMF | 2012-11-29 | 2012-11-30 | $177.10 | $175.81 | Long | 75 | -0.73% | 1809.38 | 15069.96 |
| VB | 2012-11-30 | 2012-12-28 | $66.64 | $67.32 | Long | 199 | 1.03% | 1809.38 | 15206.45 |
| VB | 2012-12-28 | 2012-12-31 | $67.32 | $68.65 | Long | 199 | 1.97% | 1809.38 | 15469.87 |
| VB | 2012-12-31 | 2013-01-30 | $68.65 | $72.57 | Long | 199 | 5.72% | 1954.53 | 16251.68 |
| VB | 2013-01-30 | 2013-01-31 | $72.57 | $73.01 | Long | 197 | 0.60% | 1954.53 | 16336.93 |
| VB | 2013-01-31 | 2013-02-27 | $73.01 | $73.90 | Long | 197 | 1.22% | 1954.53 | 16512.44 |
| VB | 2013-02-27 | 2013-02-28 | $73.90 | $73.92 | Long | 197 | 0.03% | 1954.53 | 16517.46 |
| VB | 2013-02-28 | 2013-03-28 | $73.92 | $77.36 | Long | 197 | 4.65% | 2010.09 | 17193.96 |
| VO | 2013-03-28 | 2013-04-29 | $78.67 | $79.64 | Long | 193 | 1.23% | 2089.73 | 17380.31 |
| VO | 2013-04-29 | 2013-04-30 | $79.64 | $80.04 | Long | 192 | 0.50% | 2034.81 | 17456.72 |
| QLD | 2013-04-30 | 2013-05-30 | $3.95 | $4.31 | Long | 3902 | 9.14% | 2198.72 | 18865.69 |
| QLD | 2013-05-30 | 2013-05-31 | $4.31 | $4.23 | Long | 3864 | -1.85% | 2160.62 | 18556.67 |
| QLD | 2013-05-31 | 2013-06-27 | $4.23 | $4.01 | Long | 3873 | -5.26% | 2060.35 | 17694.24 |
| QLD | 2013-06-27 | 2013-06-28 | $4.01 | $4.01 | Long | 3898 | 0.09% | 2064.37 | 17708.63 |
| QLD | 2013-06-28 | 2013-07-30 | $4.01 | $4.52 | Long | 3897 | 12.57% | 2290.31 | 19674.35 |
| QLD | 2013-07-30 | 2013-07-31 | $4.52 | $4.54 | Long | 3847 | 0.44% | 2299.39 | 19750.08 |
| QLD | 2013-07-31 | 2013-08-29 | $4.54 | $4.55 | Long | 3845 | 0.27% | 2308.49 | 19797.38 |
| QLD | 2013-08-29 | 2013-08-30 | $4.55 | $4.49 | Long | 3843 | -1.31% | 2281.54 | 19568.07 |
| QLD | 2013-08-30 | 2013-09-27 | $4.49 | $4.96 | Long | 3849 | 10.35% | 2489.70 | 21358.05 |
| QLD | 2013-09-27 | 2013-09-30 | $4.96 | $4.92 | Long | 3807 | -0.72% | 2474.94 | 21222.23 |
| QLD | 2013-09-30 | 2013-10-30 | $4.92 | $5.44 | Long | 3810 | 10.56% | 2703.44 | 23202.65 |
| QLD | 2013-10-30 | 2013-10-31 | $5.44 | $5.42 | Long | 3768 | -0.45% | 2692.60 | 23109.94 |
| QLD | 2013-10-31 | 2013-11-29 | $5.42 | $5.79 | Long | 3770 | 6.91% | 2854.72 | 24519.95 |
| QLD | 2013-11-29 | 2013-12-30 | $5.79 | $6.05 | Long | 3742 | 4.48% | 2969.65 | 25491.34 |
| QLD | 2013-12-30 | 2013-12-31 | $6.05 | $6.13 | Long | 3723 | 1.28% | 3006.42 | 25779.90 |
| QLD | 2013-12-31 | 2014-01-30 | $6.13 | $5.90 | Long | 3717 | -3.66% | 2906.08 | 24945.33 |
| QLD | 2014-01-30 | 2014-01-31 | $5.90 | $5.88 | Long | 3734 | -0.43% | 2894.32 | 24851.16 |
| QLD | 2014-01-31 | 2014-02-27 | $5.88 | $6.50 | Long | 3736 | 10.56% | 3167.23 | 27170.02 |
| QLD | 2014-02-27 | 2014-02-28 | $6.50 | $6.48 | Long | 3694 | -0.27% | 3160.75 | 27104.13 |
| QLD | 2014-02-28 | 2014-03-28 | $6.48 | $6.04 | Long | 3695 | -6.86% | 2967.62 | 25460.78 |
| QLD | 2014-03-28 | 2014-03-31 | $6.04 | $6.12 | Long | 3727 | 1.37% | 3048.08 | 25767.99 |
| TMF | 2014-03-31 | 2014-04-29 | $122.15 | $128.05 | Long | 186 | 4.83% | 3176.13 | 26864.55 |
| TMF | 2014-04-29 | 2014-04-30 | $128.05 | $129.43 | Long | 185 | 1.08% | 3176.13 | 27120.44 |
| TMF | 2014-04-30 | 2014-05-29 | $129.43 | $141.11 | Long | 185 | 9.02% | 3458.34 | 29280.79 |
| TMF | 2014-05-29 | 2014-05-30 | $141.11 | $140.81 | Long | 183 | -0.21% | 3458.34 | 29226.85 |
| TMF | 2014-05-30 | 2014-06-27 | $140.81 | $138.25 | Long | 183 | -1.82% | 3458.34 | 28757.95 |
| TMF | 2014-06-27 | 2014-06-30 | $138.25 | $139.41 | Long | 183 | 0.84% | 3458.34 | 28969.58 |
| TMF | 2014-06-30 | 2014-07-30 | $139.41 | $142.72 | Long | 183 | 2.37% | 3458.34 | 29575.41 |
| TMF | 2014-07-30 | 2014-07-31 | $142.72 | $141.65 | Long | 183 | -0.75% | 3458.34 | 29380.38 |
| TMF | 2014-07-31 | 2014-08-28 | $141.65 | $161.63 | Long | 183 | 14.10% | 3943.22 | 33036.11 |
| TMF | 2014-08-28 | 2014-08-29 | $161.63 | $162.08 | Long | 180 | 0.28% | 3943.22 | 33117.74 |
| TMF | 2014-08-29 | 2014-09-29 | $162.08 | $153.78 | Long | 180 | -5.12% | 3789.44 | 31623.91 |
| TMF | 2014-09-29 | 2014-09-30 | $153.78 | $151.31 | Long | 181 | -1.61% | 3638.13 | 31176.56 |
| TMF | 2014-09-30 | 2014-10-30 | $151.31 | $164.80 | Long | 182 | 8.92% | 3967.74 | 33632.03 |
| TMF | 2014-10-30 | 2014-10-31 | $164.80 | $163.51 | Long | 180 | -0.78% | 3887.85 | 33399.38 |
| QLD | 2014-10-31 | 2014-11-28 | $8.11 | $8.86 | Long | 3638 | 9.19% | 4206.72 | 36111.59 |
| QLD | 2014-11-28 | 2014-12-30 | $8.86 | $8.61 | Long | 3602 | -2.78% | 4103.39 | 35223.78 |
| QLD | 2014-12-30 | 2014-12-31 | $8.61 | $8.43 | Long | 3614 | -2.10% | 4133.87 | 34568.75 |
| TMF | 2014-12-31 | 2015-01-29 | $195.10 | $243.03 | Long | 156 | 24.57% | 5105.99 | 42046.59 |
| TMF | 2015-01-29 | 2015-01-30 | $243.03 | $255.59 | Long | 152 | 5.17% | 5361.59 | 43956.00 |
| TMF | 2015-01-30 | 2015-02-13 | $255.59 | $204.17 | Long | 151 | -20.12% | 36190.56 | 36190.56 |
| TMF | 2015-02-26 | 2015-02-27 | $204.91 | $209.92 | Long | 156 | 2.45% | 4433.95 | 36972.30 |
| TMF | 2015-02-27 | 2015-03-30 | $209.92 | $213.92 | Long | 155 | 1.90% | 4433.95 | 37590.87 |
| TMF | 2015-03-30 | 2015-03-31 | $213.92 | $215.32 | Long | 155 | 0.66% | 4433.95 | 37808.78 |
| TMF | 2015-03-31 | 2015-04-29 | $215.32 | $192.01 | Long | 155 | -10.83% | 4049.93 | 34195.75 |
| TMF | 2015-04-29 | 2015-04-30 | $192.01 | $193.15 | Long | 157 | 0.59% | 4007.50 | 34373.75 |
| QLD | 2015-04-30 | 2015-05-28 | $9.11 | $9.62 | Long | 3334 | 5.62% | 4199.90 | 36080.64 |
| QLD | 2015-05-28 | 2015-05-29 | $9.62 | $9.51 | Long | 3314 | -1.13% | 4161.85 | 35720.87 |
| QLD | 2015-05-29 | 2015-06-29 | $9.51 | $8.96 | Long | 3318 | -5.76% | 3946.72 | 33903.46 |
| QLD | 2015-06-29 | 2015-06-30 | $8.96 | $9.02 | Long | 3342 | 0.67% | 3973.80 | 34105.48 |
| QLD | 2015-06-30 | 2015-07-30 | $9.02 | $9.85 | Long | 3339 | 9.17% | 4298.91 | 36869.44 |
| QLD | 2015-07-30 | 2015-07-31 | $9.85 | $9.83 | Long | 3306 | -0.24% | 4293.16 | 36791.95 |
| TBF | 2015-07-31 | 2015-08-28 | $22.90 | $22.84 | Long | 1419 | -0.28% | 4293.16 | 36700.99 |
| TBF | 2015-08-28 | 2015-08-31 | $22.84 | $22.99 | Long | 1419 | 0.68% | 4316.15 | 36921.89 |
| TBF | 2015-08-31 | 2015-09-29 | $22.99 | $22.38 | Long | 1418 | -2.67% | 4204.25 | 36051.89 |
| TBF | 2015-09-29 | 2015-09-30 | $22.38 | $22.45 | Long | 1423 | 0.33% | 4226.70 | 36156.14 |
| TBF | 2015-09-30 | 2015-10-29 | $22.45 | $22.66 | Long | 1422 | 0.94% | 4249.37 | 36455.64 |
| TBF | 2015-10-29 | 2015-10-30 | $22.66 | $22.52 | Long | 1421 | -0.65% | 4226.85 | 36247.44 |
| TBF | 2015-10-30 | 2015-11-27 | $22.52 | $22.77 | Long | 1422 | 1.10% | 4272.38 | 36599.02 |
| TBF | 2015-11-27 | 2015-11-30 | $22.77 | $22.67 | Long | 1420 | -0.40% | 4249.71 | 36468.99 |
| TBF | 2015-11-30 | 2015-12-30 | $22.67 | $22.76 | Long | 1421 | 0.36% | 4272.46 | 36586.10 |
| TBF | 2015-12-30 | 2015-12-31 | $22.76 | $22.65 | Long | 1420 | -0.48% | 4281.66 | 36430.06 |
| TMF | 2015-12-31 | 2016-01-28 | $168.32 | $193.71 | Long | 191 | 15.09% | 4862.79 | 41280.69 |
| TMF | 2016-01-28 | 2016-01-29 | $193.71 | $198.18 | Long | 188 | 2.31% | 5060.97 | 42120.48 |
| TMF | 2016-01-29 | 2016-02-26 | $198.18 | $213.53 | Long | 187 | 7.75% | 5274.50 | 44991.11 |
| TMF | 2016-02-26 | 2016-02-29 | $213.53 | $215.43 | Long | 186 | 0.89% | 5489.94 | 45345.38 |
| TMF | 2016-02-29 | 2016-03-30 | $215.43 | $209.99 | Long | 185 | -2.53% | 5279.95 | 44338.61 |
| TMF | 2016-03-30 | 2016-03-31 | $209.99 | $214.05 | Long | 186 | 1.93% | 5279.95 | 45093.55 |
| TMF | 2016-03-31 | 2016-04-28 | $214.05 | $207.18 | Long | 186 | -3.21% | 5279.95 | 43815.64 |
| TMF | 2016-04-28 | 2016-04-29 | $207.18 | $208.93 | Long | 186 | 0.84% | 5190.64 | 44140.39 |
| GLD | 2016-04-29 | 2016-05-31 | $123.65 | $116.06 | Long | 315 | -6.14% | 4934.35 | 41749.54 |
| TMF | 2016-05-31 | 2016-06-29 | $212.80 | $255.73 | Long | 173 | 20.17% | 5957.27 | 49175.34 |
| TMF | 2016-06-29 | 2016-06-30 | $255.73 | $257.97 | Long | 169 | 0.88% | 5957.27 | 49554.71 |
| TMF | 2016-06-30 | 2016-07-28 | $257.97 | $266.95 | Long | 169 | 3.48% | 5957.27 | 51072.21 |
| TMF | 2016-07-28 | 2016-07-29 | $266.95 | $273.64 | Long | 169 | 2.51% | 6230.91 | 52202.67 |
| TMF | 2016-07-29 | 2016-08-30 | $273.64 | $263.03 | Long | 168 | -3.88% | 5967.88 | 50419.88 |
| TMF | 2016-08-30 | 2016-08-31 | $263.03 | $263.85 | Long | 169 | 0.31% | 5894.14 | 50557.83 |
| QLD | 2016-08-31 | 2016-09-29 | $10.28 | $10.55 | Long | 4346 | 2.65% | 6031.28 | 51740.12 |
| QLD | 2016-09-29 | 2016-09-30 | $10.55 | $10.70 | Long | 4333 | 1.44% | 6106.19 | 52399.15 |
| QLD | 2016-09-30 | 2016-10-28 | $10.70 | $10.39 | Long | 4326 | -2.88% | 5950.29 | 51067.17 |
| QLD | 2016-10-28 | 2016-10-31 | $10.39 | $10.37 | Long | 4341 | -0.19% | 5939.92 | 50981.29 |
| QLD | 2016-10-31 | 2016-11-29 | $10.37 | $10.70 | Long | 4342 | 3.15% | 6100.42 | 52398.73 |
| QLD | 2016-11-29 | 2016-11-30 | $10.70 | $10.43 | Long | 4327 | -2.50% | 6038.68 | 51243.01 |
| IWM | 2016-11-30 | 2016-12-29 | $119.27 | $123.19 | Long | 379 | 3.28% | 6161.87 | 52727.89 |
| IWM | 2016-12-29 | 2016-12-30 | $123.19 | $122.72 | Long | 378 | -0.38% | 6161.87 | 52549.02 |
| IWM | 2016-12-30 | 2017-01-30 | $122.72 | $122.21 | Long | 378 | -0.42% | 6161.87 | 52356.38 |
| IWM | 2017-01-30 | 2017-01-31 | $122.21 | $123.06 | Long | 378 | 0.70% | 6132.62 | 52679.73 |
| QLD | 2017-01-31 | 2017-02-27 | $11.75 | $12.86 | Long | 3961 | 9.46% | 6647.12 | 57081.05 |
| QLD | 2017-02-27 | 2017-02-28 | $12.86 | $12.78 | Long | 3921 | -0.63% | 6608.77 | 56760.84 |
| QLD | 2017-02-28 | 2017-03-30 | $12.78 | $13.29 | Long | 3924 | 3.97% | 6847.96 | 58751.45 |
| QLD | 2017-03-30 | 2017-03-31 | $13.29 | $13.27 | Long | 3906 | -0.10% | 6834.69 | 58698.27 |
| QLD | 2017-03-31 | 2017-04-27 | $13.27 | $13.93 | Long | 3907 | 4.95% | 7141.18 | 61265.82 |
| QLD | 2017-04-27 | 2017-04-28 | $13.93 | $13.98 | Long | 3885 | 0.36% | 7155.16 | 61458.15 |
| QLD | 2017-04-28 | 2017-05-30 | $13.98 | $15.07 | Long | 3884 | 7.75% | 7652.32 | 65668.95 |
| QLD | 2017-05-30 | 2017-05-31 | $15.07 | $15.05 | Long | 3851 | -0.12% | 7637.27 | 65597.46 |
| QLD | 2017-05-31 | 2017-06-29 | $15.05 | $14.29 | Long | 3852 | -5.03% | 7308.60 | 62683.12 |
| QLD | 2017-06-29 | 2017-06-30 | $14.29 | $14.27 | Long | 3875 | -0.12% | 7294.33 | 62615.97 |
| QLD | 2017-06-30 | 2017-07-28 | $14.27 | $15.58 | Long | 3876 | 9.17% | 7886.46 | 67691.45 |
| QLD | 2017-07-28 | 2017-07-31 | $15.58 | $15.44 | Long | 3838 | -0.89% | 7824.68 | 67159.42 |
| QLD | 2017-07-31 | 2017-08-30 | $15.44 | $15.70 | Long | 3842 | 1.68% | 7934.61 | 68158.00 |
| QLD | 2017-08-30 | 2017-08-31 | $15.70 | $16.00 | Long | 3835 | 1.86% | 8182.02 | 69278.17 |
| TMF | 2017-08-31 | 2017-09-28 | $204.33 | $188.18 | Long | 299 | -7.91% | 7617.48 | 64446.94 |
| TMF | 2017-09-28 | 2017-09-29 | $188.18 | $189.45 | Long | 302 | 0.68% | 7554.92 | 64830.73 |
| QLD | 2017-09-29 | 2017-10-30 | $15.90 | $17.22 | Long | 3603 | 8.35% | 8106.07 | 69611.15 |
| QLD | 2017-10-30 | 2017-10-31 | $17.22 | $17.35 | Long | 3571 | 0.72% | 8158.11 | 70053.13 |
| QLD | 2017-10-31 | 2017-11-29 | $17.35 | $17.71 | Long | 3568 | 2.07% | 8317.47 | 71333.77 |
| QLD | 2017-11-29 | 2017-11-30 | $17.71 | $17.99 | Long | 3559 | 1.61% | 8425.41 | 72346.90 |
| QLD | 2017-11-30 | 2017-12-28 | $17.99 | $18.38 | Long | 3553 | 2.19% | 8590.87 | 73745.29 |
| QLD | 2017-12-28 | 2017-12-29 | $18.38 | $18.15 | Long | 3544 | -1.27% | 8500.11 | 72920.66 |
| QLD | 2017-12-29 | 2018-01-30 | $18.15 | $21.23 | Long | 3549 | 16.98% | 9774.13 | 83858.01 |
| QLD | 2018-01-30 | 2018-01-31 | $21.23 | $21.39 | Long | 3489 | 0.73% | 9838.30 | 84402.11 |
| QLD | 2018-01-31 | 2018-02-27 | $21.39 | $20.92 | Long | 3486 | -2.20% | 9650.02 | 82762.58 |
| QLD | 2018-02-27 | 2018-02-28 | $20.92 | $20.66 | Long | 3495 | -1.25% | 9546.74 | 81845.54 |
| QLD | 2018-02-28 | 2018-03-29 | $20.66 | $18.86 | Long | 3500 | -8.69% | 8811.12 | 75564.34 |
| QLD | 2018-03-29 | 2018-04-27 | $18.86 | $19.19 | Long | 3539 | 1.75% | 8945.45 | 76729.45 |
| QLD | 2018-04-27 | 2018-04-30 | $19.19 | $18.91 | Long | 3532 | -1.46% | 8838.34 | 75741.50 |
| IWM | 2018-04-30 | 2018-05-30 | $141.74 | $151.69 | Long | 472 | 7.02% | 9445.11 | 80436.77 |
| IWM | 2018-05-30 | 2018-05-31 | $151.69 | $150.48 | Long | 468 | -0.80% | 9312.95 | 79869.98 |
| QLD | 2018-05-31 | 2018-06-28 | $21.04 | $21.34 | Long | 3353 | 1.39% | 9419.62 | 80849.36 |
| QLD | 2018-06-28 | 2018-06-29 | $21.34 | $21.40 | Long | 3348 | 0.31% | 9441.02 | 81073.12 |
| QLD | 2018-06-29 | 2018-07-30 | $21.40 | $22.23 | Long | 3347 | 3.85% | 9774.42 | 83832.02 |
| QLD | 2018-07-30 | 2018-07-31 | $22.23 | $22.48 | Long | 3332 | 1.15% | 9864.34 | 84681.56 |
| QLD | 2018-07-31 | 2018-08-30 | $22.48 | $25.07 | Long | 3328 | 11.52% | 10867.16 | 93298.47 |
| QLD | 2018-08-30 | 2018-08-31 | $25.07 | $25.13 | Long | 3288 | 0.24% | 10892.29 | 93493.80 |
| QLD | 2018-08-31 | 2018-09-27 | $25.13 | $24.92 | Long | 3287 | -0.85% | 10817.53 | 92794.07 |
| QLD | 2018-09-27 | 2018-09-28 | $24.92 | $24.92 | Long | 3290 | 0.02% | 10817.53 | 92810.35 |
| QLD | 2018-09-28 | 2018-10-24 | $24.92 | $19.54 | Long | 3290 | -21.59% | 75105.51 | 75105.51 |
| QLD | 2018-10-30 | 2018-10-31 | $19.60 | $20.50 | Long | 3386 | 4.60% | 9112.05 | 78156.39 |
| TBF | 2018-10-31 | 2018-11-29 | $22.20 | $21.95 | Long | 3110 | -1.12% | 9024.25 | 77383.83 |
| TBF | 2018-11-29 | 2018-11-30 | $21.95 | $21.86 | Long | 3114 | -0.42% | 8980.52 | 77097.32 |
| TBF | 2018-11-30 | 2018-12-28 | $21.86 | $20.76 | Long | 3116 | -5.02% | 8586.05 | 73674.94 |
| TBF | 2018-12-28 | 2018-12-31 | $20.76 | $20.68 | Long | 3135 | -0.40% | 8722.55 | 73414.35 |
| TMF | 2018-12-31 | 2019-01-30 | $179.20 | $175.78 | Long | 361 | -1.91% | 8546.77 | 72178.62 |
| TMF | 2019-01-30 | 2019-01-31 | $175.78 | $179.94 | Long | 362 | 2.37% | 8726.71 | 73685.69 |
| TMF | 2019-01-31 | 2019-02-27 | $179.94 | $173.84 | Long | 361 | -3.39% | 8379.04 | 71481.43 |
| TMF | 2019-02-27 | 2019-02-28 | $173.84 | $171.80 | Long | 363 | -1.17% | 8379.04 | 70742.61 |
| TMF | 2019-02-28 | 2019-03-28 | $171.80 | $201.37 | Long | 363 | 17.21% | 9587.27 | 81476.84 |
| TMF | 2019-03-28 | 2019-03-29 | $201.37 | $201.00 | Long | 357 | -0.18% | 9587.27 | 81344.26 |
| TMF | 2019-03-29 | 2019-04-29 | $201.00 | $185.12 | Long | 357 | -7.90% | 8846.77 | 75676.62 |
| TMF | 2019-04-29 | 2019-04-30 | $185.12 | $187.82 | Long | 361 | 1.45% | 9034.59 | 76648.57 |
| TMF | 2019-04-30 | 2019-05-30 | $187.82 | $219.20 | Long | 360 | 16.71% | 10349.77 | 87945.41 |
| TMF | 2019-05-30 | 2019-05-31 | $219.20 | $227.46 | Long | 354 | 3.77% | 10804.69 | 90870.45 |
| TMF | 2019-05-31 | 2019-06-27 | $227.46 | $232.25 | Long | 352 | 2.11% | 10804.69 | 92558.39 |
| TMF | 2019-06-27 | 2019-06-28 | $232.25 | $231.79 | Long | 352 | -0.20% | 10759.14 | 92394.56 |
| QLD | 2019-06-28 | 2019-07-30 | $23.81 | $25.51 | Long | 3429 | 7.16% | 11447.94 | 98235.98 |
| QLD | 2019-07-30 | 2019-07-31 | $25.51 | $24.83 | Long | 3402 | -2.65% | 11290.58 | 95932.99 |
| TMF | 2019-07-31 | 2019-08-29 | $232.53 | $313.99 | Long | 364 | 35.03% | 14744.43 | 125581.56 |
| TMF | 2019-08-29 | 2019-08-30 | $313.99 | $314.17 | Long | 353 | 0.06% | 14744.43 | 125647.28 |
| TMF | 2019-08-30 | 2019-09-13 | $314.17 | $249.85 | Long | 353 | -20.47% | 102940.95 | 102940.95 |
| TMF | 2019-09-27 | 2019-09-30 | $284.18 | $285.67 | Long | 320 | 0.53% | 12289.63 | 103418.46 |
| TMF | 2019-09-30 | 2019-10-30 | $285.67 | $263.47 | Long | 319 | -7.77% | 11235.74 | 96337.61 |
| TMF | 2019-10-30 | 2019-10-31 | $263.47 | $273.92 | Long | 323 | 3.96% | 11783.58 | 99711.56 |
| TMF | 2019-10-31 | 2019-11-29 | $273.92 | $268.42 | Long | 321 | -2.01% | 11426.33 | 97945.21 |
| QLD | 2019-11-29 | 2019-12-30 | $28.10 | $30.11 | Long | 3079 | 7.14% | 12148.87 | 104121.83 |
| QLD | 2019-12-30 | 2019-12-31 | $30.11 | $30.24 | Long | 3055 | 0.44% | 12179.11 | 104523.49 |
| QLD | 2019-12-31 | 2020-01-30 | $30.24 | $33.01 | Long | 3054 | 9.16% | 13169.28 | 112978.35 |
| QLD | 2020-01-30 | 2020-01-31 | $33.01 | $31.94 | Long | 3024 | -3.24% | 12895.40 | 109745.15 |
| TMF | 2020-01-31 | 2020-02-27 | $298.92 | $336.48 | Long | 324 | 12.57% | 14241.33 | 121915.70 |
| TMF | 2020-02-27 | 2020-02-28 | $336.48 | $352.46 | Long | 320 | 4.75% | 14946.26 | 127028.82 |
| TMF | 2020-02-28 | 2020-03-18 | $352.46 | $270.70 | Long | 318 | -23.20% | 101028.75 | 101028.75 |
| TMF | 2020-03-30 | 2020-03-31 | $403.15 | $394.44 | Long | 221 | -2.16% | 11538.00 | 99103.58 |
| TMF | 2020-03-31 | 2020-04-29 | $394.44 | $418.61 | Long | 222 | 6.13% | 12375.21 | 104468.55 |
| TMF | 2020-04-29 | 2020-04-30 | $418.61 | $405.02 | Long | 220 | -3.24% | 11970.19 | 101480.52 |
| TMF | 2020-04-30 | 2020-05-28 | $405.02 | $371.77 | Long | 221 | -8.21% | 11226.64 | 94131.73 |
| TMF | 2020-05-28 | 2020-05-29 | $371.77 | $378.80 | Long | 223 | 1.89% | 11226.64 | 95698.34 |
| TMF | 2020-05-29 | 2020-06-29 | $378.80 | $385.63 | Long | 223 | 1.81% | 11612.28 | 97223.17 |
| TMF | 2020-06-29 | 2020-06-30 | $385.63 | $380.86 | Long | 222 | -1.24% | 11227.85 | 96162.66 |
| QLD | 2020-06-30 | 2020-07-30 | $36.64 | $40.65 | Long | 2318 | 10.95% | 12284.83 | 105461.84 |
| QLD | 2020-07-30 | 2020-07-31 | $40.65 | $42.10 | Long | 2292 | 3.55% | 12663.71 | 108771.31 |
| QLD | 2020-07-31 | 2020-08-28 | $42.10 | $50.80 | Long | 2283 | 20.66% | 15000.29 | 128629.47 |
| QLD | 2020-08-28 | 2020-08-31 | $50.80 | $51.68 | Long | 2237 | 1.75% | 15207.03 | 130616.34 |
| QLD | 2020-08-31 | 2020-09-23 | $51.68 | $41.06 | Long | 2233 | -20.55% | 106894.06 | 106894.06 |
| QLD | 2020-09-29 | 2020-09-30 | $44.77 | $45.48 | Long | 2109 | 1.57% | 12652.76 | 108380.05 |
| QLD | 2020-09-30 | 2020-10-29 | $45.48 | $44.53 | Long | 2105 | -2.07% | 12385.56 | 106395.52 |
| QLD | 2020-10-29 | 2020-10-30 | $44.53 | $42.42 | Long | 2111 | -4.74% | 11876.47 | 101943.79 |
| QLD | 2020-10-30 | 2020-11-27 | $42.42 | $51.87 | Long | 2123 | 22.27% | 14210.71 | 122000.89 |
| QLD | 2020-11-27 | 2020-11-30 | $51.87 | $52.01 | Long | 2078 | 0.26% | 14262.72 | 122279.29 |
| QLD | 2020-11-30 | 2020-12-30 | $52.01 | $56.85 | Long | 2077 | 9.32% | 15456.65 | 132348.19 |
| QLD | 2020-12-30 | 2020-12-31 | $56.85 | $57.12 | Long | 2056 | 0.46% | 15513.76 | 132888.88 |
| QLD | 2020-12-31 | 2021-01-28 | $57.12 | $59.71 | Long | 2055 | 4.53% | 16110.83 | 138211.60 |
| QLD | 2021-01-28 | 2021-01-29 | $59.71 | $57.25 | Long | 2045 | -4.12% | 15619.34 | 133178.61 |
| IWM | 2021-01-29 | 2021-02-25 | $197.25 | $209.77 | Long | 596 | 6.35% | 16458.42 | 140641.87 |
| IWM | 2021-02-25 | 2021-02-26 | $209.77 | $209.48 | Long | 592 | -0.14% | 16458.42 | 140471.46 |
| IWM | 2021-02-26 | 2021-03-30 | $209.48 | $209.58 | Long | 592 | 0.05% | 16458.42 | 140528.59 |
| IWM | 2021-03-30 | 2021-03-31 | $209.58 | $212.39 | Long | 592 | 1.34% | 16670.82 | 142196.06 |
| IWM | 2021-03-31 | 2021-04-29 | $212.39 | $219.17 | Long | 591 | 3.19% | 17109.16 | 146201.46 |
| IWM | 2021-04-29 | 2021-04-30 | $219.17 | $216.19 | Long | 589 | -1.36% | 16845.36 | 144446.18 |
| QLD | 2021-04-30 | 2021-05-28 | $65.04 | $63.21 | Long | 1962 | -2.82% | 16423.11 | 140853.85 |
| IWM | 2021-05-28 | 2021-06-29 | $216.78 | $220.80 | Long | 574 | 1.86% | 16864.72 | 143164.37 |
| IWM | 2021-06-29 | 2021-06-30 | $220.80 | $220.83 | Long | 572 | 0.01% | 16688.49 | 143180.89 |
| QLD | 2021-06-30 | 2021-07-29 | $71.26 | $76.04 | Long | 1775 | 6.70% | 17676.97 | 151653.65 |
| QLD | 2021-07-29 | 2021-07-30 | $76.04 | $75.22 | Long | 1762 | -1.07% | 17526.52 | 150219.81 |
| QLD | 2021-07-30 | 2021-08-30 | $75.22 | $81.70 | Long | 1764 | 8.61% | 18833.77 | 161651.04 |
| QLD | 2021-08-30 | 2021-08-31 | $81.70 | $81.53 | Long | 1748 | -0.21% | 18833.77 | 161356.14 |
| QLD | 2021-08-31 | 2021-09-29 | $81.53 | $72.90 | Long | 1748 | -10.59% | 17084.15 | 146264.31 |
| QLD | 2021-09-29 | 2021-09-30 | $72.90 | $72.22 | Long | 1772 | -0.94% | 16898.55 | 145050.94 |
| TMF | 2021-09-30 | 2021-10-28 | $251.28 | $266.00 | Long | 510 | 5.86% | 17962.57 | 152560.63 |
| TMF | 2021-10-28 | 2021-10-29 | $266.00 | $269.06 | Long | 506 | 1.15% | 17944.96 | 154108.85 |
| QLD | 2021-10-29 | 2021-11-29 | $83.90 | $89.60 | Long | 1623 | 6.80% | 19020.19 | 163370.05 |
| QLD | 2021-11-29 | 2021-11-30 | $89.60 | $86.94 | Long | 1611 | -2.97% | 18654.79 | 159085.44 |
| TMF | 2021-11-30 | 2021-12-30 | $288.95 | $268.50 | Long | 486 | -7.08% | 17580.77 | 149148.13 |
| TMF | 2021-12-30 | 2021-12-31 | $268.50 | $269.08 | Long | 490 | 0.21% | 17580.77 | 149429.26 |
| TMF | 2021-12-31 | 2022-01-28 | $269.08 | $241.25 | Long | 490 | -10.34% | 15892.00 | 135794.61 |
| TMF | 2022-01-28 | 2022-01-31 | $241.25 | $237.33 | Long | 497 | -1.63% | 15585.72 | 133846.13 |
| TBF | 2022-01-31 | 2022-02-25 | $15.64 | $16.19 | Long | 7562 | 3.55% | 16071.54 | 138044.31 |
| TBF | 2022-02-25 | 2022-02-28 | $16.19 | $15.85 | Long | 7532 | -2.15% | 15770.47 | 135422.00 |
| TBF | 2022-02-28 | 2022-03-30 | $15.85 | $16.70 | Long | 7551 | 5.40% | 16522.06 | 141887.73 |
| TBF | 2022-03-30 | 2022-03-31 | $16.70 | $16.65 | Long | 7506 | -0.34% | 16472.13 | 141463.96 |
| TBF | 2022-03-31 | 2022-04-28 | $16.65 | $18.12 | Long | 7509 | 8.88% | 17758.85 | 152557.07 |
| TBF | 2022-04-28 | 2022-04-29 | $18.12 | $18.36 | Long | 7438 | 1.30% | 17979.15 | 154306.79 |
| TBF | 2022-04-29 | 2022-05-31 | $18.36 | $18.69 | Long | 7426 | 1.79% | 18259.46 | 156752.44 |
| TBF | 2022-05-31 | 2022-06-29 | $18.69 | $19.05 | Long | 7411 | 1.91% | 18564.18 | 159402.36 |
| TBF | 2022-06-29 | 2022-06-30 | $19.05 | $18.87 | Long | 7395 | -0.94% | 18413.25 | 158080.26 |
| TBF | 2022-06-30 | 2022-07-28 | $18.87 | $18.35 | Long | 7403 | -2.74% | 17972.88 | 154249.00 |
| TBF | 2022-07-28 | 2022-07-29 | $18.35 | $18.39 | Long | 7427 | 0.21% | 17991.27 | 154528.54 |
| TBF | 2022-07-29 | 2022-08-30 | $18.39 | $19.08 | Long | 7426 | 3.79% | 18601.92 | 159699.34 |
| TBF | 2022-08-30 | 2022-08-31 | $19.08 | $19.26 | Long | 7394 | 0.94% | 18756.01 | 161021.26 |
| TBF | 2022-08-31 | 2022-09-29 | $19.26 | $20.70 | Long | 7386 | 7.47% | 19998.08 | 171654.67 |
| TBF | 2022-09-29 | 2022-09-30 | $20.70 | $20.98 | Long | 7326 | 1.36% | 20228.90 | 173722.72 |
| TBF | 2022-09-30 | 2022-10-28 | $20.98 | $22.15 | Long | 7315 | 5.56% | 21225.66 | 182257.80 |
| TBF | 2022-10-28 | 2022-10-31 | $22.15 | $22.34 | Long | 7270 | 0.85% | 21382.02 | 183625.95 |
| TBF | 2022-10-31 | 2022-11-29 | $22.34 | $20.98 | Long | 7263 | -6.07% | 20248.92 | 173784.71 |
| TBF | 2022-11-29 | 2022-11-30 | $20.98 | $20.86 | Long | 7317 | -0.58% | 20144.61 | 172889.65 |
| TBF | 2022-11-30 | 2022-12-29 | $20.86 | $21.19 | Long | 7322 | 1.56% | 20420.03 | 175265.01 |
| TBF | 2022-12-29 | 2022-12-30 | $21.19 | $21.42 | Long | 7309 | 1.11% | 20612.82 | 176990.88 |
| TBF | 2022-12-30 | 2023-01-30 | $21.42 | $20.13 | Long | 7300 | -6.04% | 19505.80 | 167544.77 |
| TBF | 2023-01-30 | 2023-01-31 | $20.13 | $19.95 | Long | 7355 | -0.89% | 19467.47 | 166224.85 |
| GLD | 2023-01-31 | 2023-02-27 | $179.41 | $169.01 | Long | 818 | -5.80% | 18453.41 | 157717.65 |
| GLD | 2023-02-27 | 2023-02-28 | $169.01 | $169.78 | Long | 824 | 0.46% | 18433.37 | 158352.13 |
| TBF | 2023-02-28 | 2023-03-30 | $21.08 | $20.45 | Long | 6637 | -3.01% | 17942.64 | 154141.62 |
| TBF | 2023-03-30 | 2023-03-31 | $20.45 | $20.15 | Long | 6661 | -1.45% | 17727.18 | 152172.32 |
| TMF | 2023-03-31 | 2023-04-27 | $86.29 | $82.21 | Long | 1558 | -4.73% | 16987.27 | 145813.43 |
| TMF | 2023-04-27 | 2023-04-28 | $82.21 | $86.00 | Long | 1567 | 4.61% | 17675.29 | 151752.22 |
| TMF | 2023-04-28 | 2023-05-30 | $86.00 | $75.12 | Long | 1559 | -12.66% | 15722.22 | 134784.30 |
| TMF | 2023-05-30 | 2023-05-31 | $75.12 | $76.96 | Long | 1585 | 2.46% | 16036.17 | 137710.79 |
| TBF | 2023-05-31 | 2023-06-29 | $20.87 | $21.19 | Long | 5831 | 1.55% | 16269.27 | 139599.64 |
| TBF | 2023-06-29 | 2023-06-30 | $21.19 | $20.96 | Long | 5820 | -1.09% | 16098.83 | 138249.92 |
| QLD | 2023-06-30 | 2023-07-28 | $64.09 | $68.60 | Long | 1906 | 7.04% | 17127.78 | 146844.89 |
| QLD | 2023-07-28 | 2023-07-31 | $68.60 | $68.72 | Long | 1891 | 0.17% | 17127.78 | 147070.78 |
| QLD | 2023-07-31 | 2023-08-30 | $68.72 | $65.66 | Long | 1891 | -4.45% | 16471.18 | 141291.77 |
| QLD | 2023-08-30 | 2023-08-31 | $65.66 | $65.98 | Long | 1901 | 0.49% | 16521.98 | 141897.33 |
| TBF | 2023-08-31 | 2023-09-28 | $22.46 | $24.52 | Long | 5583 | 9.19% | 17870.64 | 153423.81 |
| TBF | 2023-09-28 | 2023-09-29 | $24.52 | $24.52 | Long | 5528 | 0.00% | 17870.64 | 153423.81 |
| TBF | 2023-09-29 | 2023-10-30 | $24.52 | $25.86 | Long | 5528 | 5.45% | 18723.92 | 160807.82 |
| TBF | 2023-10-30 | 2023-10-31 | $25.86 | $26.03 | Long | 5495 | 0.68% | 18854.09 | 161772.19 |
| TBF | 2023-10-31 | 2023-11-29 | $26.03 | $23.46 | Long | 5490 | -9.89% | 17188.54 | 147640.96 |
| TBF | 2023-11-29 | 2023-11-30 | $23.46 | $23.74 | Long | 5561 | 1.21% | 17378.47 | 149213.33 |
| TBF | 2023-11-30 | 2023-12-28 | $23.74 | $21.75 | Long | 5553 | -8.38% | 16095.16 | 138161.10 |
| TBF | 2023-12-28 | 2023-12-29 | $21.75 | $21.95 | Long | 5612 | 0.91% | 16233.24 | 139275.35 |
| QLD | 2023-12-29 | 2024-01-30 | $75.95 | $81.33 | Long | 1620 | 7.08% | 17290.51 | 147985.44 |
| QLD | 2024-01-30 | 2024-01-31 | $81.33 | $78.15 | Long | 1607 | -3.91% | 16665.30 | 142878.41 |
| QLD | 2024-01-31 | 2024-02-28 | $78.15 | $84.53 | Long | 1615 | 8.16% | 17848.68 | 153175.60 |
| QLD | 2024-02-28 | 2024-02-29 | $84.53 | $85.99 | Long | 1601 | 1.73% | 18106.63 | 155511.58 |