Description
The Alvarez daily strategy is based on the work of Cesar Alvarez on https://alvarezquanttrading.com. This too is using a variant of accelerating dual momentum but with a wide range of assets.
It uses the following risk-on assets: EEM, EFA, GLD, HYG, IWM, LQD, QLD, SSO, UBT, VNQ, with TMF being the risk off haven
It will buy up to 2 risk-on assets at a time.
Trading happens on the NextOpen of the signal day.
Details
Metrics
| Metric | Measure |
|---|---|
| AccountName | default |
| NoOfTrades | 271.00 |
| NoOfWins | 160.00 |
| NoOfLosses | 111.00 |
| SharpRatio | 0.82 |
| SortinoRatio | 1.07 |
| GrossProfit | $160460.48 |
| FirstDate | 2011-01-04 |
| LastDate | 2021-07-26 |
| FirstEquity | $10000.00 |
| FinalEquity | $170460.48 |
| OpenEquity | $141464.67 |
| LongEquity | $160460.48 |
| ShortEquity | $0.00 |
| PercentWins | 59.04% |
| AveWin | $1734.16 |
| AveLoss | $-1054.10 |
| AveWinLoss | 1.65 |
| Expectancy | 1.80% |
| AveDrawUp | 74.97% |
| AveDrawDown | -22.39% |
| MaxDrawDown | -35.37% |
| Kelly | 34.14% |
| Thrope | 40.26 |
| APR | 30.82% |
| CalmarRatio | 1.38 |
Trades
| Symbol | Open | Close | Open Price | Close Price | Type | Size | Profit | Balance | Equity |
|---|---|---|---|---|---|---|---|---|---|
| SSO | 2011-01-04 | 2011-01-21 | $11.67 | $11.94 | Long | 350.0 | 2.32% | 2251.81 | 10436.65 |
| QLD | 2011-01-04 | 2011-01-21 | $2.61 | $2.69 | Long | 1581.0 | 3.06% | 2251.81 | 10436.65 |
| TMF | 2011-01-21 | 2011-02-09 | $7.18 | $6.77 | Long | 1110.0 | -5.72% | 1866.33 | 9770.65 |
| QLD | 2011-02-09 | 2011-03-11 | $2.83 | $2.62 | Long | 1400.0 | -7.41% | 1424.75 | 9187.96 |
| SSO | 2011-02-09 | 2011-03-11 | $12.56 | $12.02 | Long | 313.0 | -4.31% | 1424.75 | 9187.96 |
| TMF | 2011-03-11 | 2011-10-13 | $7.59 | $14.59 | Long | 1038.0 | 92.29% | 3205.11 | 16737.35 |
| TMF | 2011-10-13 | 2012-02-06 | $14.59 | $15.02 | Long | 916.0 | 2.93% | 3243.72 | 17058.61 |
| QLD | 2012-02-06 | 2012-03-05 | $3.08 | $3.38 | Long | 2233.0 | 9.81% | 3250.23 | 17691.62 |
| SSO | 2012-02-06 | 2012-03-05 | $12.57 | $13.15 | Long | 545.0 | 4.61% | 3250.23 | 17691.62 |
| TMF | 2012-03-05 | 2012-03-12 | $15.17 | $14.91 | Long | 969.0 | -1.75% | 3447.13 | 17714.97 |
| QLD | 2012-03-12 | 2012-04-16 | $3.39 | $3.56 | Long | 2103.0 | 4.92% | 3376.00 | 18120.73 |
| SSO | 2012-03-12 | 2012-04-16 | $13.23 | $13.36 | Long | 538.0 | 1.00% | 3376.00 | 18120.73 |
| TMF | 2012-04-16 | 2012-04-18 | $14.98 | $15.11 | Long | 984.0 | 0.85% | 3361.87 | 18260.73 |
| QLD | 2012-04-18 | 2012-04-19 | $3.56 | $3.54 | Long | 2108.0 | -0.63% | 3351.80 | 18147.33 |
| SSO | 2012-04-18 | 2012-04-19 | $13.48 | $13.51 | Long | 547.0 | 0.21% | 3351.80 | 18147.33 |
| TMF | 2012-04-19 | 2012-08-20 | $15.19 | $16.97 | Long | 978.0 | 11.69% | 3725.15 | 20057.14 |
| TMF | 2012-08-20 | 2013-01-07 | $16.97 | $15.81 | Long | 956.0 | -6.87% | 3314.21 | 18851.20 |
| TMF | 2013-01-07 | 2013-01-25 | $15.81 | $15.80 | Long | 982.0 | -0.01% | 3064.23 | 18878.83 |
| EFA | 2013-01-25 | 2013-02-05 | $46.13 | $45.81 | Long | 171.0 | -0.70% | 3364.33 | 18924.97 |
| SSO | 2013-01-25 | 2013-04-04 | $16.02 | $17.30 | Long | 492.0 | 8.02% | 3252.89 | 19880.29 |
| IWM | 2013-02-05 | 2013-04-04 | $80.13 | $81.75 | Long | 94.0 | 2.01% | 3252.89 | 19880.29 |
| TMF | 2013-04-04 | 2013-04-12 | $16.42 | $17.11 | Long | 993.0 | 4.17% | 4247.37 | 20271.86 |
| SSO | 2013-04-12 | 2013-04-15 | $18.03 | $17.87 | Long | 443.0 | -0.87% | 3441.57 | 20483.14 |
| VNQ | 2013-04-12 | 2013-04-15 | $52.68 | $52.63 | Long | 152.0 | -0.08% | 3441.57 | 20483.14 |
| TMF | 2013-04-15 | 2013-04-26 | $17.44 | $17.86 | Long | 959.0 | 2.38% | 4239.02 | 20538.43 |
| VNQ | 2013-04-26 | 2013-05-01 | $52.85 | $53.88 | Long | 154.0 | 1.95% | 3985.36 | 20634.64 |
| SSO | 2013-04-26 | 2013-05-02 | $17.91 | $17.98 | Long | 457.0 | 0.39% | 3963.52 | 20826.92 |
| QLD | 2013-05-01 | 2013-05-02 | $3.99 | $3.96 | Long | 2145.0 | -0.64% | 3963.52 | 20826.92 |
| TMF | 2013-05-02 | 2013-05-03 | $18.15 | $17.54 | Long | 922.0 | -3.38% | 2655.69 | 20187.59 |
| QLD | 2013-05-03 | 2013-06-24 | $4.12 | $3.90 | Long | 2129.0 | -5.49% | 3130.97 | 19249.13 |
| IWM | 2013-06-24 | 2013-06-27 | $85.02 | $86.58 | Long | 92.0 | 1.83% | 3039.80 | 19816.49 |
| QLD | 2013-06-27 | 2013-08-20 | $4.05 | $4.54 | Long | 1990.0 | 12.03% | 4104.23 | 21365.47 |
| SSO | 2013-05-03 | 2013-08-20 | $18.55 | $19.51 | Long | 469.0 | 5.15% | 4104.23 | 21365.47 |
| TMF | 2013-08-20 | 2013-08-21 | $10.41 | $10.37 | Long | 1643.0 | -0.43% | 3853.96 | 21070.92 |
| SSO | 2013-08-21 | 2013-08-28 | $19.53 | $19.07 | Long | 443.0 | -2.32% | 3974.62 | 20959.32 |
| QLD | 2013-08-21 | 2013-09-03 | $4.53 | $4.60 | Long | 1907.0 | 1.63% | 4804.16 | 21051.87 |
| IWM | 2013-08-28 | 2013-09-03 | $90.53 | $91.64 | Long | 92.0 | 1.23% | 4804.16 | 21051.87 |
| TMF | 2013-09-03 | 2013-09-04 | $10.96 | $10.95 | Long | 1494.0 | -0.13% | 4163.13 | 21352.76 |
| IWM | 2013-09-04 | 2013-09-05 | $91.01 | $91.80 | Long | 93.0 | 0.86% | 3911.19 | 21392.53 |
| SSO | 2013-09-05 | 2013-10-01 | $19.66 | $20.39 | Long | 447.0 | 3.71% | 3990.68 | 22524.22 |
| IWM | 2013-10-01 | 2013-10-02 | $96.13 | $96.60 | Long | 94.0 | 0.50% | 3937.83 | 22533.41 |
| SSO | 2013-10-02 | 2013-10-04 | $20.43 | $20.29 | Long | 447.0 | -0.70% | 4183.03 | 22379.63 |
| QLD | 2013-09-04 | 2013-10-10 | $4.61 | $4.83 | Long | 1852.0 | 4.76% | 4950.23 | 22182.20 |
| IWM | 2013-10-04 | 2013-10-10 | $95.92 | $94.73 | Long | 92.0 | -1.25% | 4950.23 | 22182.20 |
| TMF | 2013-10-10 | 2013-10-11 | $11.07 | $11.50 | Long | 1525.0 | 3.88% | 4398.61 | 22837.23 |
| IWM | 2013-10-11 | 2013-10-17 | $95.48 | $97.43 | Long | 94.0 | 2.04% | 4103.18 | 23447.08 |
| SSO | 2013-10-17 | 2014-01-28 | $21.15 | $22.95 | Long | 447.0 | 8.54% | 4891.56 | 25225.81 |
| QLD | 2013-10-11 | 2014-01-28 | $4.90 | $5.81 | Long | 1860.0 | 18.57% | 4891.56 | 25225.81 |
| TMF | 2014-01-28 | 2014-01-29 | $11.93 | $12.07 | Long | 1701.0 | 1.21% | 5144.36 | 25357.51 |
| QLD | 2014-01-29 | 2014-01-30 | $5.77 | $5.89 | Long | 1757.0 | 2.06% | 5197.89 | 25858.94 |
| SSO | 2014-01-29 | 2014-01-30 | $22.80 | $23.12 | Long | 445.0 | 1.40% | 5197.89 | 25858.94 |
| TMF | 2014-01-30 | 2014-01-31 | $12.10 | $12.35 | Long | 1701.0 | 2.08% | 5604.54 | 26506.88 |
| QLD | 2014-01-31 | 2014-02-03 | $5.82 | $5.90 | Long | 1779.0 | 1.38% | 5057.11 | 27330.08 |
| SSO | 2014-01-31 | 2014-02-03 | $22.65 | $22.88 | Long | 452.0 | 1.04% | 5057.11 | 27330.08 |
| TMF | 2014-02-03 | 2014-02-13 | $12.31 | $11.87 | Long | 1738.0 | -3.60% | 5484.38 | 26223.72 |
| SSO | 2014-02-13 | 2014-03-25 | $23.60 | $25.23 | Long | 428.0 | 6.93% | 5549.29 | 26586.51 |
| UBT | 2014-03-25 | 2014-03-26 | $26.83 | $26.88 | Long | 400.0 | 0.18% | 5472.56 | 26038.91 |
| SSO | 2014-03-26 | 2014-03-27 | $25.42 | $24.80 | Long | 426.0 | -2.46% | 4273.20 | 26216.18 |
| QLD | 2014-02-13 | 2014-03-27 | $6.19 | $6.11 | Long | 1630.0 | -1.35% | 4273.20 | 26216.18 |
| TMF | 2014-03-27 | 2014-04-02 | $12.94 | $12.25 | Long | 1679.0 | -5.33% | 4045.58 | 24845.06 |
| SSO | 2014-04-02 | 2014-04-03 | $25.79 | $25.99 | Long | 398.0 | 0.76% | 4712.60 | 25054.97 |
| QLD | 2014-04-02 | 2014-04-03 | $6.43 | $6.43 | Long | 1636.0 | -0.09% | 4712.60 | 25054.97 |
| TMF | 2014-04-03 | 2015-02-18 | $12.29 | $20.67 | Long | 1643.0 | 68.14% | 8391.19 | 38767.97 |
| TMF | 2015-02-18 | 2015-04-09 | $20.67 | $22.76 | Long | 1465.0 | 10.11% | 7660.79 | 41532.53 |
| UBT | 2015-04-09 | 2015-04-10 | $40.79 | $40.35 | Long | 414.0 | -1.07% | 7630.54 | 41941.86 |
| IWM | 2015-04-10 | 2015-04-15 | $115.42 | $116.08 | Long | 145.0 | 0.57% | 7374.93 | 42087.94 |
| QLD | 2015-04-09 | 2015-04-28 | $9.02 | $9.65 | Long | 1904.0 | 6.98% | 8930.88 | 42273.86 |
| SSO | 2015-04-15 | 2015-04-28 | $32.42 | $32.62 | Long | 527.0 | 0.59% | 8930.88 | 42273.86 |
| TMF | 2015-04-28 | 2015-04-29 | $21.26 | $20.11 | Long | 1600.0 | -5.41% | 7258.84 | 41125.89 |
| QLD | 2015-04-29 | 2015-04-30 | $9.49 | $9.38 | Long | 1773.0 | -1.19% | 8145.84 | 41603.17 |
| SSO | 2015-04-29 | 2015-04-30 | $32.48 | $32.35 | Long | 524.0 | -0.42% | 8145.84 | 41603.17 |
| TMF | 2015-04-30 | 2015-06-11 | $19.74 | $15.99 | Long | 1656.0 | -19.01% | 6675.08 | 35577.21 |
| TMF | 2015-06-11 | 2015-09-17 | $15.99 | $16.89 | Long | 1748.0 | 5.64% | 7046.62 | 37226.63 |
| TMF | 2015-09-17 | 2016-04-20 | $16.89 | $22.79 | Long | 1726.0 | 34.96% | 8924.46 | 45904.21 |
| UBT | 2016-04-20 | 2016-04-21 | $41.56 | $39.94 | Long | 451.0 | -3.89% | 8360.37 | 45325.28 |
| SSO | 2016-04-20 | 2016-04-22 | $32.44 | $32.00 | Long | 577.0 | -1.35% | 8138.48 | 44790.19 |
| EEM | 2016-04-21 | 2016-04-22 | $31.38 | $31.02 | Long | 592.0 | -1.14% | 8138.48 | 44790.19 |
| TMF | 2016-04-22 | 2016-04-25 | $21.59 | $21.19 | Long | 1716.0 | -1.85% | 8384.61 | 44455.39 |
| EEM | 2016-04-25 | 2016-04-26 | $30.94 | $31.00 | Long | 584.0 | 0.17% | 8429.74 | 44644.51 |
| GLD | 2016-04-26 | 2016-04-28 | $118.79 | $119.92 | Long | 152.0 | 0.95% | 8628.52 | 44462.70 |
| IWM | 2016-04-28 | 2016-04-29 | $106.68 | $105.50 | Long | 169.0 | -1.10% | 8094.28 | 44369.57 |
| SSO | 2016-04-25 | 2016-05-02 | $31.89 | $31.48 | Long | 566.0 | -1.28% | 8115.24 | 43723.09 |
| GLD | 2016-04-29 | 2016-05-02 | $122.43 | $123.78 | Long | 150.0 | 1.10% | 8115.24 | 43723.09 |
| TMF | 2016-05-02 | 2016-07-12 | $21.65 | $28.02 | Long | 1680.0 | 29.43% | 10683.42 | 54917.81 |
| GLD | 2016-07-12 | 2016-07-13 | $128.52 | $128.00 | Long | 178.0 | -0.40% | 11040.18 | 55440.95 |
| UBT | 2016-07-12 | 2016-07-19 | $47.63 | $46.79 | Long | 454.0 | -1.76% | 10069.38 | 54829.83 |
| EEM | 2016-07-19 | 2016-07-20 | $32.24 | $32.27 | Long | 689.0 | 0.08% | 10285.40 | 55101.64 |
| UBT | 2016-07-20 | 2016-07-21 | $46.45 | $45.62 | Long | 474.0 | -1.78% | 9287.92 | 54362.60 |
| QLD | 2016-07-21 | 2016-07-22 | $9.87 | $9.82 | Long | 2292.0 | -0.48% | 9780.37 | 54824.72 |
| VNQ | 2016-07-22 | 2016-07-25 | $74.14 | $74.89 | Long | 297.0 | 1.01% | 9200.09 | 54393.94 |
| UBT | 2016-07-25 | 2016-07-28 | $47.35 | $47.49 | Long | 482.0 | 0.29% | 9830.14 | 54870.89 |
| SSO | 2016-07-13 | 2016-08-01 | $34.24 | $34.78 | Long | 655.0 | 1.57% | 10531.85 | 55200.15 |
| UBT | 2016-08-01 | 2016-08-03 | $47.58 | $46.68 | Long | 464.0 | -1.89% | 10331.47 | 54840.76 |
| SSO | 2016-08-03 | 2016-08-17 | $34.21 | $35.01 | Long | 639.0 | 2.34% | 10332.04 | 55946.24 |
| EEM | 2016-08-17 | 2016-08-18 | $33.79 | $34.06 | Long | 662.0 | 0.78% | 10158.42 | 56222.40 |
| SSO | 2016-08-18 | 2016-08-19 | $35.11 | $35.10 | Long | 647.0 | -0.04% | 10299.25 | 56203.73 |
| EEM | 2016-08-19 | 2016-08-23 | $33.79 | $33.80 | Long | 668.0 | 0.05% | 10048.48 | 56136.24 |
| SSO | 2016-08-23 | 2016-08-25 | $35.40 | $34.81 | Long | 645.0 | -1.67% | 9992.35 | 55542.38 |
| EEM | 2016-08-25 | 2016-08-29 | $33.34 | $33.21 | Long | 675.0 | -0.41% | 10086.85 | 55663.31 |
| SSO | 2016-08-29 | 2016-08-30 | $34.82 | $35.08 | Long | 641.0 | 0.73% | 9750.49 | 55365.29 |
| UBT | 2016-08-30 | 2016-09-06 | $47.64 | $46.92 | Long | 479.0 | -1.51% | 9791.66 | 55708.54 |
| SSO | 2016-09-06 | 2016-09-07 | $35.22 | $35.24 | Long | 637.0 | 0.06% | 9519.06 | 55619.99 |
| EEM | 2016-09-07 | 2016-09-14 | $34.53 | $32.66 | Long | 658.0 | -5.42% | 9694.63 | 53592.21 |
| IWM | 2016-09-14 | 2016-09-22 | $113.36 | $117.08 | Long | 188.0 | 3.28% | 8769.80 | 55663.36 |
| EEM | 2016-09-22 | 2016-09-23 | $34.49 | $34.16 | Long | 665.0 | -0.97% | 8854.45 | 55028.32 |
| IWM | 2016-09-23 | 2016-09-30 | $117.86 | $116.17 | Long | 192.0 | -1.43% | 9268.55 | 54966.34 |
| EEM | 2016-09-30 | 2016-10-03 | $33.84 | $33.90 | Long | 647.0 | 0.20% | 8940.75 | 54953.52 |
| IWM | 2016-10-03 | 2016-10-04 | $116.56 | $116.74 | Long | 191.0 | 0.15% | 8879.07 | 54665.45 |
| EEM | 2016-10-04 | 2016-10-14 | $34.08 | $33.54 | Long | 656.0 | -1.59% | 9038.39 | 54035.33 |
| HYG | 2016-10-14 | 2016-10-19 | $68.05 | $68.25 | Long | 321.0 | 0.29% | 8826.07 | 54415.22 |
| EEM | 2016-10-19 | 2016-10-25 | $34.03 | $34.08 | Long | 650.0 | 0.16% | 11328.78 | 55551.68 |
| QLD | 2016-07-28 | 2016-10-25 | $10.08 | $10.94 | Long | 2208.0 | 8.48% | 11328.78 | 55551.68 |
| TMF | 2016-10-25 | 2016-11-11 | $23.55 | $18.72 | Long | 1860.0 | -20.51% | 9717.55 | 46671.18 |
| QLD | 2016-11-11 | 2016-11-15 | $10.13 | $10.17 | Long | 1749.0 | 0.39% | 8666.95 | 47101.13 |
| SSO | 2016-11-15 | 2016-11-17 | $34.82 | $35.13 | Long | 541.0 | 0.90% | 8254.10 | 47473.48 |
| QLD | 2016-11-17 | 2016-11-25 | $10.41 | $10.71 | Long | 1865.0 | 2.85% | 8505.12 | 48360.43 |
| SSO | 2016-11-25 | 2016-11-29 | $36.12 | $35.92 | Long | 546.0 | -0.56% | 8713.31 | 48023.44 |
| QLD | 2016-11-29 | 2016-12-01 | $10.72 | $10.51 | Long | 1810.0 | -1.93% | 8712.87 | 47131.13 |
| IWM | 2016-11-11 | 2016-12-15 | $117.69 | $127.42 | Long | 159.0 | 8.27% | 9267.39 | 49051.93 |
| SSO | 2016-12-01 | 2016-12-20 | $35.97 | $38.19 | Long | 529.0 | 6.17% | 9441.00 | 49469.15 |
| IWM | 2016-12-20 | 2016-12-23 | $129.22 | $128.04 | Long | 155.0 | -0.92% | 9495.93 | 49103.79 |
| SSO | 2016-12-23 | 2016-12-29 | $37.91 | $37.59 | Long | 522.0 | -0.85% | 9680.89 | 48730.46 |
| QLD | 2016-12-15 | 2017-01-03 | $11.01 | $10.88 | Long | 1789.0 | -1.21% | 9589.54 | 48651.14 |
| SSO | 2017-01-03 | 2017-01-06 | $37.76 | $38.25 | Long | 518.0 | 1.31% | 9305.48 | 49210.15 |
| IWM | 2016-12-29 | 2017-01-09 | $127.88 | $128.11 | Long | 152.0 | 0.18% | 8788.51 | 49248.77 |
| SSO | 2017-01-09 | 2017-01-11 | $38.37 | $38.17 | Long | 521.0 | -0.51% | 8589.26 | 49423.98 |
| IWM | 2017-01-11 | 2017-01-12 | $128.77 | $128.70 | Long | 156.0 | -0.05% | 8635.45 | 49349.00 |
| SSO | 2017-01-12 | 2017-01-13 | $38.23 | $38.30 | Long | 524.0 | 0.19% | 8831.16 | 49611.90 |
| IWM | 2017-01-13 | 2017-01-19 | $128.22 | $127.74 | Long | 155.0 | -0.38% | 8622.00 | 49225.03 |
| SSO | 2017-01-19 | 2017-01-20 | $38.33 | $38.28 | Long | 522.0 | -0.14% | 8812.45 | 49476.03 |
| IWM | 2017-01-20 | 2017-01-23 | $126.86 | $126.69 | Long | 156.0 | -0.13% | 8626.31 | 49421.34 |
| SSO | 2017-01-23 | 2017-01-25 | $38.14 | $38.95 | Long | 523.0 | 2.10% | 8396.89 | 50595.15 |
| IWM | 2017-01-25 | 2017-01-26 | $129.55 | $129.82 | Long | 159.0 | 0.20% | 8427.95 | 50635.43 |
| QLD | 2017-01-06 | 2017-03-10 | $11.18 | $13.15 | Long | 1797.0 | 17.54% | 10832.88 | 54298.13 |
| SSO | 2017-01-26 | 2017-03-10 | $39.18 | $42.06 | Long | 526.0 | 7.33% | 10832.88 | 54298.13 |
| TMF | 2017-03-10 | 2017-03-14 | $16.28 | $16.14 | Long | 2662.0 | -0.87% | 10619.45 | 53741.21 |
| QLD | 2017-03-14 | 2017-03-15 | $13.12 | $13.17 | Long | 1648.0 | 0.37% | 9579.56 | 54972.44 |
| SSO | 2017-03-14 | 2017-03-15 | $41.76 | $41.90 | Long | 516.0 | 0.35% | 9579.56 | 54972.44 |
| TMF | 2017-03-15 | 2017-03-16 | $16.45 | $16.61 | Long | 2697.0 | 0.98% | 9316.03 | 54161.59 |
| QLD | 2017-03-16 | 2017-03-22 | $13.33 | $12.88 | Long | 1690.0 | -3.34% | 8146.94 | 52666.88 |
| SSO | 2017-03-16 | 2017-03-22 | $42.45 | $40.90 | Long | 531.0 | -3.65% | 8146.94 | 52666.88 |
| TMF | 2017-03-22 | 2017-03-30 | $17.81 | $17.95 | Long | 2508.0 | 0.80% | 9673.50 | 53370.59 |
| QLD | 2017-03-30 | 2017-04-05 | $13.35 | $13.43 | Long | 1633.0 | 0.67% | 11197.97 | 54226.44 |
| SSO | 2017-03-30 | 2017-04-05 | $41.49 | $41.73 | Long | 523.0 | 0.58% | 11197.97 | 54226.44 |
| TMF | 2017-04-05 | 2017-04-21 | $17.81 | $19.23 | Long | 2372.0 | 7.99% | 10581.03 | 56641.76 |
| SSO | 2017-04-21 | 2017-05-17 | $41.34 | $42.28 | Long | 559.0 | 2.28% | 10012.13 | 58267.80 |
| EEM | 2017-05-17 | 2017-05-18 | $37.76 | $36.53 | Long | 641.0 | -3.24% | 9204.86 | 57251.66 |
| QLD | 2017-04-21 | 2017-05-18 | $13.42 | $14.08 | Long | 1723.0 | 4.87% | 9204.86 | 57251.66 |
| TMF | 2017-05-18 | 2017-06-05 | $19.26 | $19.92 | Long | 2517.0 | 3.45% | 10229.68 | 59340.56 |
| SSO | 2017-06-05 | 2017-06-06 | $44.33 | $44.08 | Long | 551.0 | -0.56% | 10382.76 | 58896.69 |
| QLD | 2017-06-05 | 2017-06-06 | $15.63 | $15.59 | Long | 1580.0 | -0.27% | 10382.76 | 58896.69 |
| TMF | 2017-06-06 | 2017-07-21 | $20.22 | $20.24 | Long | 2412.0 | 0.13% | 12092.97 | 59350.94 |
| QLD | 2017-07-21 | 2017-07-24 | $15.65 | $15.76 | Long | 1499.0 | 0.69% | 11639.32 | 59180.64 |
| EEM | 2017-07-21 | 2017-07-24 | $40.09 | $40.22 | Long | 590.0 | 0.33% | 11639.32 | 59180.64 |
| TMF | 2017-07-24 | 2017-09-13 | $20.14 | $20.94 | Long | 2374.0 | 3.96% | 11993.20 | 61461.09 |
| EEM | 2017-09-13 | 2017-09-26 | $41.55 | $41.04 | Long | 594.0 | -1.24% | 12020.52 | 60119.01 |
| QLD | 2017-09-13 | 2018-02-06 | $16.09 | $18.21 | Long | 1533.0 | 13.14% | 9370.09 | 65591.43 |
| SSO | 2017-09-26 | 2018-02-06 | $46.82 | $50.67 | Long | 520.0 | 8.22% | 9370.09 | 65591.43 |
| TMF | 2018-02-06 | 2018-02-08 | $18.02 | $16.92 | Long | 3159.0 | -6.08% | 11524.04 | 58613.02 |
| QLD | 2018-02-08 | 2018-02-09 | $19.31 | $18.10 | Long | 1321.0 | -6.28% | 12300.72 | 59656.31 |
| SSO | 2018-02-08 | 2018-02-09 | $53.84 | $50.96 | Long | 479.0 | -5.34% | 12300.72 | 59656.31 |
| TMF | 2018-02-09 | 2018-02-12 | $16.95 | $17.15 | Long | 2805.0 | 1.18% | 10950.52 | 61051.93 |
| SSO | 2018-02-12 | 2018-03-23 | $52.06 | $52.34 | Long | 474.0 | 0.53% | 10917.75 | 60111.39 |
| EEM | 2018-03-23 | 2018-03-26 | $44.68 | $44.83 | Long | 556.0 | 0.33% | 11512.93 | 62655.45 |
| QLD | 2018-02-12 | 2018-03-28 | $18.57 | $18.56 | Long | 1334.0 | -0.05% | 9105.91 | 60015.48 |
| GLD | 2018-03-26 | 2018-03-28 | $128.05 | $126.48 | Long | 190.0 | -1.23% | 9105.91 | 60015.48 |
| TMF | 2018-03-28 | 2018-04-18 | $18.44 | $18.37 | Long | 2777.0 | -0.36% | 10666.12 | 60185.54 |
| IWM | 2018-04-18 | 2018-04-20 | $151.26 | $149.85 | Long | 162.0 | -0.93% | 11123.35 | 58726.53 |
| QLD | 2018-04-18 | 2018-04-23 | $20.37 | $19.60 | Long | 1225.0 | -3.76% | 11820.28 | 58963.47 |
| GLD | 2018-04-20 | 2018-04-23 | $126.69 | $125.62 | Long | 188.0 | -0.84% | 11820.28 | 58963.47 |
| TMF | 2018-04-23 | 2018-04-27 | $17.07 | $17.10 | Long | 2749.0 | 0.17% | 10504.00 | 58140.33 |
| IWM | 2018-04-27 | 2018-05-11 | $148.72 | $153.21 | Long | 159.0 | 3.02% | 9819.31 | 61140.34 |
| SSO | 2018-05-11 | 2018-05-16 | $55.04 | $54.59 | Long | 455.0 | -0.82% | 10153.91 | 60922.01 |
| IWM | 2018-05-16 | 2018-05-24 | $153.15 | $155.48 | Long | 160.0 | 1.52% | 9940.99 | 61211.45 |
| SSO | 2018-05-24 | 2018-05-25 | $55.26 | $54.98 | Long | 454.0 | -0.51% | 10207.92 | 61144.97 |
| IWM | 2018-05-25 | 2018-07-13 | $155.32 | $161.76 | Long | 159.0 | 4.15% | 9571.42 | 65135.40 |
| VNQ | 2018-07-13 | 2018-07-18 | $73.62 | $72.38 | Long | 358.0 | -1.68% | 9194.08 | 64990.02 |
| IWM | 2018-07-18 | 2018-07-20 | $161.29 | $162.67 | Long | 163.0 | 0.86% | 9223.76 | 64627.99 |
| VNQ | 2018-07-20 | 2018-07-23 | $72.76 | $72.27 | Long | 364.0 | -0.67% | 9580.65 | 64857.92 |
| IWM | 2018-07-23 | 2018-07-25 | $162.19 | $160.88 | Long | 160.0 | -0.81% | 9184.86 | 66167.46 |
| SSO | 2018-07-25 | 2018-07-27 | $58.87 | $59.84 | Long | 444.0 | 1.66% | 9286.52 | 63883.81 |
| IWM | 2018-07-27 | 2018-07-30 | $162.38 | $159.25 | Long | 163.0 | -1.93% | 13196.70 | 63956.80 |
| QLD | 2018-04-27 | 2018-07-30 | $19.87 | $23.05 | Long | 1242.0 | 15.99% | 13196.70 | 63956.80 |
| TMF | 2018-07-30 | 2018-07-31 | $17.40 | $17.73 | Long | 2913.0 | 1.93% | 13842.49 | 65178.10 |
| IWM | 2018-07-31 | 2018-08-01 | $158.56 | $159.69 | Long | 162.0 | 0.71% | 13158.33 | 65802.36 |
| VNQ | 2018-08-01 | 2018-08-03 | $72.55 | $73.33 | Long | 366.0 | 1.08% | 12544.99 | 66773.90 |
| SSO | 2018-08-03 | 2018-08-16 | $59.30 | $59.57 | Long | 463.0 | 0.46% | 13227.05 | 66784.83 |
| VNQ | 2018-08-16 | 2018-08-28 | $73.69 | $74.24 | Long | 365.0 | 0.74% | 12538.46 | 68090.12 |
| SSO | 2018-08-28 | 2018-09-07 | $62.44 | $60.93 | Long | 445.0 | -2.41% | 12680.30 | 66243.38 |
| QLD | 2018-07-31 | 2018-09-11 | $22.55 | $23.78 | Long | 1123.0 | 5.48% | 12578.61 | 65689.33 |
| VNQ | 2018-09-07 | 2018-09-11 | $74.51 | $74.03 | Long | 362.0 | -0.65% | 12578.61 | 65689.33 |
| TMF | 2018-09-11 | 2018-09-24 | $17.53 | $16.50 | Long | 3058.0 | -5.86% | 12754.81 | 63490.57 |
| QLD | 2018-09-24 | 2018-10-03 | $24.12 | $25.30 | Long | 1033.0 | 4.89% | 13094.17 | 62516.89 |
| SSO | 2018-09-24 | 2018-10-03 | $63.29 | $63.81 | Long | 401.0 | 0.84% | 13094.17 | 62516.89 |
| TMF | 2018-10-03 | 2019-07-01 | $16.39 | $24.28 | Long | 3136.0 | 48.15% | 14792.10 | 88550.93 |
| SSO | 2019-07-01 | 2019-07-03 | $64.11 | $64.32 | Long | 578.0 | 0.33% | 15801.05 | 90458.51 |
| QLD | 2019-07-01 | 2019-07-03 | $24.88 | $24.91 | Long | 1502.0 | 0.12% | 15801.05 | 90458.51 |
| TMF | 2019-07-03 | 2019-09-17 | $24.81 | $27.17 | Long | 2966.0 | 9.50% | 17702.75 | 97535.30 |
| TMF | 2019-09-17 | 2019-11-11 | $27.17 | $25.29 | Long | 2896.0 | -6.92% | 17475.17 | 90310.93 |
| TMF | 2019-11-11 | 2019-12-23 | $25.29 | $26.05 | Long | 2905.0 | 3.01% | 17544.41 | 92968.30 |
| SSO | 2019-12-23 | 2019-12-30 | $75.02 | $75.59 | Long | 504.0 | 0.76% | 20383.87 | 95533.97 |
| QLD | 2019-12-23 | 2019-12-30 | $30.33 | $30.73 | Long | 1246.0 | 1.30% | 20383.87 | 95533.97 |
| TMF | 2019-12-30 | 2020-01-02 | $25.49 | $25.96 | Long | 2885.0 | 1.84% | 18069.16 | 96189.59 |
| QLD | 2020-01-02 | 2020-01-13 | $30.97 | $32.36 | Long | 1251.0 | 4.49% | 18629.33 | 97807.89 |
| SSO | 2020-01-02 | 2020-01-13 | $75.86 | $77.13 | Long | 507.0 | 1.67% | 18629.33 | 97807.89 |
| TMF | 2020-01-13 | 2020-01-16 | $26.56 | $27.33 | Long | 2976.0 | 2.91% | 17516.74 | 100633.82 |
| SSO | 2020-01-16 | 2020-01-27 | $78.65 | $75.41 | Long | 525.0 | -4.11% | 11395.83 | 97507.01 |
| QLD | 2020-01-16 | 2020-01-27 | $32.92 | $31.85 | Long | 1250.0 | -3.26% | 11395.83 | 97507.01 |
| TMF | 2020-01-27 | 2020-03-12 | $30.10 | $40.07 | Long | 2841.0 | 33.12% | 38927.16 | 121647.87 |
| TMF | 2020-03-12 | 2020-03-19 | $40.07 | $29.59 | Long | 2154.0 | -26.17% | 31441.68 | 106209.81 |
| TMF | 2020-03-19 | 2020-06-05 | $29.59 | $33.56 | Long | 2407.0 | 13.42% | 25367.58 | 114854.27 |
| TMF | 2020-06-05 | 2020-06-08 | $33.56 | $33.91 | Long | 2588.0 | 1.05% | 17924.96 | 114832.48 |
| SSO | 2020-06-08 | 2020-06-10 | $67.19 | $67.63 | Long | 705.0 | 0.65% | 18914.58 | 116588.45 |
| GLD | 2020-06-10 | 2020-06-11 | $162.11 | $163.33 | Long | 288.0 | 0.75% | 16349.97 | 111902.09 |
| UBT | 2020-06-11 | 2020-06-16 | $66.32 | $63.15 | Long | 748.0 | -4.77% | 12444.70 | 111831.46 |
| SSO | 2020-06-16 | 2020-06-18 | $64.82 | $62.58 | Long | 789.0 | -3.45% | 15628.94 | 111621.66 |
| UBT | 2020-06-18 | 2020-06-22 | $65.25 | $66.09 | Long | 708.0 | 1.30% | 19047.21 | 113960.59 |
| SSO | 2020-06-22 | 2020-06-25 | $62.32 | $60.45 | Long | 696.0 | -3.00% | 14740.47 | 111137.78 |
| UBT | 2020-06-25 | 2020-06-26 | $67.02 | $67.04 | Long | 692.0 | 0.02% | 21200.37 | 113228.35 |
| QLD | 2020-06-08 | 2020-06-26 | $34.72 | $36.51 | Long | 1378.0 | 5.17% | 21200.37 | 113228.35 |
| TMF | 2020-06-26 | 2020-06-30 | $40.04 | $40.75 | Long | 2254.0 | 1.79% | 21135.75 | 114192.41 |
| UBT | 2020-06-30 | 2020-07-07 | $67.67 | $66.62 | Long | 672.0 | -1.56% | 18459.17 | 117204.22 |
| SSO | 2020-07-07 | 2020-07-08 | $65.17 | $64.84 | Long | 728.0 | -0.51% | 21442.64 | 118423.95 |
| QLD | 2020-06-30 | 2020-07-08 | $35.59 | $40.14 | Long | 1305.0 | 12.80% | 21442.64 | 118423.95 |
| TMF | 2020-07-08 | 2020-07-17 | $40.20 | $42.31 | Long | 2403.0 | 5.24% | 23079.62 | 122732.18 |
| QLD | 2020-07-17 | 2020-07-20 | $40.63 | $40.75 | Long | 1242.0 | 0.29% | 23614.17 | 122720.08 |
| UBT | 2020-07-17 | 2020-07-20 | $69.52 | $69.77 | Long | 713.0 | 0.36% | 23614.17 | 122720.08 |
| TMF | 2020-07-20 | 2020-07-21 | $42.49 | $42.36 | Long | 2349.0 | -0.32% | 20723.69 | 121407.82 |
| UBT | 2020-07-21 | 2020-07-29 | $69.58 | $71.87 | Long | 712.0 | 3.29% | 22649.23 | 120808.19 |
| QLD | 2020-07-21 | 2020-07-29 | $43.35 | $40.09 | Long | 1219.0 | -7.53% | 22649.23 | 120808.19 |
| TMF | 2020-07-29 | 2020-07-30 | $44.36 | $45.17 | Long | 2212.0 | 1.83% | 25261.93 | 123935.63 |
| GLD | 2020-07-30 | 2020-07-31 | $183.44 | $184.51 | Long | 265.0 | 0.58% | 24459.83 | 126330.38 |
| UBT | 2020-07-31 | 2020-08-03 | $72.03 | $71.30 | Long | 690.0 | -1.01% | 22397.98 | 126942.11 |
| GLD | 2020-08-03 | 2020-08-24 | $185.05 | $182.91 | Long | 277.0 | -1.16% | 18781.42 | 132079.45 |
| SSO | 2020-08-24 | 2020-09-04 | $76.45 | $78.07 | Long | 710.0 | 2.11% | 27578.69 | 130348.37 |
| QLD | 2020-07-30 | 2020-09-04 | $39.91 | $48.69 | Long | 1220.0 | 21.99% | 27578.69 | 130348.37 |
| TMF | 2020-09-04 | 2020-09-08 | $40.16 | $40.02 | Long | 2640.0 | -0.37% | 35473.78 | 131290.48 |
| SSO | 2020-09-08 | 2020-09-09 | $73.83 | $74.18 | Long | 676.0 | 0.47% | 28883.57 | 133252.23 |
| QLD | 2020-09-08 | 2020-09-09 | $44.13 | $45.10 | Long | 1084.0 | 2.19% | 28883.57 | 133252.23 |
| TMF | 2020-09-09 | 2020-09-10 | $39.75 | $38.60 | Long | 2657.0 | -2.88% | 20131.57 | 125409.75 |
| SSO | 2020-09-10 | 2020-10-29 | $76.01 | $69.60 | Long | 727.0 | -8.43% | 21351.09 | 124707.73 |
| EEM | 2020-10-29 | 2020-11-04 | $44.29 | $45.42 | Long | 1115.0 | 2.56% | 19563.98 | 130534.34 |
| SSO | 2020-11-04 | 2020-11-24 | $75.55 | $84.17 | Long | 694.0 | 11.41% | 21674.64 | 138898.98 |
| IWM | 2020-11-24 | 2020-11-30 | $182.21 | $182.64 | Long | 309.0 | 0.23% | 21412.62 | 140527.03 |
| SSO | 2020-11-30 | 2020-12-07 | $85.39 | $88.29 | Long | 664.0 | 3.40% | 20191.85 | 146044.49 |
| IWM | 2020-12-07 | 2020-12-08 | $187.02 | $185.91 | Long | 320.0 | -0.59% | 21058.90 | 146831.67 |
| SSO | 2020-12-08 | 2020-12-09 | $87.63 | $89.17 | Long | 669.0 | 1.75% | 19852.90 | 143339.21 |
| IWM | 2020-12-09 | 2020-12-30 | $190.78 | $194.40 | Long | 319.0 | 1.89% | 21500.86 | 150278.08 |
| SSO | 2020-12-30 | 2020-12-31 | $90.50 | $90.27 | Long | 667.0 | -0.25% | 20376.28 | 150373.68 |
| QLD | 2020-09-10 | 2021-01-07 | $46.88 | $56.29 | Long | 1196.0 | 20.07% | 24750.33 | 153612.71 |
| SSO | 2021-01-07 | 2021-01-11 | $92.30 | $93.12 | Long | 682.0 | 0.89% | 26380.23 | 152353.40 |
| QLD | 2021-01-11 | 2021-01-12 | $58.32 | $57.77 | Long | 1061.0 | -0.94% | 25685.30 | 153511.39 |
| SSO | 2021-01-12 | 2021-01-14 | $93.64 | $94.46 | Long | 662.0 | 0.87% | 25238.88 | 154094.21 |
| QLD | 2021-01-14 | 2021-02-23 | $58.48 | $58.32 | Long | 1077.0 | -0.27% | 24165.50 | 158231.42 |
| SSO | 2021-02-23 | 2021-03-04 | $96.07 | $94.20 | Long | 665.0 | -1.94% | 24794.38 | 152113.56 |
| EEM | 2021-03-04 | 2021-03-09 | $54.07 | $52.92 | Long | 1147.0 | -2.12% | 23292.87 | 155590.92 |
| IWM | 2020-12-31 | 2021-04-08 | $195.96 | $221.50 | Long | 313.0 | 13.03% | 25513.81 | 162825.59 |
| QLD | 2021-04-08 | 2021-05-04 | $64.41 | $63.84 | Long | 1042.0 | -0.88% | 25654.00 | 164002.59 |
| IWM | 2021-05-04 | 2021-05-11 | $224.26 | $214.60 | Long | 296.0 | -4.31% | 23780.82 | 160777.16 |
| VNQ | 2021-05-11 | 2021-05-17 | $96.88 | $96.35 | Long | 675.0 | -0.54% | 22984.60 | 161505.95 |
| IWM | 2021-05-17 | 2021-05-21 | $219.45 | $221.00 | Long | 300.0 | 0.71% | 23356.73 | 161061.52 |
| VNQ | 2021-05-21 | 2021-05-25 | $97.52 | $98.58 | Long | 676.0 | 1.08% | 21973.24 | 162671.16 |
| QLD | 2021-05-25 | 2021-06-01 | $63.81 | $64.26 | Long | 1066.0 | 0.71% | 23902.08 | 164948.80 |
| VNQ | 2021-06-01 | 2021-06-14 | $99.66 | $104.35 | Long | 668.0 | 4.70% | 24734.92 | 170292.69 |
| QLD | 2021-06-14 | 2021-06-17 | $66.67 | $65.97 | Long | 1033.0 | -1.05% | 25730.76 | 167319.83 |
| VNQ | 2021-06-17 | 2021-06-18 | $102.68 | $102.29 | Long | 654.0 | -0.38% | 23398.61 | 164558.47 |
| SSO | 2021-03-09 | 2021-07-19 | $96.44 | $118.08 | Long | 645.0 | 22.44% | 19491.42 | 174389.61 |
| QLD | 2021-06-18 | 2021-07-19 | $67.41 | $71.53 | Long | 1027.0 | 6.11% | 19491.42 | 174389.61 |
| TMF | 2021-07-19 | 2021-07-21 | $30.30 | $28.64 | Long | 5067.0 | -5.48% | 23789.87 | 166516.18 |
| QLD | 2021-07-21 | 2021-07-26 | $73.31 | $77.06 | Long | 953.0 | 5.12% | 28995.81 | 167834.46 |
| SSO | 2021-07-21 | 2021-07-26 | $121.50 | $125.40 | Long | 584.0 | 3.21% | 28995.81 | 167834.46 |
Signals
| Strategy | Ratio | Size | Ticker | Date | State | Type | Profit | Tick |
|---|---|---|---|---|---|---|---|---|
| Alvarez-d | 0.90 | 0.83 | TMF | 2021-07-23 | Hold | Long | 1.75% | EOD |