Strategy - Alvarez-d

Alvarez Daily Accelerating Dual Momentum

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 and TIP being the risk off havens

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 244.00
    NoOfWins 142.00
    NoOfLosses 102.00
    SharpRatio 0.82
    SortinoRatio 1.02
    GrossProfit $166293.71
    FirstDate 2011-01-04
    LastDate 2022-09-20
    FirstEquity $10000.00
    FinalEquity $176293.71
    OpenEquity $142488.70
    LongEquity $166293.71
    ShortEquity $0.00
    PercentWins 58.20%
    AveWin 5.30%
    AveLoss -3.33%
    AveWinLoss 1.59
    Expectancy 1.69%
    AveDrawUp 72.40%
    AveDrawDown -19.96%
    MaxDrawDown -34.15%
    Kelly 31.96%
    Thrope 43.54
    APR 27.77%
    CalmarRatio 1.39

    Trades

    Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
    QLD 2011-01-04 2011-01-21 $2.61 $2.69 Long 3163.0 3.06% 2087.29 10262.14
    TIP 2011-01-21 2011-02-09 $80.06 $79.04 Long 102.0 -1.27% 1860.30 10155.48
    QLD 2011-02-09 2011-03-11 $2.83 $2.62 Long 2924.0 -7.41% 1726.79 9527.31
    TIP 2011-03-11 2011-05-06 $82.19 $84.05 Long 95.0 2.26% 1943.64 9859.32
    TMF 2011-05-06 2011-06-30 $8.30 $8.25 Long 936.0 -0.64% 1829.44 9640.25
    TIP 2011-06-30 2011-07-07 $85.13 $85.22 Long 92.0 0.11% 1935.25 9722.21
    TMF 2011-07-07 2011-08-26 $8.21 $12.39 Long 942.0 50.85% 2319.21 13532.71
    TMF 2011-08-26 2011-09-28 $12.39 $15.21 Long 911.0 22.77% 2988.28 16232.48
    TMF 2011-09-28 2011-10-10 $15.21 $15.23 Long 867.0 0.18% 3003.51 16067.45
    TMF 2011-10-10 2011-10-26 $15.23 $14.54 Long 866.0 -4.53% 2058.15 15179.03
    TMF 2011-10-26 2011-10-28 $14.54 $12.78 Long 931.0 -12.12% 3400.12 14168.02
    TMF 2011-10-28 2011-12-02 $12.78 $14.93 Long 826.0 16.80% 2788.09 16396.89
    TMF 2011-12-02 2011-12-28 $14.93 $15.77 Long 867.0 5.61% 2961.51 17061.75
    TMF 2011-12-28 2012-01-24 $15.77 $14.87 Long 856.0 -5.66% 2916.89 15592.87
    TMF 2012-01-24 2012-02-06 $14.87 $14.92 Long 859.0 0.30% 2992.33 15817.29
    QLD 2012-02-06 2012-03-05 $3.08 $3.38 Long 4142.0 9.81% 3086.41 16733.06
    TMF 2012-03-05 2012-03-08 $15.07 $14.80 Long 922.0 -1.77% 3041.50 16741.00
    TIP 2012-03-08 2012-03-09 $92.53 $92.46 Long 148.0 -0.07% 3457.54 16871.74
    TMF 2012-03-09 2012-03-12 $14.49 $14.81 Long 916.0 2.21% 3295.04 17048.41
    QLD 2012-03-12 2012-04-16 $3.39 $3.56 Long 4046.0 4.92% 3292.41 17697.86
    TMF 2012-04-16 2012-04-17 $14.88 $14.81 Long 968.0 -0.44% 3361.35 17665.69
    TIP 2012-04-17 2012-04-18 $93.27 $93.41 Long 153.0 0.15% 2985.43 17658.78
    QLD 2012-04-18 2012-04-19 $3.56 $3.54 Long 4118.0 -0.63% 3179.96 17498.36
    TMF 2012-04-19 2012-05-04 $15.09 $15.28 Long 953.0 1.24% 3489.69 17752.61
    TIP 2012-05-04 2012-05-07 $93.75 $93.89 Long 152.0 0.15% 3071.81 17683.83
    TMF 2012-05-07 2012-06-08 $15.61 $19.10 Long 941.0 22.33% 3663.78 20424.87
    TMF 2012-06-08 2012-08-08 $19.10 $18.90 Long 910.0 -1.03% 4003.96 20481.57
    TMF 2012-08-08 2012-08-17 $18.90 $16.79 Long 892.0 -11.17% 3801.89 19000.98
    TIP 2012-08-17 2012-08-21 $94.27 $94.25 Long 161.0 -0.02% 3622.91 19305.68
    TMF 2012-08-21 2012-09-13 $16.84 $17.24 Long 912.0 2.39% 3726.34 19019.42
    TMF 2012-09-13 2012-09-17 $17.24 $15.75 Long 906.0 -8.62% 3679.98 18000.96
    TIP 2012-09-17 2012-09-18 $96.75 $96.72 Long 148.0 -0.03% 2752.80 17848.73
    TMF 2012-09-18 2012-10-08 $16.48 $17.05 Long 925.0 3.47% 3820.18 18554.98
    TIP 2012-10-08 2012-10-11 $97.37 $97.03 Long 151.0 -0.35% 3313.29 19097.14
    TMF 2012-10-11 2012-10-18 $17.07 $16.68 Long 888.0 -2.31% 3588.26 18137.16
    TIP 2012-10-18 2012-11-01 $96.25 $97.15 Long 151.0 0.94% 3348.20 18124.13
    TMF 2012-11-01 2012-11-02 $17.42 $16.80 Long 856.0 -3.55% 3087.76 17757.97
    TIP 2012-11-02 2012-11-06 $96.96 $97.28 Long 151.0 0.33% 3455.28 17517.94
    TMF 2012-11-06 2012-11-07 $17.34 $17.91 Long 826.0 3.30% 4097.37 18247.01
    TIP 2012-11-07 2012-11-08 $97.60 $97.62 Long 145.0 0.02% 3519.94 18980.19
    TMF 2012-11-08 2012-11-30 $17.86 $18.55 Long 825.0 3.91% 3665.04 18833.71
    TIP 2012-11-30 2013-01-25 $97.82 $96.73 Long 155.0 -1.12% 3370.42 18726.88
    SSO 2013-01-25 2013-04-04 $8.00 $8.64 Long 1912.0 8.02% 3830.69 19941.49
    TIP 2013-04-04 2013-04-08 $97.29 $98.07 Long 165.0 0.81% 3913.27 19732.99
    TMF 2013-04-08 2013-04-12 $17.56 $16.99 Long 917.0 -3.22% 4085.85 19512.61
    SSO 2013-04-12 2013-04-15 $9.00 $8.92 Long 1712.0 -0.87% 3253.27 19666.12
    TMF 2013-04-15 2013-04-26 $17.32 $17.73 Long 930.0 2.38% 4014.75 19730.12
    SSO 2013-04-26 2013-05-02 $8.94 $8.98 Long 1759.0 0.39% 3796.69 19926.79
    TMF 2013-05-02 2013-05-03 $18.03 $17.42 Long 888.0 -3.38% 2624.94 19285.64
    SSO 2013-05-03 2013-06-25 $9.26 $9.01 Long 1797.0 -2.72% 3597.74 18829.41
    SSO 2013-06-25 2013-07-15 $9.01 $10.10 Long 1689.0 12.18% 3868.83 20709.61
    QLD 2013-07-15 2013-07-16 $4.53 $4.55 Long 3708.0 0.40% 3903.58 20582.77
    SSO 2013-07-16 2013-07-17 $10.14 $10.13 Long 1660.0 -0.08% 4014.05 20695.89
    QLD 2013-07-17 2013-07-19 $4.56 $4.45 Long 3666.0 -2.31% 3595.81 20472.37
    SSO 2013-07-19 2013-07-29 $10.17 $10.19 Long 1646.0 0.19% 3577.48 20363.97
    QLD 2013-07-29 2013-08-20 $4.51 $4.54 Long 3724.0 0.63% 3952.71 20514.30
    TIP 2013-08-20 2013-08-21 $88.79 $88.90 Long 186.0 0.13% 3900.10 20475.20
    QLD 2013-08-21 2013-09-03 $4.53 $4.60 Long 3663.0 1.63% 4323.28 20741.12
    TIP 2013-09-03 2013-09-04 $88.84 $88.83 Long 185.0 -0.02% 3936.59 21002.65
    QLD 2013-09-04 2013-10-10 $4.61 $4.83 Long 3650.0 4.76% 4469.10 21567.95
    TIP 2013-10-10 2013-10-11 $90.41 $90.60 Long 189.0 0.21% 3852.53 21957.59
    QLD 2013-10-11 2014-01-28 $4.90 $5.81 Long 3618.0 18.57% 4716.18 24934.65
    TMF 2014-01-28 2014-01-29 $11.84 $11.99 Long 1703.0 1.21% 5098.07 25058.00
    QLD 2014-01-29 2014-01-30 $5.77 $5.89 Long 3474.0 2.06% 5205.64 25628.42
    TMF 2014-01-30 2014-01-31 $12.01 $12.26 Long 1693.0 2.08% 5427.49 26315.02
    QLD 2014-01-31 2014-02-03 $5.82 $5.90 Long 3527.0 1.38% 5003.52 27123.66
    TMF 2014-02-03 2014-02-13 $12.23 $11.79 Long 1738.0 -3.60% 5439.27 26079.78
    QLD 2014-02-13 2014-03-27 $6.19 $6.11 Long 3236.0 -1.35% 4154.35 25427.59
    TMF 2014-03-27 2014-04-02 $12.85 $12.16 Long 1639.0 -5.33% 4161.77 24171.86
    SSO 2014-04-02 2014-04-03 $12.87 $12.97 Long 1548.0 0.76% 4601.98 24386.69
    TMF 2014-04-03 2014-07-07 $12.21 $13.71 Long 1609.0 12.31% 4835.05 26818.30
    TMF 2014-07-07 2014-09-15 $13.71 $14.78 Long 1592.0 7.80% 5544.44 28174.23
    TMF 2014-09-15 2014-10-24 $14.78 $17.30 Long 1544.0 17.09% 6426.96 32089.95
    TMF 2014-10-24 2015-02-09 $17.30 $23.17 Long 1493.0 33.92% 8512.66 40160.56
    TMF 2015-02-09 2015-02-18 $23.17 $20.52 Long 1403.0 -11.44% 8061.13 37405.76
    TMF 2015-02-18 2015-03-09 $20.52 $19.52 Long 1425.0 -4.91% 7456.12 35864.87
    TMF 2015-03-09 2015-04-09 $19.52 $22.60 Long 1456.0 15.80% 7651.19 39536.89
    UBT 2015-04-09 2015-04-10 $40.79 $40.35 Long 802.0 -1.07% 7584.05 40290.67
    QLD 2015-04-10 2015-04-28 $9.14 $9.65 Long 3548.0 5.63% 8711.98 41184.59
    TMF 2015-04-28 2015-04-29 $21.11 $19.97 Long 1569.0 -5.41% 7258.48 40022.61
    QLD 2015-04-29 2015-04-30 $9.49 $9.38 Long 3455.0 -1.19% 7336.81 39746.08
    TIP 2015-04-30 2015-08-10 $93.68 $91.93 Long 345.0 -1.87% 7277.41 38578.59
    TMF 2015-08-10 2015-08-26 $18.82 $18.56 Long 1688.0 -1.41% 6643.48 38504.69
    TIP 2015-08-26 2015-09-04 $91.31 $91.31 Long 350.0 -0.00% 6623.27 38802.68
    TMF 2015-09-04 2015-09-09 $18.36 $17.14 Long 1742.0 -6.65% 6333.73 36596.34
    TIP 2015-09-09 2015-09-29 $90.79 $90.95 Long 332.0 0.18% 6076.63 36894.57
    TMF 2015-09-29 2015-10-06 $18.73 $18.39 Long 1626.0 -1.80% 6713.06 36067.11
    TIP 2015-10-06 2015-10-08 $91.76 $92.03 Long 319.0 0.30% 6447.45 35116.95
    TMF 2015-10-08 2015-10-09 $18.75 $18.14 Long 1580.0 -3.27% 6729.32 35068.95
    TIP 2015-10-09 2015-10-12 $91.82 $91.87 Long 309.0 0.05% 5967.79 35220.63
    TMF 2015-10-12 2015-10-20 $18.61 $18.49 Long 1566.0 -0.68% 6322.57 34949.09
    TIP 2015-10-20 2015-10-21 $91.36 $91.58 Long 313.0 0.24% 6132.69 35290.73
    TMF 2015-10-21 2015-10-26 $18.85 $18.94 Long 1531.0 0.51% 7040.89 35092.78
    TIP 2015-10-26 2015-10-27 $91.81 $91.90 Long 306.0 0.09% 6310.56 35033.67
    TMF 2015-10-27 2015-10-30 $19.23 $18.19 Long 1500.0 -5.41% 6559.09 33628.38
    TIP 2015-10-30 2015-12-01 $91.35 $91.33 Long 296.0 -0.02% 6095.23 34658.82
    TMF 2015-12-01 2016-02-18 $17.95 $21.69 Long 1532.0 20.84% 7700.32 40399.98
    TMF 2016-02-18 2016-04-20 $21.69 $22.64 Long 1458.0 4.35% 7815.91 40726.94
    SSO 2016-04-20 2016-04-22 $16.19 $15.97 Long 2031.0 -1.35% 7256.13 39901.79
    TMF 2016-04-22 2016-04-25 $21.44 $21.05 Long 1539.0 -1.85% 7443.03 39746.55
    SSO 2016-04-25 2016-04-29 $15.92 $15.69 Long 2023.0 -1.45% 6613.61 39504.51
    GLD 2016-04-29 2016-05-02 $122.43 $123.78 Long 266.0 1.10% 7164.19 38865.06
    TMF 2016-05-02 2016-07-12 $21.50 $27.82 Long 1506.0 29.43% 10584.05 49029.36
    UBT 2016-07-12 2016-07-15 $47.63 $46.87 Long 808.0 -1.60% 8792.78 48117.40
    SSO 2016-07-15 2016-07-28 $17.30 $17.22 Long 2292.0 -0.48% 9105.50 48422.42
    QLD 2016-07-28 2016-08-31 $10.08 $10.35 Long 3884.0 2.66% 9611.08 49419.12
    UBT 2016-08-31 2016-09-01 $47.25 $46.86 Long 840.0 -0.84% 8872.64 49125.71
    QLD 2016-09-01 2016-09-12 $10.37 $9.86 Long 3867.0 -4.93% 9842.14 47765.52
    EEM 2016-09-12 2016-09-13 $31.95 $32.12 Long 1163.0 0.55% 7107.75 46898.04
    QLD 2016-09-13 2016-10-25 $10.22 $10.94 Long 3924.0 7.04% 9594.79 50095.63
    TIP 2016-10-25 2016-11-11 $96.72 $95.72 Long 418.0 -1.03% 9300.35 50358.52
    IWM 2016-11-11 2016-12-14 $115.82 $126.38 Long 348.0 9.11% 9858.99 52711.69
    SSO 2016-12-14 2016-12-20 $19.04 $19.06 Long 2280.0 0.10% 10085.01 53537.96
    IWM 2016-12-20 2016-12-23 $127.17 $126.01 Long 340.0 -0.92% 10485.75 53110.84
    QLD 2016-12-23 2016-12-30 $11.00 $10.99 Long 3858.0 -0.07% 10138.01 52662.67
    IWM 2016-12-30 2017-01-06 $126.14 $126.89 Long 339.0 0.60% 9546.62 53830.36
    QLD 2017-01-06 2017-03-10 $11.18 $13.15 Long 3899.0 17.54% 11923.31 60754.26
    TIP 2017-03-10 2017-03-14 $94.54 $94.20 Long 517.0 -0.36% 11530.37 60587.26
    QLD 2017-03-14 2017-03-15 $13.12 $13.17 Long 3741.0 0.37% 11683.49 61093.45
    TIP 2017-03-15 2017-03-16 $94.47 $95.09 Long 520.0 0.66% 11068.80 60898.42
    QLD 2017-03-16 2017-03-22 $13.33 $12.88 Long 3756.0 -3.34% 11234.84 59477.09
    TIP 2017-03-22 2017-03-30 $95.50 $95.73 Long 505.0 0.25% 10948.58 59742.02
    QLD 2017-03-30 2017-04-05 $13.35 $13.43 Long 3644.0 0.67% 11633.66 60006.70
    TIP 2017-04-05 2017-04-21 $95.97 $96.25 Long 503.0 0.30% 10949.30 59943.89
    QLD 2017-04-21 2017-05-18 $13.42 $14.08 Long 3658.0 4.87% 10488.84 61978.59
    TMF 2017-05-18 2017-06-05 $19.13 $19.79 Long 2716.0 3.45% 10760.86 64209.30
    QLD 2017-06-05 2017-06-06 $15.63 $15.59 Long 3421.0 -0.27% 11317.42 63813.19
    TMF 2017-06-06 2017-07-07 $20.08 $18.79 Long 2628.0 -6.40% 11824.87 60684.87
    TMF 2017-07-07 2017-07-21 $18.79 $20.11 Long 2601.0 6.97% 13273.07 64467.17
    QLD 2017-07-21 2017-07-24 $15.65 $15.76 Long 3248.0 0.69% 12523.06 64173.29
    TMF 2017-07-24 2017-09-13 $20.00 $20.79 Long 2597.0 3.96% 12997.46 66847.92
    QLD 2017-09-13 2017-09-26 $16.09 $15.60 Long 3326.0 -3.04% 12638.45 64761.45
    SSO 2017-09-26 2017-09-27 $23.37 $23.47 Long 2236.0 0.40% 12365.89 65508.74
    QLD 2017-09-27 2017-10-24 $15.69 $16.55 Long 3361.0 5.50% 13435.82 67969.10
    SSO 2017-10-24 2017-10-25 $24.69 $24.61 Long 2210.0 -0.34% 12985.07 67623.82
    QLD 2017-10-25 2017-10-27 $16.49 $16.86 Long 3325.0 2.22% 14324.75 69542.34
    SSO 2017-10-27 2017-10-30 $24.66 $24.76 Long 2219.0 0.43% 11682.45 69667.56
    QLD 2017-10-30 2017-11-30 $17.24 $17.98 Long 3341.0 4.28% 13685.40 72245.85
    SSO 2017-11-30 2017-12-14 $26.01 $26.65 Long 2232.0 2.46% 14061.02 72857.22
    QLD 2017-12-14 2018-02-06 $18.37 $18.21 Long 3218.0 -0.87% 12193.28 72522.28
    TIP 2018-02-06 2018-02-08 $96.13 $95.55 Long 629.0 -0.60% 14570.24 67221.55
    QLD 2018-02-08 2018-02-09 $19.31 $18.10 Long 2989.0 -6.28% 14419.19 68590.19
    TIP 2018-02-09 2018-02-12 $95.34 $95.43 Long 569.0 0.10% 11721.29 69594.06
    QLD 2018-02-12 2018-03-23 $18.57 $19.68 Long 3069.0 5.96% 15106.31 69172.00
    QLD 2018-03-23 2018-03-28 $19.68 $18.56 Long 2897.0 -5.68% 12469.41 68818.02
    TIP 2018-03-28 2018-04-18 $96.43 $96.87 Long 585.0 0.45% 11821.53 69300.70
    QLD 2018-04-18 2018-04-23 $20.37 $19.60 Long 2814.0 -3.76% 13288.35 66955.75
    TIP 2018-04-23 2018-04-27 $96.23 $96.21 Long 558.0 -0.02% 10378.25 65454.62
    QLD 2018-04-27 2018-05-03 $19.87 $19.08 Long 2848.0 -3.99% 11849.56 64612.91
    IWM 2018-05-03 2018-05-04 $145.64 $144.83 Long 363.0 -0.55% 12048.93 66853.13
    QLD 2018-05-04 2018-07-30 $19.09 $23.05 Long 2743.0 20.72% 14485.84 75297.39
    TIP 2018-07-30 2018-07-31 $96.65 $96.83 Long 629.0 0.19% 15725.76 75667.16
    QLD 2018-07-31 2018-09-07 $22.55 $23.68 Long 2646.0 5.01% 14256.96 77850.21
    VNQ 2018-09-07 2018-09-11 $71.73 $71.26 Long 894.0 -0.65% 14956.27 77379.04
    TMF 2018-09-11 2018-09-12 $17.41 $17.40 Long 3619.0 -0.05% 15266.45 77891.39
    TIP 2018-09-12 2018-09-24 $97.00 $96.42 Long 646.0 -0.60% 15479.00 77437.15
    SSO 2018-09-24 2018-09-25 $31.59 $31.63 Long 1965.0 0.12% 13739.29 77885.22
    QLD 2018-09-25 2018-10-03 $24.57 $25.30 Long 2600.0 2.96% 15691.04 79282.14
    TIP 2018-10-03 2018-12-06 $96.27 $96.00 Long 663.0 -0.28% 12242.91 78706.82
    TMF 2018-12-06 2019-03-04 $17.25 $17.64 Long 3890.0 2.25% 16356.04 80865.28
    TIP 2019-03-04 2019-03-05 $97.13 $97.04 Long 664.0 -0.09% 15342.00 81717.44
    TMF 2019-03-05 2019-07-01 $17.63 $24.11 Long 3713.0 36.77% 16990.34 103895.87
    QLD 2019-07-01 2019-07-03 $24.88 $24.91 Long 3531.0 0.12% 18524.32 106218.64
    TMF 2019-07-03 2019-09-11 $24.64 $28.28 Long 3508.0 14.76% 26752.84 117843.42
    TMF 2019-09-11 2019-10-14 $28.28 $28.73 Long 3217.0 1.59% 23248.07 119137.31
    TMF 2019-10-14 2019-11-08 $28.73 $24.99 Long 3339.0 -13.02% 22073.65 106321.18
    TMF 2019-11-08 2019-11-11 $24.99 $25.11 Long 3386.0 0.50% 20852.55 107048.90
    TIP 2019-11-11 2019-11-14 $103.05 $103.27 Long 837.0 0.21% 18683.50 107417.34
    TMF 2019-11-14 2019-12-03 $26.44 $27.76 Long 3351.0 4.98% 23379.32 112014.11
    TIP 2019-12-03 2019-12-04 $103.79 $104.04 Long 851.0 0.24% 20598.29 110902.25
    TMF 2019-12-04 2019-12-19 $27.94 $25.41 Long 3268.0 -9.05% 19458.72 103875.68
    TIP 2019-12-19 2019-12-23 $103.81 $104.03 Long 811.0 0.21% 19260.31 103623.00
    QLD 2019-12-23 2019-12-30 $30.33 $30.73 Long 2788.0 1.30% 20015.85 105086.51
    TIP 2019-12-30 2020-01-02 $103.93 $104.34 Long 817.0 0.39% 17976.49 106656.23
    QLD 2020-01-02 2020-01-13 $30.97 $32.36 Long 2818.0 4.49% 20928.63 109340.47
    TMF 2020-01-13 2020-01-16 $26.37 $27.14 Long 3346.0 2.91% 19721.79 112589.42
    QLD 2020-01-16 2020-01-27 $32.92 $31.85 Long 2795.0 -3.26% 12414.26 109403.53
    TMF 2020-01-27 2020-03-11 $29.90 $44.17 Long 3222.0 47.73% 44656.91 137766.05
    TMF 2020-03-11 2020-03-12 $44.17 $39.80 Long 2492.0 -9.89% 43303.71 139644.84
    TMF 2020-03-12 2020-03-18 $39.80 $33.38 Long 2526.0 -16.12% 43604.16 114387.02
    TMF 2020-03-18 2020-03-19 $33.38 $29.38 Long 2517.0 -11.98% 36023.13 121630.91
    TMF 2020-03-19 2020-05-06 $29.38 $39.43 Long 2775.0 34.19% 28018.93 145932.75
    TMF 2020-05-06 2020-05-20 $39.43 $39.19 Long 2978.0 -0.62% 25119.15 146853.95
    TMF 2020-05-20 2020-06-05 $39.19 $33.33 Long 3052.0 -14.95% 28252.01 129830.59
    TMF 2020-06-05 2020-06-08 $33.33 $33.68 Long 2958.0 1.05% 19666.62 129766.86
    QLD 2020-06-08 2020-06-16 $34.72 $35.84 Long 3117.0 3.25% 18376.29 130630.98
    QLD 2020-06-16 2020-06-26 $35.84 $36.51 Long 3153.0 1.86% 24827.17 135646.48
    TMF 2020-06-26 2020-06-30 $39.76 $40.47 Long 2733.0 1.79% 24151.61 139608.27
    QLD 2020-06-30 2020-07-08 $35.59 $40.14 Long 3127.0 12.80% 27464.28 150153.79
    TMF 2020-07-08 2020-07-17 $39.93 $42.02 Long 3061.0 5.24% 28129.51 155703.37
    QLD 2020-07-17 2020-07-20 $40.63 $40.75 Long 3149.0 0.29% 29800.52 155545.98
    TMF 2020-07-20 2020-07-21 $42.20 $42.07 Long 3001.0 -0.32% 22039.85 151668.66
    QLD 2020-07-21 2020-07-27 $43.35 $39.78 Long 3091.0 -8.23% 26018.10 147602.25
    QLD 2020-07-27 2020-07-29 $39.78 $40.09 Long 2991.0 0.77% 28000.85 145979.39
    TMF 2020-07-29 2020-07-30 $44.05 $44.86 Long 2677.0 1.83% 30394.81 151200.60
    QLD 2020-07-30 2020-09-04 $39.91 $48.69 Long 2949.0 21.99% 32230.82 173441.27
    TIP 2020-09-04 2020-09-08 $113.66 $113.30 Long 1247.0 -0.32% 46198.91 171162.68
    QLD 2020-09-08 2020-09-09 $44.13 $45.10 Long 2885.0 2.19% 37388.66 176089.74
    TIP 2020-09-09 2020-09-10 $113.58 $113.41 Long 1223.0 -0.15% 27855.18 166856.70
    QLD 2020-09-10 2020-09-22 $46.88 $43.34 Long 3162.0 -7.55% 25731.52 167288.45
    QLD 2020-09-22 2020-10-29 $43.34 $43.90 Long 3211.0 1.28% 37890.43 169553.68
    QLD 2020-10-29 2020-11-11 $43.90 $47.84 Long 2934.0 8.98% 33265.21 178413.62
    SSO 2020-11-11 2020-11-12 $41.20 $41.00 Long 3519.0 -0.47% 28256.83 175349.32
    QLD 2020-11-12 2021-01-06 $49.42 $55.15 Long 3021.0 11.58% 27558.79 199084.98
    IWM 2021-01-06 2021-01-22 $195.66 $206.46 Long 855.0 5.52% 36734.78 204083.25
    QLD 2021-01-22 2021-02-01 $61.78 $58.94 Long 2709.0 -4.59% 41426.24 198219.75
    IWM 2021-02-01 2021-02-03 $204.19 $209.61 Long 759.0 2.66% 33982.93 197136.77
    QLD 2021-02-03 2021-02-08 $63.25 $64.53 Long 2633.0 2.02% 38162.78 206497.15
    IWM 2021-02-08 2021-02-11 $219.51 $223.77 Long 755.0 1.94% 40711.81 207291.01
    QLD 2021-02-11 2021-02-22 $65.00 $61.93 Long 2560.0 -4.72% 33513.09 199415.74
    IWM 2021-02-22 2021-03-26 $219.23 $215.16 Long 756.0 -1.86% 31576.62 197417.34
    IWM 2021-03-26 2021-03-29 $215.16 $215.21 Long 765.0 0.02% 33571.76 197370.68
    SSO 2021-03-29 2021-03-31 $50.54 $50.77 Long 3218.0 0.44% 34332.61 198250.32
    IWM 2021-03-31 2021-04-06 $215.37 $221.10 Long 755.0 2.66% 36496.88 201554.66
    SSO 2021-04-06 2021-06-11 $53.46 $58.17 Long 3082.0 8.81% 40392.81 215048.47
    VNQ 2021-06-11 2021-06-14 $100.86 $100.44 Long 1739.0 -0.41% 40796.63 215901.70
    SSO 2021-06-14 2021-06-18 $58.21 $56.56 Long 2994.0 -2.82% 33805.61 209051.45
    QLD 2021-06-18 2021-06-22 $67.41 $67.74 Long 2616.0 0.49% 36707.07 212841.73
    SSO 2021-06-22 2021-06-24 $57.58 $58.68 Long 3027.0 1.91% 40067.24 214387.42
    QLD 2021-06-24 2021-06-28 $69.96 $70.40 Long 2491.0 0.63% 41103.36 215697.80
    SSO 2021-06-28 2021-06-29 $59.30 $59.50 Long 2940.0 0.34% 38802.83 217484.45
    QLD 2021-06-29 2021-07-02 $71.43 $72.64 Long 2481.0 1.69% 41007.02 220799.01
    SSO 2021-07-02 2021-07-06 $60.53 $61.11 Long 2941.0 0.96% 39217.03 221651.23
    QLD 2021-07-06 2021-07-19 $73.73 $71.53 Long 2462.0 -2.98% 24780.73 217021.80
    TMF 2021-07-19 2021-07-21 $30.09 $28.44 Long 6332.0 -5.48% 30920.26 207827.41
    QLD 2021-07-21 2021-07-22 $73.31 $74.71 Long 2373.0 1.91% 38036.79 208816.57
    SSO 2021-07-22 2021-07-26 $61.32 $62.59 Long 2775.0 2.07% 36082.92 208475.87
    TMF 2021-07-26 2021-07-27 $28.89 $29.07 Long 6080.0 0.62% 43596.25 212784.45
    TIP 2021-07-27 2021-07-28 $119.76 $119.69 Long 1413.0 -0.06% 42664.83 216016.91
    TMF 2021-07-28 2021-08-13 $28.68 $27.68 Long 5929.0 -3.50% 38153.19 212338.44
    TMF 2021-08-13 2021-09-28 $27.68 $26.10 Long 6092.0 -5.69% 37657.20 196392.05
    TMF 2021-09-28 2021-10-05 $26.10 $26.34 Long 6111.0 0.91% 36437.55 198625.33
    TIP 2021-10-05 2021-10-28 $119.62 $121.05 Long 1356.0 1.20% 32795.47 198434.30
    TMF 2021-10-28 2021-11-04 $27.99 $26.99 Long 5994.0 -3.58% 33757.40 197572.18
    QLD 2021-11-04 2021-11-05 $88.21 $90.69 Long 1823.0 2.81% 30472.26 201617.71
    TMF 2021-11-05 2021-11-09 $28.44 $29.76 Long 5929.0 4.65% 43655.75 203717.99
    QLD 2021-11-09 2021-11-11 $90.30 $87.30 Long 1808.0 -3.32% 47795.96 199988.36
    TMF 2021-11-11 2021-11-12 $28.39 $28.11 Long 5414.0 -0.98% 38751.76 202436.96
    QLD 2021-11-12 2021-11-15 $86.92 $88.77 Long 1855.0 2.13% 43157.41 198784.89
    TMF 2021-11-15 2021-11-24 $27.48 $26.32 Long 5833.0 -4.19% 38591.17 197103.91
    TIP 2021-11-24 2021-11-26 $120.60 $121.10 Long 1311.0 0.41% 24928.86 202108.62
    TMF 2021-11-26 2021-12-17 $28.43 $29.40 Long 6065.0 3.42% 36954.36 204096.00
    TMF 2021-12-17 2021-12-30 $29.40 $27.53 Long 5656.0 -6.38% 37503.19 193148.74
    TIP 2021-12-30 2022-09-20 $121.58 $108.77 Long 1276.0 -10.54% 33805.01 176634.31

    Signals

    Strategy Ratio Size Ticker Date State Type Profit Tick
    Alvarez-d 0.90 0.81 TIP 2022-09-19 Hold Long -1.93% EOD