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 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