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 | 183.00 |
| NoOfWins | 102.00 |
| NoOfLosses | 81.00 |
| SharpRatio | 0.86 |
| SortinoRatio | 1.11 |
| GrossProfit | $223816.74 |
| FirstDate | 2011-01-04 |
| LastDate | 2023-03-29 |
| FirstEquity | $10000.00 |
| FinalEquity | $233816.74 |
| OpenEquity | $188526.60 |
| LongEquity | $223816.74 |
| ShortEquity | $0.00 |
| PercentWins | 55.74% |
| AveWin | 7.48% |
| AveLoss | -3.75% |
| AveWinLoss | 1.99 |
| Expectancy | 2.51% |
| AveDrawUp | 75.25% |
| AveDrawDown | -19.69% |
| MaxDrawDown | -33.71% |
| Kelly | 33.54% |
| Thorpe | 45.61 |
| APR | 29.40% |
| CalmarRatio | 1.49 |
Trades
| Symbol | Open | Close | Open Price | Close Price | Type | Size | Profit | Balance | Equity |
|---|---|---|---|---|---|---|---|---|---|
| QLD | 2011-01-04 | 2011-01-25 | $2.60 | $2.66 | Long | 3173.0 | 2.25% | 1893.15 | 10137.66 |
| TBF | 2011-01-25 | 2011-02-10 | $43.19 | $44.43 | Long | 192.0 | 2.87% | 2100.99 | 10556.38 |
| QLD | 2011-02-10 | 2011-03-14 | $2.79 | $2.65 | Long | 2979.0 | -5.13% | 1727.31 | 10022.95 |
| QLD | 2011-03-14 | 2011-03-16 | $2.65 | $2.54 | Long | 3120.0 | -4.10% | 1795.99 | 9606.73 |
| TBF | 2011-03-16 | 2011-03-18 | $42.04 | $42.30 | Long | 187.0 | 0.62% | 1962.68 | 9720.97 |
| TIP | 2011-03-18 | 2011-03-30 | $82.37 | $81.40 | Long | 94.0 | -1.18% | 1830.34 | 9563.31 |
| TBF | 2011-03-30 | 2011-04-28 | $42.77 | $41.82 | Long | 182.0 | -2.22% | 1764.92 | 9447.21 |
| TIP | 2011-04-28 | 2011-05-11 | $83.44 | $83.81 | Long | 92.0 | 0.45% | 1885.65 | 9584.79 |
| TMF | 2011-05-11 | 2011-08-26 | $8.18 | $12.27 | Long | 928.0 | 50.00% | 2253.71 | 13202.79 |
| TMF | 2011-08-26 | 2011-09-28 | $12.27 | $15.06 | Long | 898.0 | 22.77% | 2916.46 | 15838.85 |
| TMF | 2011-09-28 | 2011-10-10 | $15.06 | $15.09 | Long | 854.0 | 0.18% | 2931.55 | 15677.84 |
| TMF | 2011-10-10 | 2011-10-26 | $15.09 | $14.41 | Long | 853.0 | -4.53% | 2009.53 | 14811.03 |
| TMF | 2011-10-26 | 2011-10-28 | $14.41 | $12.66 | Long | 917.0 | -12.12% | 3313.50 | 13824.73 |
| TMF | 2011-10-28 | 2011-12-02 | $12.66 | $14.79 | Long | 814.0 | 16.80% | 2722.04 | 16000.16 |
| TMF | 2011-12-02 | 2011-12-28 | $14.79 | $15.62 | Long | 854.0 | 5.61% | 2893.82 | 16648.75 |
| TMF | 2011-12-28 | 2012-01-24 | $15.62 | $14.73 | Long | 843.0 | -5.66% | 2849.62 | 15215.84 |
| TMF | 2012-01-24 | 2012-02-08 | $14.73 | $14.58 | Long | 846.0 | -1.01% | 2785.87 | 15301.73 |
| QLD | 2012-02-08 | 2012-04-20 | $3.10 | $3.51 | Long | 4002.0 | 13.29% | 3396.73 | 16876.40 |
| TIP | 2012-04-20 | 2012-04-23 | $92.69 | $93.19 | Long | 145.0 | 0.54% | 3702.40 | 16923.60 |
| QLD | 2012-04-23 | 2012-04-25 | $3.39 | $3.49 | Long | 3893.0 | 2.93% | 4131.67 | 17331.82 |
| TMF | 2012-04-25 | 2012-05-04 | $14.63 | $15.13 | Long | 900.0 | 3.46% | 3471.28 | 17764.75 |
| TIP | 2012-05-04 | 2012-05-08 | $93.34 | $93.63 | Long | 153.0 | 0.32% | 3287.31 | 17842.42 |
| TMF | 2012-05-08 | 2012-06-08 | $15.60 | $18.92 | Long | 930.0 | 21.24% | 3627.79 | 20267.04 |
| TMF | 2012-06-08 | 2012-08-08 | $18.92 | $18.72 | Long | 912.0 | -1.03% | 3964.76 | 20323.31 |
| TMF | 2012-08-08 | 2012-08-17 | $18.72 | $16.63 | Long | 894.0 | -11.17% | 3998.02 | 18900.14 |
| TMF | 2012-08-17 | 2012-09-13 | $16.63 | $17.08 | Long | 892.0 | 2.68% | 3690.66 | 18906.16 |
| TMF | 2012-09-13 | 2012-10-18 | $17.08 | $16.52 | Long | 910.0 | -3.26% | 3678.28 | 18738.60 |
| TIP | 2012-10-18 | 2012-11-13 | $95.82 | $97.51 | Long | 157.0 | 1.76% | 3205.09 | 18908.34 |
| TMF | 2012-11-13 | 2012-12-03 | $18.99 | $17.71 | Long | 831.0 | -6.73% | 3218.42 | 17974.23 |
| TIP | 2012-12-03 | 2013-01-04 | $97.39 | $95.81 | Long | 151.0 | -1.63% | 3148.00 | 17603.85 |
| TBF | 2013-01-04 | 2013-01-28 | $29.02 | $29.15 | Long | 501.0 | 0.46% | 3406.37 | 17712.30 |
| SSO | 2013-01-28 | 2013-01-31 | $8.01 | $7.96 | Long | 1792.0 | -0.58% | 3389.88 | 17631.84 |
| TBF | 2013-01-31 | 2013-02-01 | $29.14 | $28.90 | Long | 490.0 | -0.82% | 3131.37 | 17652.60 |
| SSO | 2013-02-01 | 2013-04-11 | $8.04 | $8.96 | Long | 1794.0 | 11.51% | 3730.85 | 19207.71 |
| TLT | 2013-04-11 | 2013-04-12 | $94.97 | $95.89 | Long | 163.0 | 0.97% | 3371.92 | 19573.02 |
| TMF | 2013-04-12 | 2013-04-16 | $16.83 | $17.07 | Long | 950.0 | 1.44% | 3771.26 | 19806.17 |
| SSO | 2013-04-16 | 2013-04-17 | $8.69 | $8.68 | Long | 1821.0 | -0.04% | 3396.02 | 19736.95 |
| TMF | 2013-04-17 | 2013-05-08 | $17.24 | $16.41 | Long | 939.0 | -4.80% | 3534.41 | 18973.83 |
| SSO | 2013-05-08 | 2013-06-25 | $9.37 | $8.97 | Long | 1630.0 | -4.26% | 3462.65 | 18173.95 |
| SSO | 2013-06-25 | 2013-07-31 | $8.97 | $10.17 | Long | 1638.0 | 13.40% | 3762.64 | 20125.76 |
| QLD | 2013-07-31 | 2014-02-06 | $4.56 | $5.72 | Long | 3589.0 | 25.41% | 5083.90 | 24117.56 |
| TMF | 2014-02-06 | 2014-02-18 | $11.83 | $11.70 | Long | 1623.0 | -1.10% | 4480.18 | 24215.82 |
| QLD | 2014-02-18 | 2014-04-01 | $6.40 | $6.20 | Long | 3060.0 | -3.10% | 4407.49 | 23586.50 |
| SSO | 2014-04-01 | 2014-04-08 | $12.71 | $12.24 | Long | 1500.0 | -3.63% | 4094.47 | 22929.14 |
| TMF | 2014-04-08 | 2014-07-07 | $12.62 | $13.58 | Long | 1480.0 | 7.60% | 4393.23 | 24335.96 |
| TMF | 2014-07-07 | 2014-09-15 | $13.58 | $14.64 | Long | 1458.0 | 7.80% | 5022.73 | 25565.91 |
| TMF | 2014-09-15 | 2014-10-24 | $14.64 | $17.14 | Long | 1415.0 | 17.09% | 5828.35 | 29120.61 |
| TMF | 2014-10-24 | 2015-02-09 | $17.14 | $22.96 | Long | 1368.0 | 33.92% | 7733.66 | 36446.00 |
| TMF | 2015-02-09 | 2015-02-18 | $22.96 | $20.33 | Long | 1285.0 | -11.44% | 7327.05 | 33946.71 |
| TMF | 2015-02-18 | 2015-03-09 | $20.33 | $19.33 | Long | 1305.0 | -4.91% | 6766.42 | 32548.91 |
| TMF | 2015-03-09 | 2015-04-06 | $19.33 | $22.68 | Long | 1334.0 | 17.32% | 7778.91 | 36429.34 |
| UBT | 2015-04-06 | 2015-04-07 | $40.73 | $39.94 | Long | 718.0 | -1.92% | 7787.13 | 37020.90 |
| TMF | 2015-04-07 | 2015-04-10 | $22.04 | $22.06 | Long | 1301.0 | 0.12% | 7745.73 | 36113.22 |
| UBT | 2015-04-10 | 2015-04-15 | $40.04 | $40.44 | Long | 718.0 | 1.01% | 7074.29 | 36969.58 |
| QLD | 2015-04-15 | 2015-05-04 | $9.14 | $9.46 | Long | 3250.0 | 3.48% | 7683.29 | 36788.99 |
| TMF | 2015-05-04 | 2015-05-05 | $19.18 | $18.54 | Long | 1571.0 | -3.36% | 7172.40 | 36756.69 |
| TIP | 2015-05-05 | 2015-05-08 | $92.89 | $92.80 | Long | 319.0 | -0.10% | 7630.17 | 36983.05 |
| TBF | 2015-05-08 | 2015-08-12 | $24.21 | $23.47 | Long | 1204.0 | -3.05% | 6726.77 | 35684.05 |
| TLT | 2015-08-12 | 2015-08-18 | $105.64 | $104.69 | Long | 276.0 | -0.90% | 7273.17 | 35413.29 |
| TMF | 2015-08-18 | 2015-08-27 | $18.79 | $17.83 | Long | 1509.0 | -5.07% | 7291.01 | 34328.72 |
| TMF | 2015-08-27 | 2015-08-28 | $17.83 | $18.42 | Long | 1508.0 | 3.27% | 7050.55 | 34884.42 |
| TLT | 2015-08-28 | 2015-09-14 | $104.14 | $103.35 | Long | 269.0 | -0.76% | 6702.50 | 34777.38 |
| TIP | 2015-09-14 | 2015-09-15 | $91.10 | $90.70 | Long | 309.0 | -0.43% | 6328.44 | 35102.19 |
| TBF | 2015-09-15 | 2015-10-05 | $24.13 | $23.46 | Long | 1177.0 | -2.79% | 7041.76 | 33753.34 |
| TLT | 2015-10-05 | 2015-10-21 | $105.06 | $104.97 | Long | 256.0 | -0.09% | 6059.78 | 34206.65 |
| TMF | 2015-10-21 | 2015-10-22 | $18.67 | $18.86 | Long | 1492.0 | 1.02% | 6483.00 | 34235.42 |
| TLT | 2015-10-22 | 2015-10-28 | $105.39 | $105.53 | Long | 263.0 | 0.14% | 6634.03 | 33931.89 |
| TMF | 2015-10-28 | 2015-11-05 | $18.96 | $17.62 | Long | 1456.0 | -7.06% | 6120.16 | 32227.04 |
| TLT | 2015-11-05 | 2015-11-13 | $103.02 | $101.55 | Long | 254.0 | -1.43% | 6254.56 | 31842.34 |
| TBF | 2015-11-13 | 2015-12-01 | $24.21 | $23.74 | Long | 1060.0 | -1.94% | 5871.23 | 31745.58 |
| TLT | 2015-12-01 | 2015-12-04 | $103.42 | $101.94 | Long | 247.0 | -1.43% | 7082.00 | 31672.69 |
| TMF | 2015-12-04 | 2016-01-07 | $16.99 | $18.37 | Long | 1411.0 | 8.12% | 6260.82 | 33024.55 |
| TLT | 2016-01-07 | 2016-01-08 | $104.84 | $104.63 | Long | 255.0 | -0.20% | 6374.32 | 33529.48 |
| TMF | 2016-01-08 | 2016-02-18 | $18.25 | $21.49 | Long | 1456.0 | 17.75% | 7362.65 | 38687.07 |
| TMF | 2016-02-18 | 2016-04-29 | $21.49 | $21.04 | Long | 1410.0 | -2.10% | 7227.59 | 36920.56 |
| SSO | 2016-04-29 | 2016-05-02 | $15.62 | $15.65 | Long | 1907.0 | 0.17% | 6814.10 | 36443.20 |
| TMF | 2016-05-02 | 2016-05-03 | $21.29 | $21.65 | Long | 1421.0 | 1.69% | 8136.06 | 37400.54 |
| GLD | 2016-05-03 | 2016-05-05 | $123.73 | $122.63 | Long | 238.0 | -0.89% | 6931.10 | 37987.74 |
| TMF | 2016-05-05 | 2016-07-15 | $21.94 | $26.58 | Long | 1385.0 | 21.15% | 8082.08 | 43471.06 |
| UBT | 2016-07-15 | 2016-07-21 | $46.50 | $45.27 | Long | 767.0 | -2.66% | 7522.71 | 42562.96 |
| SSO | 2016-07-21 | 2016-07-25 | $17.26 | $17.26 | Long | 2044.0 | 0.01% | 7051.00 | 42310.44 |
| UBT | 2016-07-25 | 2016-07-26 | $46.98 | $46.90 | Long | 761.0 | -0.18% | 8611.48 | 42794.55 |
| SSO | 2016-07-26 | 2016-08-04 | $17.19 | $17.14 | Long | 1985.0 | -0.30% | 7824.39 | 42844.87 |
| QLD | 2016-08-04 | 2016-10-31 | $10.15 | $10.52 | Long | 3431.0 | 3.65% | 8521.33 | 43937.87 |
| TIP | 2016-10-31 | 2016-11-03 | $96.17 | $96.19 | Long | 368.0 | 0.03% | 8198.18 | 43984.48 |
| TBF | 2016-11-03 | 2016-11-16 | $21.12 | $22.52 | Long | 1691.0 | 6.59% | 8588.46 | 47055.65 |
| QLD | 2016-11-16 | 2016-11-17 | $10.18 | $10.38 | Long | 3702.0 | 1.96% | 8808.75 | 47117.16 |
| IWM | 2016-11-17 | 2016-12-23 | $119.39 | $124.97 | Long | 320.0 | 4.67% | 9389.03 | 48901.66 |
| SSO | 2016-12-23 | 2016-12-27 | $18.85 | $18.95 | Long | 2091.0 | 0.52% | 9055.39 | 49268.26 |
| QLD | 2016-12-27 | 2016-12-28 | $11.06 | $11.17 | Long | 3611.0 | 1.01% | 9329.44 | 48679.65 |
| SSO | 2016-12-28 | 2016-12-29 | $19.03 | $18.69 | Long | 2106.0 | -1.80% | 10062.79 | 48597.07 |
| QLD | 2016-12-29 | 2016-12-30 | $10.95 | $10.96 | Long | 3528.0 | 0.11% | 9321.66 | 48510.67 |
| IWM | 2016-12-30 | 2017-01-11 | $125.10 | $125.68 | Long | 315.0 | 0.46% | 9172.15 | 49105.92 |
| QLD | 2017-01-11 | 2017-03-24 | $11.45 | $13.02 | Long | 3472.0 | 13.72% | 10469.99 | 54287.45 |
| TBF | 2017-03-24 | 2017-04-13 | $22.56 | $21.96 | Long | 1946.0 | -2.64% | 10418.56 | 52966.38 |
| QLD | 2017-04-13 | 2017-04-17 | $13.00 | $13.00 | Long | 3291.0 | 0.01% | 10320.37 | 53320.30 |
| TBF | 2017-04-17 | 2017-04-18 | $21.96 | $21.90 | Long | 1953.0 | -0.26% | 9746.71 | 53272.81 |
| QLD | 2017-04-18 | 2017-04-24 | $13.05 | $13.64 | Long | 3321.0 | 4.50% | 10718.31 | 54909.58 |
| TBF | 2017-04-24 | 2017-04-25 | $22.15 | $22.23 | Long | 2001.0 | 0.35% | 10335.25 | 55562.55 |
| QLD | 2017-04-25 | 2017-05-19 | $13.76 | $14.38 | Long | 3260.0 | 4.47% | 11597.98 | 57589.74 |
| TMF | 2017-05-19 | 2017-05-22 | $18.76 | $18.80 | Long | 2431.0 | 0.20% | 10679.58 | 57279.66 |
| TLT | 2017-05-22 | 2017-05-23 | $108.91 | $109.00 | Long | 428.0 | 0.08% | 10871.14 | 56203.83 |
| TMF | 2017-05-23 | 2017-07-07 | $18.83 | $18.62 | Long | 2468.0 | -1.11% | 11057.31 | 56794.88 |
| TMF | 2017-07-07 | 2017-07-21 | $18.62 | $19.92 | Long | 2458.0 | 6.97% | 12426.18 | 60335.39 |
| QLD | 2017-07-21 | 2017-07-26 | $15.61 | $15.86 | Long | 3049.0 | 1.63% | 12839.57 | 61475.12 |
| TMF | 2017-07-26 | 2017-09-20 | $18.76 | $20.11 | Long | 2556.0 | 7.22% | 12423.21 | 63971.91 |
| QLD | 2017-09-20 | 2017-10-27 | $16.06 | $16.81 | Long | 3227.0 | 4.66% | 13836.63 | 67143.06 |
| SSO | 2017-10-27 | 2017-11-01 | $24.56 | $24.85 | Long | 2151.0 | 1.20% | 12626.88 | 66869.42 |
| QLD | 2017-11-01 | 2017-12-06 | $17.56 | $17.38 | Long | 3114.0 | -0.99% | 13015.10 | 66911.40 |
| SSO | 2017-12-06 | 2017-12-08 | $25.71 | $26.13 | Long | 2090.0 | 1.63% | 12016.94 | 67324.18 |
| QLD | 2017-12-08 | 2017-12-18 | $18.05 | $18.87 | Long | 3081.0 | 4.52% | 12895.78 | 70184.96 |
| SSO | 2017-12-18 | 2017-12-19 | $26.99 | $27.07 | Long | 2121.0 | 0.31% | 13475.84 | 69877.51 |
| QLD | 2017-12-19 | 2017-12-20 | $18.87 | $18.85 | Long | 3013.0 | -0.09% | 13784.64 | 69762.11 |
| SSO | 2017-12-20 | 2017-12-26 | $27.03 | $26.77 | Long | 2090.0 | -0.96% | 13626.19 | 69704.12 |
| QLD | 2017-12-26 | 2018-02-07 | $18.44 | $19.55 | Long | 3043.0 | 6.04% | 9051.50 | 71829.28 |
| QLD | 2018-02-07 | 2018-02-09 | $19.55 | $18.04 | Long | 3277.0 | -7.71% | 17621.96 | 68443.41 |
| QLD | 2018-02-09 | 2018-03-23 | $18.04 | $19.62 | Long | 2802.0 | 8.74% | 15208.75 | 69628.53 |
| QLD | 2018-03-23 | 2018-04-04 | $19.62 | $17.55 | Long | 2925.0 | -10.56% | 12945.02 | 70099.00 |
| QLD | 2018-04-04 | 2018-04-05 | $17.55 | $19.18 | Long | 3054.0 | 9.31% | 14148.09 | 71701.27 |
| TBF | 2018-04-05 | 2018-04-24 | $22.09 | $22.49 | Long | 2597.0 | 1.78% | 14273.75 | 69567.12 |
| QLD | 2018-04-24 | 2018-05-03 | $19.44 | $19.02 | Long | 2998.0 | -2.15% | 13087.75 | 71183.36 |
| IWM | 2018-05-03 | 2018-05-08 | $144.44 | $147.07 | Long | 403.0 | 1.82% | 13573.80 | 72437.80 |
| QLD | 2018-05-08 | 2018-09-20 | $20.16 | $24.46 | Long | 2916.0 | 21.35% | 16552.95 | 84619.83 |
| TBF | 2018-09-20 | 2018-09-21 | $22.69 | $22.63 | Long | 3013.0 | -0.25% | 15224.21 | 83565.61 |
| QLD | 2018-09-21 | 2018-09-25 | $24.82 | $24.50 | Long | 2801.0 | -1.29% | 15802.77 | 83466.54 |
| SSO | 2018-09-25 | 2018-09-26 | $31.50 | $31.36 | Long | 2160.0 | -0.44% | 15607.11 | 83513.77 |
| QLD | 2018-09-26 | 2018-10-09 | $24.62 | $23.25 | Long | 2759.0 | -5.58% | 15281.89 | 79294.79 |
| TBF | 2018-10-09 | 2018-12-13 | $23.37 | $22.27 | Long | 2759.0 | -4.71% | 14617.02 | 76508.55 |
| TLT | 2018-12-13 | 2018-12-14 | $108.94 | $109.02 | Long | 570.0 | 0.08% | 14767.85 | 76760.16 |
| TBF | 2018-12-14 | 2018-12-17 | $22.28 | $22.28 | Long | 2783.0 | 0.00% | 14596.05 | 77064.19 |
| TLT | 2018-12-17 | 2018-12-20 | $109.06 | $112.47 | Long | 570.0 | 3.13% | 12286.10 | 76552.47 |
| TMF | 2018-12-20 | 2019-09-11 | $18.71 | $28.01 | Long | 3549.0 | 49.67% | 25366.58 | 111810.25 |
| TMF | 2019-09-11 | 2019-10-14 | $28.01 | $28.46 | Long | 3082.0 | 1.59% | 22065.65 | 113038.14 |
| TMF | 2019-10-14 | 2019-11-08 | $28.46 | $24.75 | Long | 3198.0 | -13.02% | 20951.83 | 100879.17 |
| TMF | 2019-11-08 | 2019-12-02 | $24.75 | $26.37 | Long | 3243.0 | 6.55% | 18385.51 | 106589.97 |
| TLT | 2019-12-02 | 2019-12-03 | $130.13 | $131.92 | Long | 677.0 | 1.38% | 17697.06 | 109860.69 |
| TMF | 2019-12-03 | 2019-12-23 | $27.50 | $25.63 | Long | 3273.0 | -6.80% | 19216.33 | 101352.51 |
| TLT | 2019-12-23 | 2019-12-26 | $129.08 | $129.17 | Long | 638.0 | 0.07% | 19192.54 | 102843.61 |
| QLD | 2019-12-26 | 2019-12-27 | $30.29 | $30.95 | Long | 2722.0 | 2.19% | 20150.03 | 103469.46 |
| TIP | 2019-12-27 | 2020-01-02 | $103.59 | $103.88 | Long | 804.0 | 0.28% | 17703.71 | 105043.13 |
| QLD | 2020-01-02 | 2020-01-30 | $30.88 | $32.50 | Long | 2784.0 | 5.26% | 16857.31 | 107639.86 |
| TMF | 2020-01-30 | 2020-02-05 | $30.17 | $28.65 | Long | 3027.0 | -5.04% | 14088.06 | 102045.56 |
| QLD | 2020-02-05 | 2020-02-06 | $35.43 | $34.99 | Long | 2526.0 | -1.26% | 20133.16 | 103465.63 |
| TMF | 2020-02-06 | 2020-03-11 | $28.55 | $43.75 | Long | 2884.0 | 53.25% | 41921.06 | 130227.60 |
| TMF | 2020-03-11 | 2020-03-12 | $43.75 | $39.42 | Long | 2386.0 | -9.89% | 40935.46 | 132021.91 |
| TMF | 2020-03-12 | 2020-03-18 | $39.42 | $33.07 | Long | 2411.0 | -16.12% | 41233.07 | 108143.85 |
| TMF | 2020-03-18 | 2020-03-19 | $33.07 | $29.11 | Long | 2402.0 | -11.98% | 34072.92 | 114991.16 |
| TMF | 2020-03-19 | 2020-05-06 | $29.11 | $39.06 | Long | 2648.0 | 34.19% | 26495.85 | 137961.81 |
| TMF | 2020-05-06 | 2020-05-20 | $39.06 | $38.82 | Long | 2842.0 | -0.62% | 23739.90 | 138832.90 |
| TMF | 2020-05-20 | 2020-06-05 | $38.82 | $33.01 | Long | 2913.0 | -14.95% | 26711.11 | 122738.04 |
| TMF | 2020-06-05 | 2020-06-16 | $33.01 | $36.07 | Long | 2823.0 | 9.26% | 8367.60 | 127729.32 |
| QLD | 2020-06-16 | 2020-07-09 | $35.73 | $41.22 | Long | 3363.0 | 15.36% | 28837.21 | 152196.87 |
| TMF | 2020-07-09 | 2020-07-30 | $39.81 | $44.44 | Long | 2968.0 | 11.62% | 33006.45 | 164098.29 |
| QLD | 2020-07-30 | 2020-09-08 | $39.79 | $43.99 | Long | 3210.0 | 10.57% | 37537.81 | 171702.19 |
| QLD | 2020-09-08 | 2020-09-22 | $43.99 | $43.21 | Long | 3107.0 | -1.79% | 26649.83 | 174274.36 |
| QLD | 2020-09-22 | 2020-10-29 | $43.21 | $43.76 | Long | 3359.0 | 1.28% | 39471.38 | 176633.53 |
| QLD | 2020-10-29 | 2021-01-06 | $43.76 | $54.97 | Long | 3066.0 | 25.63% | 29689.94 | 212538.85 |
| IWM | 2021-01-06 | 2021-01-29 | $194.05 | $204.02 | Long | 919.0 | 5.14% | 43211.87 | 211937.35 |
| QLD | 2021-01-29 | 2021-02-01 | $59.30 | $58.76 | Long | 2934.0 | -0.91% | 45300.57 | 217604.36 |
| IWM | 2021-02-01 | 2021-02-09 | $202.51 | $220.95 | Long | 841.0 | 9.11% | 44418.44 | 232091.85 |
| QLD | 2021-02-09 | 2021-02-19 | $64.14 | $64.58 | Long | 2911.0 | 0.68% | 45420.70 | 234691.10 |
| IWM | 2021-02-19 | 2021-03-26 | $216.41 | $213.39 | Long | 864.0 | -1.39% | 36884.95 | 231246.67 |
| IWM | 2021-03-26 | 2021-04-07 | $213.39 | $218.53 | Long | 904.0 | 2.41% | 44327.39 | 235038.63 |
| SSO | 2021-04-07 | 2021-06-30 | $53.30 | $59.06 | Long | 3567.0 | 10.82% | 46535.72 | 254571.59 |
| QLD | 2021-06-30 | 2021-07-21 | $71.74 | $73.08 | Long | 2906.0 | 1.88% | 66314.13 | 258446.39 |
| TMF | 2021-07-21 | 2021-08-13 | $28.17 | $27.42 | Long | 6836.0 | -2.69% | 46710.74 | 260573.00 |
| TMF | 2021-08-13 | 2021-09-28 | $27.42 | $25.86 | Long | 7551.0 | -5.69% | 46193.59 | 240994.69 |
| TMF | 2021-09-28 | 2021-10-11 | $25.86 | $24.47 | Long | 7571.0 | -5.37% | 43339.55 | 231385.87 |
| TIP | 2021-10-11 | 2021-11-03 | $118.91 | $119.72 | Long | 1582.0 | 0.68% | 39034.37 | 224110.24 |
| TMF | 2021-11-03 | 2021-11-11 | $27.82 | $28.12 | Long | 6964.0 | 1.10% | 45489.52 | 232980.80 |
| QLD | 2021-11-11 | 2021-11-12 | $87.03 | $86.65 | Long | 2176.0 | -0.44% | 47201.36 | 231402.87 |
| TMF | 2021-11-12 | 2021-12-17 | $27.85 | $29.12 | Long | 6710.0 | 4.59% | 43735.54 | 243634.51 |
| TMF | 2021-12-17 | 2022-01-04 | $29.12 | $25.21 | Long | 6829.0 | -13.44% | 39411.67 | 215411.90 |
| TIP | 2022-01-04 | 2022-01-13 | $120.47 | $118.59 | Long | 1465.0 | -1.56% | 39516.17 | 211988.61 |
| TBF | 2022-01-13 | 2022-08-03 | $16.33 | $19.29 | Long | 10633.0 | 18.13% | 42100.89 | 240886.51 |
| TBF | 2022-08-03 | 2022-11-29 | $19.29 | $21.99 | Long | 10499.0 | 14.02% | 50611.94 | 273098.61 |
| TBF | 2022-11-29 | 2022-12-13 | $21.99 | $20.49 | Long | 10112.0 | -6.82% | 42776.46 | 255190.97 |
| TLT | 2022-12-13 | 2022-12-22 | $108.23 | $103.15 | Long | 1987.0 | -4.70% | 45899.23 | 247735.47 |
| TBF | 2022-12-22 | 2023-01-19 | $21.54 | $20.70 | Long | 9370.0 | -3.91% | 49740.21 | 240145.16 |
| EFA | 2023-01-19 | 2023-02-16 | $70.28 | $70.57 | Long | 2705.0 | 0.41% | 41411.94 | 241439.35 |
| TBF | 2023-02-16 | 2023-03-27 | $22.00 | $21.37 | Long | 9057.0 | -2.85% | 50807.38 | 233715.40 |
| TLT | 2023-03-27 | 2023-03-28 | $105.05 | $104.24 | Long | 1753.0 | -0.77% | 44906.20 | 234024.22 |
| TIP | 2023-03-28 | 2023-03-29 | $109.10 | $109.26 | Long | 1729.0 | 0.15% | 45290.14 | 234943.90 |