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 368.00
NoOfWins 192.00
NoOfLosses 176.00
SharpRatio 0.78
SortinoRatio 1.02
GrossProfit $149008.98
FirstDate 2011-01-04
LastDate 2022-04-05
FirstEquity $10000.00
FinalEquity $159008.98
OpenEquity $130903.92
LongEquity $149008.98
ShortEquity $0.00
PercentWins 52.17%
AveWin $2122.87
AveLoss $-1469.22
AveWinLoss 1.44
Expectancy 0.85%
AveDrawUp 79.61%
AveDrawDown -20.39%
MaxDrawDown -38.47%
Kelly 19.07%
Thrope 39.54
APR 27.88%
CalmarRatio 1.37

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% 2256.39 10469.24
TMF 2011-01-21 2011-01-27 $7.17 $7.26 Long 1115.0 1.21% 1859.65 10400.86
QLD 2011-01-27 2011-01-31 $2.75 $2.63 Long 3087.0 -4.24% 1695.79 9878.93
TMF 2011-01-31 2011-02-04 $7.39 $6.95 Long 1122.0 -5.91% 1696.05 9582.75
QLD 2011-02-04 2011-02-24 $2.75 $2.71 Long 2834.0 -1.54% 1912.00 9388.94
SSO 2011-02-24 2011-02-28 $6.14 $6.32 Long 1217.0 2.97% 1677.26 9576.59
QLD 2011-02-28 2011-03-01 $2.83 $2.84 Long 2804.0 0.36% 1791.65 9319.85
SSO 2011-03-01 2011-03-02 $6.39 $6.12 Long 1227.0 -4.19% 2057.57 9385.59
QLD 2011-03-02 2011-03-08 $2.72 $2.75 Long 2661.0 0.91% 1742.85 9256.68
TMF 2011-03-08 2011-03-09 $7.13 $7.12 Long 1070.0 -0.13% 1788.57 9368.15
SSO 2011-03-09 2011-03-11 $6.26 $6.00 Long 1209.0 -4.18% 1398.80 8929.51
TMF 2011-03-11 2011-03-28 $7.58 $7.58 Long 1008.0 0.00% 1665.81 8972.80
SSO 2011-03-28 2011-03-29 $6.23 $6.16 Long 1183.0 -1.10% 1729.95 8874.13
TMF 2011-03-29 2011-03-30 $7.55 $7.49 Long 958.0 -0.71% 1544.07 8930.77
SSO 2011-03-30 2011-04-12 $6.32 $6.24 Long 1165.0 -1.30% 1411.44 8894.83
TMF 2011-04-12 2011-04-29 $7.29 $7.99 Long 1015.0 9.52% 1710.85 9549.67
SSO 2011-04-29 2011-05-03 $6.66 $6.64 Long 1172.0 -0.27% 1628.56 9549.13
TMF 2011-05-03 2011-07-07 $8.21 $8.26 Long 958.0 0.57% 1530.41 9644.15
QLD 2011-07-07 2011-07-12 $2.90 $2.82 Long 2760.0 -2.96% 1465.89 9257.50
TMF 2011-07-12 2011-07-14 $9.21 $9.01 Long 851.0 -2.18% 1586.18 8915.97
QLD 2011-07-14 2011-07-15 $2.81 $2.79 Long 2683.0 -0.71% 2163.83 9273.03
TMF 2011-07-15 2011-10-13 $8.63 $14.58 Long 801.0 68.87% 2659.46 13978.29
TMF 2011-10-13 2011-10-28 $14.58 $12.86 Long 767.0 -11.81% 2503.04 12631.27
VNQ 2011-10-28 2011-10-31 $38.52 $38.58 Long 260.0 0.15% 1492.02 13149.74
TMF 2011-10-31 2011-11-04 $13.89 $14.66 Long 795.0 5.55% 2432.18 13278.56
UBT 2011-11-04 2011-11-08 $28.35 $28.85 Long 378.0 1.76% 2445.22 13037.01
TMF 2011-11-08 2011-12-12 $15.06 $15.47 Long 723.0 2.68% 2801.68 13494.98
SSO 2011-12-12 2011-12-13 $5.41 $5.41 Long 2000.0 -0.13% 2812.92 13949.25
UBT 2011-12-13 2011-12-14 $29.11 $30.35 Long 371.0 4.25% 2066.60 14545.96
TMF 2011-12-14 2011-12-27 $16.20 $15.54 Long 741.0 -4.10% 2537.85 13635.55
SSO 2011-12-27 2011-12-28 $5.58 $5.61 Long 1980.0 0.56% 2423.91 13978.76
UBT 2011-12-28 2011-12-29 $30.08 $30.85 Long 373.0 2.56% 2133.70 14050.77
TMF 2011-12-29 2012-01-04 $16.52 $16.04 Long 714.0 -2.94% 2645.45 13670.90
SSO 2012-01-04 2012-01-05 $5.66 $5.65 Long 1931.0 -0.25% 2806.09 13464.94
TMF 2012-01-05 2012-01-19 $15.58 $16.03 Long 690.0 2.87% 2145.49 13907.31
QLD 2012-01-19 2012-01-20 $2.88 $2.86 Long 4075.0 -0.49% 3020.26 13614.94
TMF 2012-01-20 2012-01-23 $15.37 $14.75 Long 702.0 -4.03% 2275.95 13369.63
QLD 2012-01-23 2012-01-24 $2.88 $2.86 Long 3853.0 -0.85% 2297.15 13191.63
TMF 2012-01-24 2012-01-25 $14.96 $14.72 Long 734.0 -1.61% 2149.73 13151.46
QLD 2012-01-25 2012-02-01 $2.93 $2.98 Long 3742.0 1.85% 2504.17 13216.69
UBT 2012-02-01 2012-02-02 $30.51 $30.30 Long 354.0 -0.67% 2397.48 13231.38
QLD 2012-02-02 2012-03-05 $3.02 $3.38 Long 3591.0 11.94% 2641.54 14313.21
TMF 2012-03-05 2012-03-13 $15.16 $14.48 Long 784.0 -4.46% 2343.55 14289.93
QLD 2012-03-13 2012-04-11 $3.44 $3.58 Long 3390.0 4.17% 3032.64 14411.30
TMF 2012-04-11 2012-06-19 $14.60 $18.99 Long 784.0 30.01% 2640.17 18072.97
QLD 2012-06-19 2012-06-22 $3.27 $3.17 Long 4669.0 -3.27% 3411.13 17127.03
TMF 2012-06-22 2012-06-25 $18.80 $18.99 Long 745.0 0.98% 3608.62 17643.34
UBT 2012-06-25 2012-06-26 $34.27 $34.14 Long 407.0 -0.36% 3324.99 17603.84
TMF 2012-06-26 2012-06-28 $18.86 $19.40 Long 752.0 2.89% 3415.08 17808.36
UBT 2012-06-28 2012-07-02 $34.85 $33.82 Long 416.0 -2.96% 3009.26 17532.82
QLD 2012-07-02 2012-07-09 $3.30 $3.27 Long 4389.0 -0.73% 3133.84 17540.18
UBT 2012-07-09 2012-07-20 $34.91 $36.07 Long 408.0 3.30% 3171.16 17983.45
TMF 2012-07-20 2012-08-20 $20.56 $16.95 Long 714.0 -17.54% 2856.75 15332.92
QLD 2012-08-20 2012-08-21 $3.71 $3.75 Long 3349.0 1.13% 3020.46 15681.25
TMF 2012-08-21 2012-08-30 $16.93 $18.97 Long 732.0 12.01% 3578.95 16745.70
QLD 2012-08-30 2012-08-31 $3.69 $3.70 Long 3611.0 0.28% 3544.22 17563.58
TMF 2012-08-31 2012-09-07 $18.74 $18.98 Long 715.0 1.27% 3261.94 17125.51
QLD 2012-09-07 2012-09-11 $3.83 $3.74 Long 3620.0 -2.37% 3307.17 16836.97
SSO 2012-09-11 2012-09-27 $7.22 $7.33 Long 1866.0 1.44% 3295.29 17082.49
GLD 2012-09-27 2012-09-28 $171.02 $172.03 Long 80.0 0.59% 3197.42 17037.35
SSO 2012-09-28 2012-10-01 $7.34 $7.39 Long 1888.0 0.65% 3538.33 17293.79
TMF 2012-10-01 2012-10-05 $18.05 $16.97 Long 754.0 -5.98% 2525.64 16185.02
SSO 2012-10-05 2012-10-08 $7.63 $7.49 Long 1809.0 -1.82% 2845.17 16183.26
TMF 2012-10-08 2012-12-03 $17.15 $17.99 Long 772.0 4.89% 2867.06 16680.65
EFA 2012-12-03 2012-12-06 $42.01 $42.09 Long 330.0 0.20% 3028.17 16638.90
TMF 2012-12-06 2012-12-12 $18.96 $18.01 Long 724.0 -5.01% 2922.27 16067.83
EEM 2012-12-12 2012-12-13 $35.63 $35.60 Long 369.0 -0.09% 3524.98 16157.40
TMF 2012-12-13 2012-12-18 $17.36 $16.99 Long 722.0 -2.15% 2907.75 15890.55
EEM 2012-12-18 2012-12-19 $35.68 $36.01 Long 361.0 0.91% 2757.25 15669.19
SSO 2012-12-19 2012-12-20 $7.45 $7.33 Long 1764.0 -1.64% 3033.43 15730.51
EFA 2012-12-20 2012-12-27 $43.49 $43.48 Long 291.0 -0.04% 3036.43 15881.35
TMF 2012-12-27 2013-01-03 $17.28 $16.21 Long 732.0 -6.18% 2807.15 14904.82
EEM 2013-01-03 2013-01-08 $37.11 $36.69 Long 326.0 -1.11% 2780.95 14739.02
SSO 2013-01-08 2013-02-26 $7.56 $7.96 Long 1586.0 5.32% 3364.54 15401.45
IWM 2013-02-26 2013-02-27 $79.23 $79.18 Long 152.0 -0.06% 2901.03 15734.72
SSO 2013-02-27 2013-04-04 $7.98 $8.64 Long 1567.0 8.28% 2752.23 16702.19
TMF 2013-04-04 2013-04-11 $16.41 $16.62 Long 834.0 1.28% 2983.40 16696.86
SSO 2013-04-11 2013-04-16 $9.00 $8.72 Long 1514.0 -3.08% 3309.58 16186.39
TMF 2013-04-16 2013-04-26 $17.34 $17.84 Long 743.0 2.89% 3362.51 16549.49
SSO 2013-04-26 2013-04-29 $8.94 $8.98 Long 1476.0 0.46% 3095.94 16414.53
TMF 2013-04-29 2013-04-30 $18.01 $17.91 Long 751.0 -0.56% 3151.29 16615.40
SSO 2013-04-30 2013-05-02 $9.05 $8.98 Long 1480.0 -0.81% 3145.98 16538.13
TMF 2013-05-02 2013-05-03 $18.13 $17.52 Long 733.0 -3.38% 2042.78 16054.99
QLD 2013-05-03 2013-05-15 $4.12 $4.29 Long 3382.0 3.95% 2873.40 16725.14
SSO 2013-05-15 2013-06-03 $9.71 $9.56 Long 1408.0 -1.53% 3283.20 16361.70
QLD 2013-06-03 2013-06-04 $4.27 $4.30 Long 3053.0 0.55% 3055.76 16263.56
SSO 2013-06-04 2013-06-21 $9.63 $9.14 Long 1386.0 -5.10% 3313.59 15764.74
IWM 2013-06-21 2013-06-27 $84.98 $85.88 Long 146.0 1.06% 2880.48 15838.91
SSO 2013-06-27 2013-07-01 $9.31 $9.32 Long 1394.0 0.15% 3117.17 15993.88
IWM 2013-07-01 2013-07-02 $86.77 $87.61 Long 147.0 0.96% 3072.32 15993.58
SSO 2013-07-02 2013-07-03 $9.30 $9.23 Long 1390.0 -0.75% 3076.76 15970.58
IWM 2013-07-03 2013-07-08 $87.22 $89.36 Long 147.0 2.46% 2910.29 16223.25
SSO 2013-07-08 2013-07-12 $9.62 $10.04 Long 1383.0 4.33% 2915.90 16889.29
QLD 2013-07-12 2013-07-22 $4.49 $4.47 Long 3091.0 -0.39% 3125.95 16748.73
SSO 2013-07-22 2013-07-29 $10.28 $10.19 Long 1324.0 -0.91% 2919.61 16613.86
QLD 2013-07-29 2013-08-16 $4.51 $4.54 Long 3038.0 0.70% 16708.02 16708.02
TMF 2013-08-19 2013-08-20 $10.41 $10.40 Long 1261.0 -0.09% 16696.09 16696.09
QLD 2013-08-23 2013-08-28 $4.68 $4.48 Long 2963.0 -4.28% 3001.96 16036.26
TMF 2013-08-28 2013-09-05 $11.17 $10.60 Long 1173.0 -5.08% 2668.32 15467.42
QLD 2013-09-05 2013-10-09 $4.68 $4.78 Long 2728.0 2.12% 3060.18 15495.09
TMF 2013-10-09 2013-10-11 $11.42 $11.49 Long 1107.0 0.58% 2983.82 16044.69
QLD 2013-10-11 2013-11-19 $4.90 $5.49 Long 2610.0 12.02% 3438.24 17270.38
SSO 2013-11-19 2013-11-22 $11.54 $11.62 Long 1203.0 0.69% 3079.16 17515.52
QLD 2013-11-22 2013-12-16 $5.57 $5.78 Long 2574.0 3.70% 3353.28 17658.96
TMF 2013-12-16 2013-12-17 $10.77 $10.48 Long 1355.0 -2.68% 3230.45 17493.19
QLD 2013-12-17 2014-01-27 $5.78 $6.00 Long 2476.0 3.66% 3469.77 17956.12
UBT 2014-01-27 2014-01-28 $26.04 $25.88 Long 561.0 -0.62% 3572.52 18021.63
TMF 2014-01-28 2014-01-29 $11.91 $12.06 Long 1210.0 1.21% 3441.94 18295.00
UBT 2014-01-29 2014-01-30 $26.10 $26.15 Long 564.0 0.19% 3340.06 18251.92
TMF 2014-01-30 2014-02-14 $12.08 $11.87 Long 1229.0 -1.80% 3001.19 17999.78
QLD 2014-02-14 2014-03-17 $6.37 $6.37 Long 2341.0 -0.14% 3700.44 17785.92
GLD 2014-03-17 2014-03-18 $132.73 $130.39 Long 107.0 -1.76% 3143.51 17969.20
QLD 2014-03-18 2014-03-24 $6.41 $6.40 Long 2263.0 -0.11% 3262.76 17860.87
UBT 2014-03-24 2014-03-26 $26.67 $26.88 Long 539.0 0.80% 3296.64 18120.36
TMF 2014-03-26 2014-04-02 $12.55 $12.24 Long 1152.0 -2.49% 3010.60 17449.41
SSO 2014-04-02 2014-04-03 $12.87 $12.97 Long 1117.0 0.76% 3319.58 17604.49
TMF 2014-04-03 2014-06-09 $12.28 $13.80 Long 1155.0 12.43% 3522.60 19225.91
QLD 2014-06-09 2014-06-12 $6.87 $6.84 Long 2292.0 -0.33% 3574.74 19476.98
TMF 2014-06-12 2014-06-17 $13.75 $14.02 Long 1137.0 1.98% 3523.82 19550.74
QLD 2014-06-17 2014-06-20 $6.79 $6.88 Long 2355.0 1.31% 3679.07 19716.49
SSO 2014-06-20 2014-06-25 $13.99 $13.74 Long 1147.0 -1.80% 3251.51 19345.75
TMF 2014-06-25 2014-07-01 $14.39 $14.27 Long 1125.0 -0.84% 3231.08 19558.67
QLD 2014-07-01 2014-07-08 $7.10 $7.26 Long 2263.0 2.14% 3251.47 19852.86
TMF 2014-07-08 2014-09-02 $14.17 $16.28 Long 1157.0 14.88% 3438.52 22104.28
QLD 2014-09-02 2014-09-04 $7.98 $7.93 Long 2338.0 -0.65% 4126.57 21678.69
TMF 2014-09-04 2014-10-29 $16.00 $16.99 Long 1115.0 6.16% 4008.43 23048.87
QLD 2014-10-29 2014-11-18 $7.93 $8.43 Long 2404.0 6.31% 4873.24 24359.31
TMF 2014-11-18 2014-12-22 $17.23 $20.05 Long 1126.0 16.37% 4811.99 27682.51
UBT 2014-12-22 2015-01-07 $37.04 $40.57 Long 611.0 9.52% 5580.36 29996.09
TMF 2015-01-07 2015-01-09 $22.70 $21.94 Long 1058.0 -3.38% 5698.41 29404.35
UBT 2015-01-09 2015-01-12 $39.47 $40.58 Long 585.0 2.81% 4629.64 29899.82
TMF 2015-01-12 2015-02-06 $22.86 $23.39 Long 1085.0 2.30% 5785.58 29630.04
UBT 2015-02-06 2015-02-10 $41.26 $39.97 Long 587.0 -3.14% 6360.56 29026.04
TMF 2015-02-10 2015-02-13 $22.35 $22.03 Long 1024.0 -1.44% 5124.23 29173.86
QLD 2015-02-13 2015-03-06 $8.97 $9.34 Long 2652.0 4.06% 6684.25 29234.75
TMF 2015-03-06 2015-03-19 $19.64 $22.84 Long 1181.0 16.25% 5662.37 33400.35
UBT 2015-03-19 2015-03-23 $40.80 $41.03 Long 686.0 0.56% 6203.76 33611.45
TMF 2015-03-23 2015-03-24 $23.08 $23.14 Long 1196.0 0.25% 6590.62 34141.85
UBT 2015-03-24 2015-03-26 $41.16 $40.80 Long 663.0 -0.87% 7404.49 32736.96
TMF 2015-03-26 2015-03-31 $22.70 $22.27 Long 1156.0 -1.87% 6534.05 33320.92
UBT 2015-03-31 2015-04-01 $40.15 $40.94 Long 663.0 1.97% 5810.74 34150.37
TMF 2015-04-01 2015-04-02 $23.01 $23.30 Long 1211.0 1.29% 6029.32 33461.88
UBT 2015-04-02 2015-04-10 $41.49 $40.35 Long 675.0 -2.74% 6681.74 33403.43
EEM 2015-04-10 2015-04-20 $36.82 $36.81 Long 722.0 -0.02% 6368.66 33790.73
QLD 2015-04-20 2015-04-30 $9.01 $9.38 Long 2985.0 4.08% 6793.35 35007.69
TMF 2015-04-30 2015-05-05 $19.72 $18.82 Long 1398.0 -4.54% 33106.41 33106.41
TMF 2015-05-06 2015-05-07 $18.44 $18.16 Long 1424.0 -1.49% 32715.04 32715.04
TMF 2015-05-08 2015-05-12 $19.00 $17.11 Long 1459.0 -9.96% 29953.02 29953.02
TMF 2015-05-18 2015-05-20 $17.56 $16.88 Long 1378.0 -3.87% 29015.98 29015.98
TMF 2015-05-21 2015-06-08 $17.22 $16.58 Long 1392.0 -3.69% 5377.22 28048.54
IWM 2015-06-08 2015-06-09 $114.35 $113.83 Long 199.0 -0.45% 5842.30 27742.91
TMF 2015-06-09 2015-06-11 $16.19 $15.97 Long 1370.0 -1.39% 5609.78 27744.73
IWM 2015-06-11 2015-06-19 $115.16 $116.66 Long 192.0 1.31% 4791.14 27744.15
QLD 2015-06-19 2015-06-22 $9.69 $9.73 Long 2397.0 0.42% 5602.97 28163.75
IWM 2015-06-22 2015-06-23 $117.21 $117.45 Long 192.0 0.20% 5310.47 28138.66
QLD 2015-06-23 2015-06-26 $9.74 $9.59 Long 2345.0 -1.54% 5827.33 27526.18
TMF 2015-06-26 2015-06-29 $15.56 $16.08 Long 1412.0 3.33% 28533.17 28533.17
TMF 2015-06-30 2015-09-17 $16.23 $16.87 Long 1437.0 3.96% 5737.18 30295.33
TMF 2015-09-17 2016-03-07 $16.87 $21.40 Long 1406.0 26.87% 6745.38 35818.98
GLD 2016-03-07 2016-03-10 $121.18 $120.50 Long 240.0 -0.56% 6701.77 35362.21
VNQ 2016-03-10 2016-03-11 $62.83 $62.80 Long 461.0 -0.05% 6928.91 35229.08
GLD 2016-03-11 2016-03-14 $121.19 $120.27 Long 237.0 -0.76% 6651.14 35512.78
SSO 2016-03-14 2016-03-17 $14.88 $15.05 Long 1934.0 1.11% 6353.26 36120.15
VNQ 2016-03-17 2016-03-18 $64.47 $65.40 Long 456.0 1.45% 6543.66 36216.20
TMF 2016-03-18 2016-03-21 $21.65 $21.24 Long 1369.0 -1.87% 6551.30 35409.79
VNQ 2016-03-21 2016-03-22 $64.89 $64.29 Long 448.0 -0.93% 6245.86 34786.89
TMF 2016-03-22 2016-04-14 $21.56 $22.67 Long 1350.0 5.13% 6640.08 36736.21
UBT 2016-04-14 2016-04-15 $41.49 $41.54 Long 728.0 0.10% 7195.24 36776.15
QLD 2016-04-15 2016-04-18 $9.45 $9.36 Long 3142.0 -0.90% 6790.06 36574.38
UBT 2016-04-18 2016-04-19 $41.59 $41.43 Long 717.0 -0.39% 6095.77 36523.60
SSO 2016-04-19 2016-04-29 $16.15 $15.69 Long 1882.0 -2.88% 5992.65 35915.95
GLD 2016-04-29 2016-05-05 $122.43 $122.63 Long 242.0 0.16% 6636.77 36305.08
TMF 2016-05-05 2016-06-03 $22.28 $23.76 Long 1303.0 6.66% 7808.45 37430.79
QLD 2016-06-03 2016-06-06 $9.33 $9.32 Long 3192.0 -0.19% 7352.94 37488.70
UBT 2016-06-06 2016-06-07 $42.47 $42.40 Long 711.0 -0.16% 7003.08 37332.42
QLD 2016-06-07 2016-06-08 $9.36 $9.32 Long 3259.0 -0.37% 6879.60 37573.92
UBT 2016-06-08 2016-06-09 $42.78 $43.30 Long 713.0 1.20% 7708.86 37811.15
EEM 2016-06-09 2016-06-10 $30.31 $29.76 Long 991.0 -1.84% 5953.87 37228.81
UBT 2016-06-10 2016-06-13 $44.19 $44.61 Long 707.0 0.95% 7154.94 37712.69
TMF 2016-06-13 2016-07-11 $24.97 $29.61 Long 1215.0 18.59% 7023.84 42121.40
UBT 2016-07-11 2016-07-14 $50.93 $47.21 Long 709.0 -7.30% 6574.39 40394.81
SSO 2016-07-14 2016-07-22 $17.25 $17.24 Long 1967.0 -0.03% 7894.90 40705.07
QLD 2016-07-22 2016-07-25 $9.82 $9.87 Long 3318.0 0.44% 7490.13 40546.73
SSO 2016-07-25 2016-07-26 $17.33 $17.26 Long 1912.0 -0.39% 7603.49 40612.07
QLD 2016-07-26 2016-08-31 $9.88 $10.35 Long 3328.0 4.70% 8214.03 42145.65
UBT 2016-08-31 2016-09-06 $47.25 $46.92 Long 716.0 -0.70% 8045.29 42116.58
QLD 2016-09-06 2016-09-09 $10.51 $10.32 Long 3212.0 -1.83% 8008.38 40579.85
EEM 2016-09-09 2016-09-13 $33.28 $32.40 Long 997.0 -2.65% 6064.64 40054.71
QLD 2016-09-13 2016-10-17 $10.22 $10.49 Long 3352.0 2.63% 7907.82 41177.48
HYG 2016-10-17 2016-10-18 $66.09 $66.25 Long 504.0 0.24% 8210.66 42095.43
TMF 2016-10-18 2016-10-20 $23.15 $24.10 Long 1429.0 4.09% 8562.48 42668.83
EEM 2016-10-20 2016-10-21 $33.45 $33.27 Long 1019.0 -0.53% 7952.41 42309.09
TMF 2016-10-21 2016-11-10 $24.07 $19.15 Long 1434.0 -20.43% 35418.73 35418.73
IWM 2016-11-11 2016-12-13 $116.75 $128.42 Long 247.0 10.00% 7265.49 38521.26
SSO 2016-12-13 2016-12-27 $18.97 $19.02 Long 1636.0 0.28% 7093.31 38594.65
QLD 2016-12-27 2016-12-30 $11.10 $10.99 Long 2820.0 -0.93% 7326.91 37925.17
IWM 2016-12-30 2017-01-04 $127.14 $127.56 Long 242.0 0.33% 7203.68 38453.31
SSO 2017-01-04 2017-01-05 $18.94 $19.05 Long 1636.0 0.57% 6918.24 38075.94
IWM 2017-01-05 2017-01-06 $128.91 $127.90 Long 244.0 -0.79% 6854.68 38610.86
QLD 2017-01-06 2017-03-08 $11.18 $12.98 Long 2796.0 16.03% 9226.42 43512.59
TMF 2017-03-08 2017-03-20 $16.37 $16.86 Long 2072.0 3.01% 8497.26 44234.48
QLD 2017-03-20 2017-03-21 $13.24 $13.37 Long 2693.0 0.96% 8312.82 45570.49
TMF 2017-03-21 2017-03-30 $17.03 $17.93 Long 2125.0 5.29% 8369.22 46544.34
QLD 2017-03-30 2017-04-04 $13.35 $13.28 Long 2851.0 -0.49% 7735.39 45849.71
TMF 2017-04-04 2017-04-07 $18.16 $18.34 Long 2120.0 0.99% 9417.12 46616.69
QLD 2017-04-07 2017-04-12 $13.29 $13.18 Long 2799.0 -0.83% 8070.78 46811.17
TMF 2017-04-12 2017-04-21 $18.65 $19.21 Long 2050.0 3.00% 8808.93 47369.73
QLD 2017-04-21 2017-05-18 $13.42 $14.08 Long 2879.0 4.87% 8277.78 48969.63
TMF 2017-05-18 2017-06-05 $19.24 $19.90 Long 2134.0 3.45% 8501.87 50732.54
QLD 2017-06-05 2017-06-07 $15.63 $15.58 Long 2703.0 -0.34% 10093.62 50240.35
TMF 2017-06-07 2017-06-12 $20.04 $19.49 Long 2022.0 -2.74% 11946.35 49707.56
QLD 2017-06-12 2017-06-13 $14.62 $14.87 Long 2568.0 1.69% 9968.26 50499.11
TMF 2017-06-13 2017-06-14 $19.44 $20.30 Long 2066.0 4.44% 10465.26 51205.57
QLD 2017-06-14 2017-06-15 $15.06 $14.51 Long 2751.0 -3.68% 8637.42 50362.83
TMF 2017-06-15 2017-06-26 $20.43 $21.43 Long 2043.0 4.86% 9748.59 52282.33
UBT 2017-06-26 2017-06-28 $40.79 $39.58 Long 1046.0 -2.96% 10405.08 50904.55
TMF 2017-06-28 2017-06-29 $20.64 $19.80 Long 1974.0 -4.09% 9334.08 49801.75
UBT 2017-06-29 2017-06-30 $38.57 $38.71 Long 1041.0 0.37% 9376.23 49577.99
EEM 2017-06-30 2017-07-07 $37.48 $37.22 Long 1074.0 -0.69% 10242.28 49334.96
TMF 2017-07-07 2017-07-10 $18.90 $18.96 Long 2069.0 0.30% 9257.83 49611.61
SSO 2017-07-10 2017-07-11 $21.92 $21.95 Long 1835.0 0.15% 8913.54 49647.51
EEM 2017-07-11 2017-07-12 $37.75 $38.39 Long 1076.0 1.70% 9081.67 50362.60
TMF 2017-07-12 2017-07-17 $19.38 $19.15 Long 2123.0 -1.17% 9115.13 49698.80
QLD 2017-07-17 2017-07-20 $15.37 $15.82 Long 2643.0 2.95% 9213.77 50603.93
TMF 2017-07-20 2017-07-21 $20.13 $20.22 Long 2073.0 0.47% 10589.74 51412.62
QLD 2017-07-21 2017-07-25 $15.65 $15.80 Long 2590.0 0.92% 10907.86 50995.58
TMF 2017-07-25 2017-09-05 $19.48 $21.46 Long 2084.0 10.18% 12062.83 55138.24
QLD 2017-09-05 2017-09-06 $16.00 $15.91 Long 2723.0 -0.59% 10100.63 54850.17
UBT 2017-09-06 2017-09-12 $41.20 $40.15 Long 1099.0 -2.56% 9501.34 54176.93
QLD 2017-09-12 2017-09-19 $16.16 $16.12 Long 2767.0 -0.25% 10523.30 54186.24
EEM 2017-09-19 2017-09-20 $41.40 $41.48 Long 1053.0 0.21% 10358.10 53974.44
QLD 2017-09-20 2017-09-21 $16.11 $16.00 Long 2722.0 -0.70% 10250.16 53726.70
SSO 2017-09-21 2017-09-22 $23.47 $23.31 Long 1860.0 -0.68% 10460.96 53594.24
EEM 2017-09-22 2017-09-25 $41.05 $40.70 Long 1051.0 -0.86% 9800.94 53160.11
SSO 2017-09-25 2017-09-27 $23.33 $23.47 Long 1862.0 0.60% 10063.73 54032.66
IWM 2017-09-27 2017-10-06 $137.87 $141.73 Long 315.0 2.80% 10062.18 54790.82
SSO 2017-10-06 2017-10-09 $24.25 $24.34 Long 1841.0 0.35% 9944.21 54637.36
QLD 2017-10-09 2017-10-23 $16.55 $16.79 Long 2714.0 1.43% 10465.24 55039.93
SSO 2017-10-23 2017-10-24 $24.86 $24.69 Long 1812.0 -0.67% 11492.42 55316.62
TMF 2017-10-24 2017-11-03 $19.21 $20.29 Long 2276.0 5.63% 10804.80 58176.46
QLD 2017-11-03 2017-11-08 $17.53 $17.86 Long 2673.0 1.86% 10675.17 58260.05
TMF 2017-11-08 2017-11-17 $20.85 $20.54 Long 2296.0 -1.50% 10789.63 57446.75
QLD 2017-11-17 2017-11-30 $18.01 $17.98 Long 2611.0 -0.21% 11010.51 58131.73
SSO 2017-11-30 2017-12-15 $26.01 $26.59 Long 1796.0 2.21% 10722.09 59313.54
TMF 2017-12-15 2017-12-18 $21.45 $21.55 Long 2240.0 0.49% 9620.68 59170.55
QLD 2017-12-18 2017-12-27 $18.92 $18.47 Long 2609.0 -2.40% 10866.16 57818.99
SSO 2017-12-27 2018-01-03 $26.93 $27.26 Long 1743.0 1.21% 9887.09 59201.82
QLD 2018-01-03 2018-02-05 $18.97 $19.96 Long 2556.0 5.19% 12122.67 62895.60
TMF 2018-02-05 2018-02-12 $17.43 $17.13 Long 2799.0 -1.69% 60071.92 60071.92
TMF 2018-02-13 2018-02-22 $17.17 $16.54 Long 2840.0 -3.66% 11784.50 57885.13
QLD 2018-02-22 2018-02-23 $20.44 $20.55 Long 2275.0 0.55% 10938.56 58867.04
TMF 2018-02-23 2018-02-26 $16.80 $17.16 Long 2834.0 2.15% 10268.10 60401.26
QLD 2018-02-26 2018-02-28 $21.26 $21.34 Long 2319.0 0.36% 11872.83 60014.48
TMF 2018-02-28 2018-03-05 $17.07 $17.29 Long 2804.0 1.28% 10330.16 61915.09
QLD 2018-03-05 2018-03-23 $20.32 $19.68 Long 2462.0 -3.15% 10467.19 58703.77
GLD 2018-03-23 2018-03-27 $127.82 $127.23 Long 378.0 -0.46% 11071.63 59890.63
TMF 2018-03-27 2018-04-18 $17.69 $18.35 Long 2684.0 3.72% 10259.15 60466.61
QLD 2018-04-18 2018-04-23 $20.37 $19.60 Long 2458.0 -3.76% 12089.30 58650.64
TMF 2018-04-23 2018-04-24 $17.05 $16.97 Long 2718.0 -0.50% 10965.89 55792.64
QLD 2018-04-24 2018-04-25 $19.50 $18.57 Long 2423.0 -4.78% 11251.62 55903.45
IWM 2018-04-25 2018-04-26 $147.03 $147.09 Long 304.0 0.04% 10356.88 56330.17
TMF 2018-04-26 2018-04-27 $16.77 $17.08 Long 2720.0 1.88% 9148.94 55542.27
QLD 2018-04-27 2018-05-01 $19.87 $18.97 Long 2399.0 -4.56% 10140.85 54137.38
TMF 2018-05-01 2018-05-02 $17.36 $17.27 Long 2564.0 -0.49% 9214.59 53738.96
QLD 2018-05-02 2018-05-03 $19.57 $19.08 Long 2311.0 -2.49% 9708.43 53221.76
IWM 2018-05-03 2018-05-04 $146.80 $145.99 Long 297.0 -0.55% 9554.89 52876.57
TMF 2018-05-04 2018-05-07 $17.50 $17.39 Long 2486.0 -0.65% 7536.60 53055.92
QLD 2018-05-07 2018-05-31 $20.17 $21.21 Long 2243.0 5.17% 10108.28 54761.03
IWM 2018-05-31 2018-06-01 $156.29 $156.05 Long 288.0 -0.15% 10301.97 56011.04
QLD 2018-06-01 2018-06-26 $21.41 $21.71 Long 2090.0 1.39% 10826.33 55727.73
VNQ 2018-06-26 2018-06-27 $70.51 $70.78 Long 636.0 0.38% 10298.09 54195.31
QLD 2018-06-27 2018-06-28 $21.91 $21.06 Long 2079.0 -3.85% 10487.64 54481.44
VNQ 2018-06-28 2018-07-03 $70.33 $70.77 Long 620.0 0.63% 8617.91 53000.68
QLD 2018-07-03 2018-07-05 $22.04 $21.67 Long 2076.0 -1.69% 10278.24 53982.52
VNQ 2018-07-05 2018-07-10 $71.48 $72.06 Long 606.0 0.81% 9868.74 53893.01
QLD 2018-07-10 2018-07-23 $23.05 $23.27 Long 1912.0 0.95% 11505.09 53246.87
TMF 2018-07-23 2018-08-15 $18.00 $18.17 Long 2381.0 0.96% 11289.65 54381.25
QLD 2018-08-15 2018-08-16 $23.63 $23.76 Long 1840.0 0.54% 10813.31 55056.48
TMF 2018-08-16 2018-08-22 $18.24 $18.79 Long 2423.0 3.00% 11543.19 56124.71
VNQ 2018-08-22 2018-08-23 $72.95 $72.62 Long 614.0 -0.45% 10670.53 56153.63
UBT 2018-08-23 2018-08-28 $37.60 $36.96 Long 1209.0 -1.71% 9463.94 55237.78
QLD 2018-08-28 2018-09-07 $24.86 $23.68 Long 1846.0 -4.75% 10077.12 52917.57
TMF 2018-09-07 2019-02-26 $17.66 $18.75 Long 2441.0 6.22% 11589.00 55925.11
SSO 2019-02-26 2019-02-27 $28.30 $28.18 Long 1564.0 -0.42% 11032.95 54899.69
TMF 2019-02-27 2019-07-01 $18.48 $24.25 Long 2415.0 31.19% 11290.10 68956.38
QLD 2019-07-01 2019-07-03 $24.88 $24.91 Long 2343.0 0.12% 12289.64 70497.93
TMF 2019-07-03 2019-09-12 $24.78 $29.11 Long 2315.0 17.46% 14599.92 79390.45
QLD 2019-09-12 2019-09-13 $25.38 $25.20 Long 2564.0 -0.72% 14708.06 78923.84
SSO 2019-09-13 2019-09-24 $32.70 $32.46 Long 1973.0 -0.74% 15443.95 79317.37
GLD 2019-09-24 2019-09-25 $143.21 $144.08 Long 442.0 0.61% 13694.88 76520.19
TMF 2019-09-25 2019-11-11 $30.08 $25.26 Long 2175.0 -16.03% 13189.68 68164.63
TMF 2019-11-11 2019-12-13 $25.26 $26.69 Long 2195.0 5.67% 13333.61 72202.80
QLD 2019-12-13 2019-12-16 $28.65 $29.22 Long 2040.0 2.00% 14143.46 72199.68
TMF 2019-12-16 2019-12-17 $26.84 $26.70 Long 2191.0 -0.51% 13594.36 72508.08
QLD 2019-12-17 2020-01-13 $29.51 $32.36 Long 2001.0 9.66% 15031.76 78471.13
TMF 2020-01-13 2020-01-17 $26.53 $26.29 Long 2387.0 -0.88% 11753.35 77874.04
QLD 2020-01-17 2020-01-23 $33.52 $33.66 Long 1970.0 0.40% 13206.19 78128.54
TMF 2020-01-23 2020-03-12 $28.20 $40.03 Long 2300.0 41.97% 32581.45 102246.70
TMF 2020-03-12 2020-03-19 $40.03 $29.55 Long 1816.0 -26.17% 26404.46 89238.82
TMF 2020-03-19 2020-04-20 $29.55 $43.74 Long 2025.0 48.00% 25144.77 114478.50
QLD 2020-04-20 2020-04-21 $27.81 $27.12 Long 3230.0 -2.48% 14070.33 111091.26
TMF 2020-04-21 2020-04-30 $46.57 $43.75 Long 2119.0 -6.05% 20806.18 105190.50
UBT 2020-04-30 2020-05-01 $70.70 $70.05 Long 1216.0 -0.93% 25048.28 104513.21
QLD 2020-05-01 2020-05-04 $27.99 $27.22 Long 2892.0 -2.74% 19062.37 102601.61
UBT 2020-05-04 2020-05-06 $70.12 $66.67 Long 1208.0 -4.92% 15485.07 99298.90
QLD 2020-05-06 2020-05-07 $29.25 $29.88 Long 2876.0 2.17% 20415.51 105191.29
TMF 2020-05-07 2020-05-11 $39.94 $39.89 Long 2028.0 -0.12% 18772.37 103694.78
QLD 2020-05-11 2020-05-12 $30.34 $31.42 Long 2721.0 3.55% 20996.64 106065.63
TMF 2020-05-12 2020-05-27 $39.55 $39.14 Long 2105.0 -1.04% 22369.66 104603.26
QLD 2020-05-27 2020-06-01 $31.65 $32.71 Long 2560.0 3.36% 20592.84 106474.65
TMF 2020-06-01 2020-06-02 $38.73 $38.49 Long 2208.0 -0.61% 17816.39 106465.07
QLD 2020-06-02 2020-06-25 $33.30 $35.94 Long 2636.0 7.92% 17114.41 111534.34
TMF 2020-06-25 2020-06-29 $39.89 $40.51 Long 2392.0 1.55% 25516.59 116000.31
QLD 2020-06-29 2020-07-08 $34.79 $40.14 Long 2544.0 15.39% 23388.06 128045.65
TMF 2020-07-08 2020-07-17 $40.16 $42.26 Long 2596.0 5.24% 24003.68 132779.74
QLD 2020-07-17 2020-07-24 $40.63 $38.81 Long 2685.0 -4.50% 21796.08 129264.04
UBT 2020-07-24 2020-07-28 $70.98 $71.38 Long 1499.0 0.56% 23255.88 126795.56
QLD 2020-07-28 2020-08-28 $40.40 $51.11 Long 2612.0 26.50% 37424.20 155131.02
TMF 2020-08-28 2020-08-31 $38.11 $37.95 Long 3131.0 -0.44% 29868.46 157881.10
QLD 2020-08-31 2020-09-01 $51.41 $53.00 Long 2458.0 3.08% 31426.35 165242.70
TMF 2020-09-01 2020-09-11 $38.19 $39.87 Long 3370.0 4.41% 37900.65 162125.76
QLD 2020-09-11 2020-09-25 $44.69 $41.95 Long 2862.0 -6.14% 29640.36 157637.17
TMF 2020-09-25 2020-09-28 $40.50 $40.31 Long 3168.0 -0.46% 19312.71 157890.81
QLD 2020-09-28 2020-10-29 $45.35 $43.90 Long 3044.0 -3.21% 31750.16 149394.97
TMF 2020-10-29 2020-10-30 $37.25 $36.03 Long 3253.0 -3.28% 26927.32 144746.32
QLD 2020-10-30 2020-11-02 $44.28 $43.40 Long 2756.0 -1.98% 29652.96 146282.93
TMF 2020-11-02 2020-11-04 $35.92 $37.89 Long 3254.0 5.48% 36487.56 154910.32
IWM 2020-11-04 2020-11-05 $155.48 $159.67 Long 749.0 2.70% 21855.06 156908.04
QLD 2020-11-05 2020-11-09 $50.50 $51.81 Long 2658.0 2.58% 40954.19 159279.48
TMF 2020-11-09 2020-11-10 $33.98 $33.26 Long 3490.0 -2.13% 38388.97 155593.27
QLD 2020-11-10 2020-11-11 $47.65 $47.84 Long 2490.0 0.40% 29333.49 157653.09
SSO 2020-11-11 2020-11-20 $41.20 $41.40 Long 3111.0 0.50% 29282.05 158738.86
IWM 2020-11-20 2020-11-30 $174.12 $181.17 Long 740.0 4.05% 29752.39 163437.54
QLD 2020-11-30 2020-12-24 $52.37 $55.72 Long 2551.0 6.39% 31935.93 171237.38
IWM 2020-12-24 2020-12-28 $197.66 $198.88 Long 708.0 0.62% 30732.42 173190.34
QLD 2020-12-28 2021-01-05 $57.06 $55.60 Long 2489.0 -2.55% 34726.81 171487.28
IWM 2021-01-05 2021-01-22 $190.90 $208.10 Long 704.0 9.01% 32724.43 181231.53
QLD 2021-01-22 2021-02-01 $61.78 $58.94 Long 2404.0 -4.59% 36729.56 176030.04
IWM 2021-02-01 2021-02-02 $205.81 $210.73 Long 669.0 2.39% 28578.68 179778.28
QLD 2021-02-02 2021-02-09 $61.65 $64.34 Long 2419.0 4.36% 32181.57 185041.70
IWM 2021-02-09 2021-02-12 $224.55 $223.37 Long 677.0 -0.53% 35048.15 185773.04
QLD 2021-02-12 2021-02-22 $64.76 $61.93 Long 2291.0 -4.36% 29759.99 177074.64
IWM 2021-02-22 2021-03-24 $220.98 $217.37 Long 666.0 -1.63% 35357.22 172109.39
SSO 2021-03-24 2021-04-08 $49.70 $54.03 Long 2800.0 8.70% 32389.68 187070.76
QLD 2021-04-08 2021-04-19 $64.41 $66.61 Long 2395.0 3.42% 36051.24 191229.05
SSO 2021-04-19 2021-04-21 $56.23 $54.94 Long 2772.0 -2.29% 31760.64 189070.07
TMF 2021-04-21 2021-04-22 $23.95 $24.21 Long 6538.0 1.08% 33670.08 187393.02
SSO 2021-04-22 2021-06-02 $56.11 $57.13 Long 2787.0 1.81% 34407.24 194143.87
VNQ 2021-06-02 2021-06-07 $99.24 $99.90 Long 1597.0 0.67% 35814.42 193737.00
SSO 2021-06-07 2021-06-08 $57.73 $57.87 Long 2739.0 0.23% 35534.74 195226.95
VNQ 2021-06-08 2021-06-14 $101.13 $102.18 Long 1570.0 1.04% 36018.36 198550.61
QLD 2021-06-14 2021-07-09 $66.67 $73.28 Long 2399.0 9.91% 46633.47 210636.36
TMF 2021-07-09 2021-07-12 $27.95 $28.03 Long 5910.0 0.29% 37619.53 212266.09
QLD 2021-07-12 2021-07-14 $75.03 $76.03 Long 2328.0 1.33% 45886.36 217504.29
TMF 2021-07-14 2021-09-02 $27.44 $29.25 Long 6149.0 6.59% 43235.13 224240.43
QLD 2021-09-02 2021-09-08 $83.03 $83.00 Long 2198.0 -0.04% 41269.77 226710.57
TMF 2021-09-08 2021-09-28 $28.30 $26.26 Long 6516.0 -7.22% 38422.43 206689.83
QLD 2021-09-28 2021-09-29 $76.12 $74.21 Long 2285.0 -2.51% 38925.04 206654.52
TMF 2021-09-29 2021-10-15 $26.52 $26.65 Long 6376.0 0.49% 32662.07 209628.80
SSO 2021-10-15 2021-10-18 $64.20 $63.94 Long 2744.0 -0.40% 38332.86 210413.51
TMF 2021-10-18 2021-11-02 $26.65 $27.50 Long 6372.0 3.19% 40585.01 215592.38
QLD 2021-11-02 2021-11-18 $84.82 $90.47 Long 2039.0 6.66% 39122.85 227795.68
TMF 2021-11-18 2022-01-07 $27.10 $25.35 Long 6862.0 -6.45% 38032.85 210029.51
TMF 2022-01-07 2022-01-19 $25.35 $23.93 Long 6905.0 -5.60% 203268.31 203268.31
TMF 2022-01-20 2022-02-15 $24.37 $21.45 Long 6880.0 -11.97% 183195.63 183195.63
TMF 2022-02-17 2022-03-15 $21.82 $19.95 Long 6875.0 -8.56% 170350.21 170350.21
TMF 2022-03-21 2022-03-22 $19.33 $18.21 Long 6950.0 -5.81% 162540.48 162540.48
TMF 2022-03-31 2022-04-05 $19.49 $18.99 Long 7063.0 -2.57% 159008.98 159008.98

Signals

Strategy Ratio Size Ticker Date State Type Profit Tick
Alvarez-d 0.90 0.82 TMF 2022-05-20 Hold Long 2.49% EOD