Strategy - Alvarez


Alvarez Accelerating Dual Momentum

Description

The Alvarez 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 4 risk-on assets at a time.

Trading happens on the Close of the signal day, the last trading day of the month

Details

Metrics

Metric Measure
AccountName c7b9798f-a722-46ae-bdc4-6b383c5afb00
NoOfTrades 316.00
NoOfWins 184.00
NoOfLosses 132.00
SharpRatio 0.67
SortinoRatio 0.83
GrossProfit $142645.11
FirstDate 2011-01-28
LastDate 2024-03-28
FirstEquity $10000.00
FinalEquity $152645.11
OpenEquity $137753.04
LongEquity $142645.11
ShortEquity $0.00
PercentWins 58.23%
AveWin 4.52%
AveLoss -3.54%
AveWinLoss 1.28
Expectancy 1.16%
MedianDrawUp 67.34%
MednDrawDown -22.62%
MaxDrawDown -50.22%
Kelly 25.54%
Thorpe 2.13
Rachev 1.13
PAPR 5.88%
APR 23.00%
CalmarRatio 1.00

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
QLD 2011-01-28 2011-01-31 $2.61 $2.63 Long 3462 1.00% 984.77 10090.18
QLD 2011-01-31 2011-02-25 $2.63 $2.78 Long 3459 5.67% 1034.83 10606.40
QLD 2011-02-25 2011-02-28 $2.78 $2.80 Long 3441 0.51% 1040.43 10654.91
QLD 2011-02-28 2011-03-30 $2.80 $2.75 Long 3439 -1.68% 1023.93 10493.66
QLD 2011-03-30 2011-03-31 $2.75 $2.76 Long 3445 0.30% 1031.21 10522.17
SSO 2011-03-31 2011-04-28 $6.27 $6.61 Long 1513 5.33% 1077.46 11028.16
SSO 2011-04-28 2011-04-29 $6.61 $6.63 Long 1506 0.39% 1084.10 11067.18
SSO 2011-04-29 2011-05-27 $6.63 $6.34 Long 1505 -4.46% 1039.73 10622.34
SSO 2011-05-27 2011-05-31 $6.34 $6.48 Long 1512 2.17% 1059.16 10830.66
SSO 2011-05-31 2011-06-29 $6.48 $6.12 Long 1509 -5.47% 1004.07 10296.42
SSO 2011-06-29 2011-06-30 $6.12 $6.23 Long 1518 1.83% 1024.33 10466.38
VNQ 2011-06-30 2011-07-28 $36.32 $36.88 Long 260 1.55% 1061.21 10612.49
VNQ 2011-07-28 2011-07-29 $36.88 $36.88 Long 259 0.02% 1039.76 10614.05
TMF 2011-07-29 2011-08-30 $89.48 $119.02 Long 107 33.02% 1396.83 13775.17
TMF 2011-08-30 2011-08-31 $119.02 $113.95 Long 104 -4.27% 1396.83 13247.20
TMF 2011-08-31 2011-09-29 $113.95 $150.02 Long 104 31.66% 1696.87 16998.85
TMF 2011-09-29 2011-09-30 $150.02 $161.07 Long 102 7.36% 1857.93 18125.74
TMF 2011-09-30 2011-10-27 $161.07 $120.70 Long 101 -25.06% 14048.62 14048.62
TMF 2011-10-28 2011-10-31 $125.49 $140.34 Long 101 11.83% 1655.22 15548.46
TMF 2011-10-31 2011-11-29 $140.34 $154.69 Long 99 10.23% 1655.22 16969.88
TMF 2011-11-29 2011-11-30 $154.69 $147.20 Long 99 -4.84% 1655.22 16228.17
TMF 2011-11-30 2011-12-29 $147.20 $159.73 Long 99 8.51% 1814.96 17468.73
TMF 2011-12-29 2011-12-30 $159.73 $161.13 Long 98 0.87% 1814.96 17605.62
TMF 2011-12-30 2012-01-30 $161.13 $153.56 Long 98 -4.70% 1661.40 16863.77
TMF 2012-01-30 2012-01-31 $153.56 $158.72 Long 99 3.36% 1704.35 17374.53
UBT 2012-01-31 2012-02-28 $29.62 $28.40 Long 529 -4.13% 1647.55 16727.15
UBT 2012-02-28 2012-02-29 $28.40 $28.09 Long 531 -1.10% 1617.60 16560.89
QLD 2012-02-29 2012-03-29 $3.31 $3.66 Long 4513 10.65% 1771.49 18152.72
QLD 2012-03-29 2012-03-30 $3.66 $3.65 Long 4471 -0.51% 1764.20 18069.27
QLD 2012-03-30 2012-04-27 $3.65 $3.60 Long 4473 -1.19% 1746.19 17875.87
QLD 2012-04-27 2012-04-30 $3.60 $3.55 Long 4478 -1.40% 1721.33 17649.44
QLD 2012-04-30 2012-05-30 $3.55 $3.08 Long 4485 -13.19% 1517.86 15547.96
QLD 2012-05-30 2012-05-31 $3.08 $3.06 Long 4551 -0.85% 1534.25 15428.02
UBT 2012-05-31 2012-06-28 $33.32 $33.10 Long 417 -0.65% 1501.15 15337.83
UBT 2012-06-28 2012-06-29 $33.10 $32.16 Long 418 -2.84% 1458.68 14944.87
QLD 2012-06-29 2012-07-30 $3.26 $3.32 Long 4133 1.80% 1481.93 15188.05
QLD 2012-07-30 2012-07-31 $3.32 $3.32 Long 4126 -0.17% 1494.06 15165.29
UBT 2012-07-31 2012-08-30 $34.52 $32.61 Long 396 -5.55% 1428.84 14406.75
UBT 2012-08-30 2012-08-31 $32.61 $33.48 Long 398 2.68% 1441.97 14754.56
QLD 2012-08-31 2012-09-27 $3.67 $3.79 Long 3628 3.19% 1483.62 15179.26
QLD 2012-09-27 2012-09-28 $3.79 $3.73 Long 3617 -1.54% 1470.55 14968.66
UBT 2012-09-28 2012-10-31 $31.91 $31.48 Long 423 -1.36% 1450.97 14785.70
LQD 2012-10-31 2012-11-29 $83.87 $83.52 Long 159 -0.41% 1450.97 14731.22
LQD 2012-11-29 2012-11-30 $83.52 $83.52 Long 159 -0.01% 1464.30 14730.13
EFA 2012-11-30 2012-12-28 $39.48 $40.59 Long 336 2.81% 1504.89 15102.69
EFA 2012-12-28 2012-12-31 $40.59 $41.21 Long 335 1.52% 1504.89 15309.05
EFA 2012-12-31 2013-01-30 $41.21 $42.90 Long 335 4.12% 1590.69 15877.14
EFA 2013-01-30 2013-01-31 $42.90 $42.74 Long 333 -0.37% 1547.36 15824.05
SSO 2013-01-31 2013-02-27 $7.92 $8.12 Long 1803 2.58% 1579.85 16192.15
SSO 2013-02-27 2013-02-28 $8.12 $8.09 Long 1799 -0.41% 1579.85 16132.22
SSO 2013-02-28 2013-03-27 $8.09 $8.65 Long 1799 6.89% 1674.96 17134.45
SSO 2013-03-27 2013-03-28 $8.65 $8.69 Long 1788 0.47% 1683.65 17206.80
SSO 2013-03-28 2013-04-29 $8.69 $8.97 Long 1787 3.29% 1728.51 17717.29
SSO 2013-04-29 2013-04-30 $8.97 $9.02 Long 1782 0.56% 1737.53 17806.38
SSO 2013-04-30 2013-05-30 $9.02 $9.71 Long 1781 7.65% 1863.80 19035.92
SSO 2013-05-30 2013-05-31 $9.71 $9.43 Long 1768 -2.88% 1816.63 18541.38
SSO 2013-05-31 2013-06-27 $9.43 $9.22 Long 1773 -2.27% 1779.76 18162.33
SSO 2013-06-27 2013-06-28 $9.22 $9.14 Long 1777 -0.87% 1761.48 18020.52
SSO 2013-06-28 2013-07-30 $9.14 $10.09 Long 1779 10.40% 1922.92 19711.48
SSO 2013-07-30 2013-07-31 $10.09 $10.09 Long 1763 0.01% 1925.98 19712.53
QLD 2013-07-31 2013-08-29 $4.54 $4.55 Long 3919 0.27% 1930.53 19760.74
QLD 2013-08-29 2013-08-30 $4.55 $4.49 Long 3918 -1.31% 1908.08 19526.96
QLD 2013-08-30 2013-09-27 $4.49 $4.96 Long 3923 10.35% 2086.50 21351.35
QLD 2013-09-27 2013-09-30 $4.96 $4.92 Long 3887 -0.72% 2071.74 21212.67
QLD 2013-09-30 2013-10-30 $4.92 $5.44 Long 3890 10.56% 2267.59 23234.68
QLD 2013-10-30 2013-10-31 $5.44 $5.42 Long 3854 -0.45% 2256.76 23139.85
QLD 2013-10-31 2013-11-27 $5.42 $5.73 Long 3856 5.74% 2377.02 24337.71
QLD 2013-11-27 2013-11-29 $5.73 $5.79 Long 3835 1.11% 2400.17 24580.70
QLD 2013-11-29 2013-12-30 $5.79 $6.05 Long 3831 4.48% 2496.96 25575.19
QLD 2013-12-30 2013-12-31 $6.05 $6.13 Long 3815 1.28% 2527.60 25870.88
QLD 2013-12-31 2014-01-30 $6.13 $5.90 Long 3810 -3.66% 2439.06 25015.43
QLD 2014-01-30 2014-01-31 $5.90 $5.88 Long 3825 -0.43% 2433.19 24918.96
QLD 2014-01-31 2014-02-27 $5.88 $6.50 Long 3826 10.56% 2667.11 27293.69
QLD 2014-02-27 2014-02-28 $6.50 $6.48 Long 3790 -0.27% 2660.63 27226.08
QLD 2014-02-28 2014-03-28 $6.48 $6.04 Long 3791 -6.86% 2491.64 25540.03
QLD 2014-03-28 2014-03-31 $6.04 $6.12 Long 3819 1.37% 2522.04 25854.83
SSO 2014-03-31 2014-04-29 $12.57 $12.63 Long 1856 0.50% 2534.67 25972.26
SSO 2014-04-29 2014-04-30 $12.63 $12.73 Long 1855 0.73% 2560.12 26142.77
SSO 2014-04-30 2014-05-29 $12.73 $13.25 Long 1853 4.13% 2652.89 27116.07
SSO 2014-05-29 2014-05-30 $13.25 $13.29 Long 1846 0.27% 2680.98 27182.18
TMF 2014-05-30 2014-06-27 $140.81 $138.25 Long 174 -1.82% 2680.98 26736.35
TMF 2014-06-27 2014-06-30 $138.25 $139.41 Long 174 0.84% 2630.68 26937.56
UBT 2014-06-30 2014-07-30 $28.43 $29.00 Long 855 2.01% 2688.68 27426.54
UBT 2014-07-30 2014-07-31 $29.00 $28.85 Long 853 -0.53% 2788.68 27294.21
TMF 2014-07-31 2014-08-28 $141.65 $161.63 Long 173 14.10% 3111.93 30750.17
TMF 2014-08-28 2014-08-29 $161.63 $162.08 Long 171 0.28% 3010.89 30827.72
QLD 2014-08-29 2014-09-29 $7.88 $7.72 Long 3531 -1.97% 2956.83 30279.48
QLD 2014-09-29 2014-09-30 $7.72 $7.75 Long 3538 0.30% 2975.20 30362.31
TMF 2014-09-30 2014-10-30 $151.31 $164.80 Long 181 8.92% 3304.80 32804.29
TMF 2014-10-30 2014-10-31 $164.80 $163.51 Long 179 -0.78% 3183.08 32572.94
QLD 2014-10-31 2014-11-26 $8.11 $8.78 Long 3623 8.23% 3420.12 34990.47
QLD 2014-11-26 2014-11-28 $8.78 $8.86 Long 3596 0.89% 3446.70 35271.85
QLD 2014-11-28 2014-12-30 $8.86 $8.61 Long 3593 -2.78% 3360.59 34386.26
QLD 2014-12-30 2014-12-31 $8.61 $8.43 Long 3603 -2.10% 3312.40 33733.22
UBT 2014-12-31 2015-01-29 $36.04 $41.68 Long 844 15.65% 3770.91 38492.71
UBT 2015-01-29 2015-01-30 $41.68 $43.28 Long 833 3.82% 3900.74 39819.45
UBT 2015-01-30 2015-02-26 $43.28 $37.30 Long 830 -13.82% 3415.90 34855.63
UBT 2015-02-26 2015-02-27 $37.30 $37.88 Long 843 1.56% 3449.06 35346.44
QLD 2015-02-27 2015-03-30 $9.25 $9.00 Long 3448 -2.72% 3368.07 34479.31
QLD 2015-03-30 2015-03-31 $9.00 $8.79 Long 3457 -2.30% 3305.37 33764.97
UBT 2015-03-31 2015-04-29 $38.65 $35.84 Long 788 -7.28% 3090.33 31546.46
UBT 2015-04-29 2015-04-30 $35.84 $35.99 Long 794 0.41% 3090.92 31662.88
QLD 2015-04-30 2015-05-28 $9.11 $9.62 Long 3137 5.62% 3244.84 33268.92
QLD 2015-05-28 2015-05-29 $9.62 $9.51 Long 3121 -1.13% 3216.30 32930.09
QLD 2015-05-29 2015-06-29 $9.51 $8.96 Long 3124 -5.76% 3045.99 31218.95
QLD 2015-06-29 2015-06-30 $8.96 $9.02 Long 3143 0.67% 3064.04 31408.94
QLD 2015-06-30 2015-07-30 $9.02 $9.85 Long 3141 9.17% 3320.19 34009.00
QLD 2015-07-30 2015-07-31 $9.85 $9.83 Long 3115 -0.24% 3315.21 33935.99
TBF 2015-07-31 2015-08-28 $22.90 $22.84 Long 1337 -0.28% 3315.21 33850.28
TBF 2015-08-28 2015-08-31 $22.84 $22.99 Long 1337 0.68% 3338.20 34058.42
TBF 2015-08-31 2015-09-29 $22.99 $22.38 Long 1336 -2.67% 3248.68 33238.72
TBF 2015-09-29 2015-09-30 $22.38 $22.45 Long 1340 0.33% 3271.13 33336.89
TBF 2015-09-30 2015-10-29 $22.45 $22.66 Long 1339 0.94% 3293.80 33618.91
TBF 2015-10-29 2015-10-30 $22.66 $22.52 Long 1338 -0.65% 3271.28 33422.87
TBF 2015-10-30 2015-11-27 $22.52 $22.77 Long 1339 1.10% 3294.04 33753.94
TBF 2015-11-27 2015-11-30 $22.77 $22.67 Long 1338 -0.40% 3294.04 33631.41
TBF 2015-11-30 2015-12-30 $22.67 $22.76 Long 1338 0.36% 3294.04 33741.69
TBF 2015-12-30 2015-12-31 $22.76 $22.65 Long 1338 -0.48% 3297.73 33594.65
TMF 2015-12-31 2016-01-28 $168.32 $193.71 Long 180 15.09% 3878.87 38165.93
TMF 2016-01-28 2016-01-29 $193.71 $198.18 Long 177 2.31% 3878.87 38956.58
TMF 2016-01-29 2016-02-26 $198.18 $213.53 Long 177 7.75% 4092.40 41673.70
TMF 2016-02-26 2016-02-29 $213.53 $215.43 Long 176 0.89% 4307.83 42008.92
TMF 2016-02-29 2016-03-30 $215.43 $209.99 Long 175 -2.53% 4097.84 41056.58
TMF 2016-03-30 2016-03-31 $209.99 $214.05 Long 176 1.93% 4097.84 41770.93
TMF 2016-03-31 2016-04-28 $214.05 $207.18 Long 176 -3.21% 4097.84 40561.72
TMF 2016-04-28 2016-04-29 $207.18 $208.93 Long 176 0.84% 4021.31 40869.01
GLD 2016-04-29 2016-05-27 $123.65 $115.62 Long 298 -6.49% 3790.07 38476.07
GLD 2016-05-27 2016-05-31 $115.62 $116.06 Long 300 0.38% 3789.46 38608.07
UBT 2016-05-31 2016-06-29 $39.17 $44.40 Long 889 13.37% 4233.48 43263.08
UBT 2016-06-29 2016-06-30 $44.40 $44.55 Long 879 0.33% 4437.19 43391.12
TMF 2016-06-30 2016-07-28 $257.97 $266.95 Long 151 3.48% 4437.19 44746.99
TMF 2016-07-28 2016-07-29 $266.95 $273.64 Long 151 2.51% 4480.65 45757.04
UBT 2016-07-29 2016-08-30 $46.48 $45.32 Long 888 -2.51% 4390.01 44722.30
UBT 2016-08-30 2016-08-31 $45.32 $45.34 Long 890 0.05% 4364.37 44742.56
QLD 2016-08-31 2016-09-29 $10.28 $10.55 Long 3929 2.65% 4469.86 45811.41
QLD 2016-09-29 2016-09-30 $10.55 $10.70 Long 3919 1.44% 4534.07 46407.47
QLD 2016-09-30 2016-10-28 $10.70 $10.39 Long 3913 -2.88% 4409.35 45202.66
QLD 2016-10-28 2016-10-31 $10.39 $10.37 Long 3925 -0.19% 4409.35 45125.00
QLD 2016-10-31 2016-11-29 $10.37 $10.70 Long 3925 3.15% 4527.05 46406.31
QLD 2016-11-29 2016-11-30 $10.70 $10.43 Long 3914 -2.50% 4450.39 45360.90
IWM 2016-11-30 2016-12-29 $119.27 $123.19 Long 343 3.28% 4573.58 46704.74
IWM 2016-12-29 2016-12-30 $123.19 $122.72 Long 342 -0.38% 4573.58 46542.90
IWM 2016-12-30 2017-01-30 $122.72 $122.21 Long 342 -0.42% 4573.58 46368.62
IWM 2017-01-30 2017-01-31 $122.21 $123.06 Long 342 0.70% 4556.07 46661.17
QLD 2017-01-31 2017-02-27 $11.75 $12.86 Long 3583 9.46% 4941.94 50642.47
QLD 2017-02-27 2017-02-28 $12.86 $12.78 Long 3553 -0.63% 4916.38 50352.31
QLD 2017-02-28 2017-03-30 $12.78 $13.29 Long 3555 3.97% 5089.13 52155.73
QLD 2017-03-30 2017-03-31 $13.29 $13.27 Long 3542 -0.10% 5089.13 52107.51
QLD 2017-03-31 2017-04-27 $13.27 $13.93 Long 3542 4.95% 5312.03 54435.19
QLD 2017-04-27 2017-04-28 $13.93 $13.98 Long 3526 0.36% 5326.01 54609.74
QLD 2017-04-28 2017-05-30 $13.98 $15.07 Long 3525 7.75% 5702.65 58431.34
QLD 2017-05-30 2017-05-31 $15.07 $15.05 Long 3500 -0.12% 5702.65 58366.36
QLD 2017-05-31 2017-06-29 $15.05 $14.29 Long 3500 -5.03% 5445.42 55718.34
QLD 2017-06-29 2017-06-30 $14.29 $14.27 Long 3518 -0.12% 5431.15 55657.38
QLD 2017-06-30 2017-07-28 $14.27 $15.58 Long 3519 9.17% 5883.04 60265.38
QLD 2017-07-28 2017-07-31 $15.58 $15.44 Long 3490 -0.89% 5836.71 59781.59
QLD 2017-07-31 2017-08-30 $15.44 $15.70 Long 3493 1.68% 5930.93 60689.47
QLD 2017-08-30 2017-08-31 $15.70 $16.00 Long 3487 1.86% 6128.87 61707.99
TMF 2017-08-31 2017-09-28 $204.33 $188.18 Long 272 -7.91% 5752.52 57313.02
TMF 2017-09-28 2017-09-29 $188.18 $189.45 Long 274 0.68% 5631.33 57661.23
QLD 2017-09-29 2017-10-30 $15.90 $17.22 Long 3273 8.35% 6061.91 62003.81
QLD 2017-10-30 2017-10-31 $17.22 $17.35 Long 3248 0.72% 6096.61 62405.81
QLD 2017-10-31 2017-11-29 $17.35 $17.71 Long 3246 2.07% 6202.85 63570.88
QLD 2017-11-29 2017-11-30 $17.71 $17.99 Long 3240 1.61% 6311.43 64493.19
SSO 2017-11-30 2017-12-28 $26.02 $26.82 Long 2236 3.06% 6472.32 66271.25
SSO 2017-12-28 2017-12-29 $26.82 $26.64 Long 2230 -0.67% 6422.62 65869.59
QLD 2017-12-29 2018-01-30 $18.15 $21.23 Long 3275 16.98% 7420.60 75962.52
QLD 2018-01-30 2018-01-31 $21.23 $21.39 Long 3228 0.73% 7463.38 76465.92
QLD 2018-01-31 2018-02-27 $21.39 $20.92 Long 3226 -2.20% 7316.94 74948.67
QLD 2018-02-27 2018-02-28 $20.92 $20.66 Long 3233 -1.25% 7234.32 74100.38
QLD 2018-02-28 2018-03-28 $20.66 $18.19 Long 3237 -11.92% 6451.98 66127.73
QLD 2018-03-28 2018-03-29 $18.19 $18.86 Long 3280 3.67% 6678.33 68319.90
QLD 2018-03-29 2018-04-27 $18.86 $19.19 Long 3268 1.75% 6774.28 69395.80
QLD 2018-04-27 2018-04-30 $19.19 $18.91 Long 3263 -1.46% 6682.71 68483.09
IWM 2018-04-30 2018-05-30 $141.74 $151.69 Long 436 7.02% 7137.79 72820.24
IWM 2018-05-30 2018-05-31 $151.69 $150.48 Long 433 -0.80% 7062.68 72295.84
QLD 2018-05-31 2018-06-28 $21.04 $21.34 Long 3100 1.39% 7148.02 73201.32
QLD 2018-06-28 2018-06-29 $21.34 $21.40 Long 3096 0.31% 7169.42 73408.24
QLD 2018-06-29 2018-07-30 $21.40 $22.23 Long 3095 3.85% 7413.91 75959.42
QLD 2018-07-30 2018-07-31 $22.23 $22.48 Long 3084 1.15% 7503.83 76745.73
QLD 2018-07-31 2018-08-30 $22.48 $25.07 Long 3080 11.52% 8281.01 84720.51
QLD 2018-08-30 2018-08-31 $25.07 $25.13 Long 3049 0.24% 8281.01 84901.65
QLD 2018-08-31 2018-09-27 $25.13 $24.92 Long 3049 -0.85% 8231.18 84252.58
QLD 2018-09-27 2018-09-28 $24.92 $24.92 Long 3051 0.02% 8231.18 84267.68
QLD 2018-09-28 2018-10-24 $24.92 $19.54 Long 3051 -21.59% 67848.99 67848.99
QLD 2018-10-30 2018-10-31 $19.60 $20.50 Long 3124 4.60% 6903.25 70663.80
TBF 2018-10-31 2018-11-29 $22.20 $21.95 Long 2872 -1.12% 6837.39 69950.36
TBF 2018-11-29 2018-11-30 $21.95 $21.86 Long 2875 -0.42% 6815.53 69685.85
TBF 2018-11-30 2018-12-28 $21.86 $20.76 Long 2876 -5.02% 6504.10 66527.06
TBF 2018-12-28 2018-12-31 $20.76 $20.68 Long 2891 -0.40% 6612.60 66286.76
TMF 2018-12-31 2019-01-30 $179.20 $175.78 Long 333 -1.91% 6436.83 65146.88
TMF 2019-01-30 2019-01-31 $175.78 $179.94 Long 334 2.37% 6616.77 66537.38
TMF 2019-01-31 2019-02-27 $179.94 $173.84 Long 333 -3.39% 6442.93 64504.08
TMF 2019-02-27 2019-02-28 $173.84 $171.80 Long 334 -1.17% 6271.13 63824.28
TMF 2019-02-28 2019-03-28 $171.80 $201.37 Long 335 17.21% 7277.99 73730.53
TMF 2019-03-28 2019-03-29 $201.37 $201.00 Long 330 -0.18% 7277.99 73607.98
TMF 2019-03-29 2019-04-29 $201.00 $185.12 Long 330 -7.90% 6722.62 68368.98
TMF 2019-04-29 2019-04-30 $185.12 $187.82 Long 333 1.45% 6910.43 69265.54
TMF 2019-04-30 2019-05-30 $187.82 $219.20 Long 332 16.71% 7787.22 79683.75
TMF 2019-05-30 2019-05-31 $219.20 $227.46 Long 328 3.77% 8242.14 82393.95
TMF 2019-05-31 2019-06-27 $227.46 $232.25 Long 326 2.11% 8242.14 83957.21
TMF 2019-06-27 2019-06-28 $232.25 $231.79 Long 326 -0.20% 8193.33 83805.48
QLD 2019-06-28 2019-07-30 $23.81 $25.51 Long 3176 7.16% 8703.54 89215.91
QLD 2019-07-30 2019-07-31 $25.51 $24.83 Long 3156 -2.65% 8715.46 87079.45
TMF 2019-07-31 2019-08-29 $232.53 $313.99 Long 337 35.03% 11227.35 114528.81
TMF 2019-08-29 2019-08-30 $313.99 $314.17 Long 329 0.06% 11227.35 114590.06
TMF 2019-08-30 2019-09-13 $314.17 $249.85 Long 329 -20.47% 93427.50 93427.50
TMF 2019-09-27 2019-09-30 $284.18 $285.67 Long 296 0.53% 9310.79 93869.21
TMF 2019-09-30 2019-10-30 $285.67 $263.47 Long 296 -7.77% 8520.37 87298.88
TMF 2019-10-30 2019-10-31 $263.47 $273.92 Long 299 3.96% 9068.21 90422.14
TMF 2019-10-31 2019-11-27 $273.92 $270.47 Long 297 -1.26% 8797.74 89397.25
TMF 2019-11-27 2019-11-29 $270.47 $268.42 Long 298 -0.76% 8673.65 88785.80
QLD 2019-11-29 2019-12-30 $28.10 $30.11 Long 2851 7.14% 9215.55 94505.04
QLD 2019-12-30 2019-12-31 $30.11 $30.24 Long 2833 0.44% 9276.03 94877.51
QLD 2019-12-31 2020-01-30 $30.24 $33.01 Long 2831 9.16% 10035.16 102715.01
QLD 2020-01-30 2020-01-31 $33.01 $31.94 Long 2808 -3.24% 9738.14 99712.75
TMF 2020-01-31 2020-02-27 $298.92 $336.48 Long 301 12.57% 11084.07 111019.35
TMF 2020-02-27 2020-02-28 $336.48 $352.46 Long 297 4.75% 11436.53 115764.96
TMF 2020-02-28 2020-03-18 $352.46 $270.70 Long 296 -23.20% 91563.64 91563.64
TMF 2020-03-30 2020-03-31 $403.15 $394.44 Long 204 -2.16% 8926.45 89786.55
TMF 2020-03-31 2020-04-29 $394.44 $418.61 Long 205 6.13% 9345.05 94740.70
TMF 2020-04-29 2020-04-30 $418.61 $405.02 Long 204 -3.24% 9345.05 91969.97
TMF 2020-04-30 2020-05-28 $405.02 $371.77 Long 204 -8.21% 8601.51 85186.48
TMF 2020-05-28 2020-05-29 $371.77 $378.80 Long 206 1.89% 8601.51 86633.66
TMF 2020-05-29 2020-06-29 $378.80 $385.63 Long 206 1.81% 8601.51 88042.25
TMF 2020-06-29 2020-06-30 $385.63 $380.86 Long 206 -1.24% 8498.97 87058.17
QLD 2020-06-30 2020-07-30 $36.64 $40.65 Long 2144 10.95% 9352.68 95659.31
QLD 2020-07-30 2020-07-31 $40.65 $42.10 Long 2123 3.55% 9647.36 98724.76
QLD 2020-07-31 2020-08-28 $42.10 $50.80 Long 2116 20.66% 11425.20 117130.30
QLD 2020-08-28 2020-08-31 $50.80 $51.68 Long 2081 1.75% 11631.93 118978.62
QLD 2020-08-31 2020-09-23 $51.68 $41.06 Long 2077 -20.55% 96913.60 96913.60
QLD 2020-09-29 2020-09-30 $44.77 $45.48 Long 1953 1.57% 9611.19 98289.67
QLD 2020-09-30 2020-10-29 $45.48 $44.53 Long 1950 -2.07% 9433.06 96451.28
QLD 2020-10-29 2020-10-30 $44.53 $42.42 Long 1954 -4.74% 9008.81 92330.64
QLD 2020-10-30 2020-11-27 $42.42 $51.87 Long 1964 22.27% 10824.34 110885.58
QLD 2020-11-27 2020-11-30 $51.87 $52.01 Long 1929 0.26% 10876.34 111144.01
QLD 2020-11-30 2020-12-30 $52.01 $56.85 Long 1928 9.32% 11786.00 120490.59
QLD 2020-12-30 2020-12-31 $56.85 $57.12 Long 1912 0.46% 11843.12 120993.41
QLD 2020-12-31 2021-01-28 $57.12 $59.71 Long 1911 4.53% 12320.78 125943.16
QLD 2021-01-28 2021-01-29 $59.71 $57.25 Long 1903 -4.12% 11984.75 121259.64
IWM 2021-01-29 2021-02-25 $197.25 $209.77 Long 554 6.35% 12614.06 128196.97
IWM 2021-02-25 2021-02-26 $209.77 $209.48 Long 551 -0.14% 12614.06 128038.36
IWM 2021-02-26 2021-03-30 $209.48 $209.58 Long 551 0.05% 12614.06 128091.53
IWM 2021-03-30 2021-03-31 $209.58 $212.39 Long 551 1.34% 12826.46 129643.52
IWM 2021-03-31 2021-04-29 $212.39 $219.17 Long 550 3.19% 13045.63 133371.05
IWM 2021-04-29 2021-04-30 $219.17 $216.19 Long 549 -1.36% 12849.16 131734.97
SSO 2021-04-30 2021-05-27 $56.00 $56.38 Long 2123 0.67% 12961.91 132533.43
SSO 2021-05-27 2021-05-28 $56.38 $56.61 Long 2121 0.41% 13018.52 133026.75
SSO 2021-05-28 2021-06-29 $56.61 $58.96 Long 2120 4.16% 13490.20 138015.08
SSO 2021-06-29 2021-06-30 $58.96 $59.08 Long 2112 0.20% 13483.93 138266.01
QLD 2021-06-30 2021-07-29 $71.26 $76.04 Long 1751 6.70% 14320.33 146624.21
QLD 2021-07-29 2021-07-30 $76.04 $75.22 Long 1740 -1.07% 14175.89 145208.27
SSO 2021-07-30 2021-08-30 $61.84 $65.65 Long 2119 6.17% 14963.74 153296.17
SSO 2021-08-30 2021-08-31 $65.65 $65.50 Long 2107 -0.23% 14934.85 152972.82
QLD 2021-08-31 2021-09-29 $81.53 $72.90 Long 1693 -10.59% 13549.74 138355.85
QLD 2021-09-29 2021-09-30 $72.90 $72.22 Long 1712 -0.94% 13554.20 137183.56
TMF 2021-09-30 2021-10-28 $251.28 $266.00 Long 492 5.86% 14086.20 144428.20
TMF 2021-10-28 2021-10-29 $266.00 $269.06 Long 490 1.15% 14293.99 145927.46
QLD 2021-10-29 2021-11-29 $83.90 $89.60 Long 1569 6.80% 15190.01 154880.53
QLD 2021-11-29 2021-11-30 $89.60 $86.94 Long 1559 -2.97% 14926.80 150734.22
TMF 2021-11-30 2021-12-30 $288.95 $268.50 Long 470 -7.08% 13852.79 141124.07
TMF 2021-12-30 2021-12-31 $268.50 $269.08 Long 474 0.21% 13852.79 141396.02
TMF 2021-12-31 2022-01-28 $269.08 $241.25 Long 474 -10.34% 12646.52 128206.58
TMF 2022-01-28 2022-01-31 $241.25 $237.33 Long 479 -1.63% 12322.01 126328.67
TBF 2022-01-31 2022-02-25 $15.64 $16.19 Long 7290 3.55% 12726.85 130375.84
TBF 2022-02-25 2022-02-28 $16.19 $15.85 Long 7265 -2.15% 12473.32 127846.49
TBF 2022-02-28 2022-03-30 $15.85 $16.70 Long 7281 5.40% 13074.60 134081.03
TBF 2022-03-30 2022-03-31 $16.70 $16.65 Long 7245 -0.34% 13041.30 133671.99
TBF 2022-03-31 2022-04-28 $16.65 $18.12 Long 7247 8.88% 14092.43 144378.05
TBF 2022-04-28 2022-04-29 $18.12 $18.36 Long 7189 1.30% 14257.66 146069.19
TBF 2022-04-29 2022-05-27 $18.36 $18.30 Long 7180 -0.31% 14202.75 145663.83
TBF 2022-05-27 2022-05-31 $18.30 $18.69 Long 7183 2.11% 14483.06 148434.99
TBF 2022-05-31 2022-06-29 $18.69 $19.05 Long 7168 1.91% 14730.65 150998.01
TBF 2022-06-29 2022-06-30 $19.05 $18.87 Long 7155 -0.94% 14598.59 149718.82
TBF 2022-06-30 2022-07-28 $18.87 $18.35 Long 7162 -2.74% 14249.96 146012.28
TBF 2022-07-28 2022-07-29 $18.35 $18.39 Long 7181 0.21% 14268.35 146282.56
TBF 2022-07-29 2022-08-30 $18.39 $19.08 Long 7180 3.79% 14764.50 151282.07
TBF 2022-08-30 2022-08-31 $19.08 $19.26 Long 7154 0.94% 14880.07 152561.09
TBF 2022-08-31 2022-09-29 $19.26 $20.70 Long 7148 7.47% 15894.42 162851.85
TBF 2022-09-29 2022-09-30 $20.70 $20.98 Long 7099 1.36% 16083.27 164855.82
TBF 2022-09-30 2022-10-28 $20.98 $22.15 Long 7090 5.56% 16880.68 173128.37
TBF 2022-10-28 2022-10-31 $22.15 $22.34 Long 7054 0.85% 17014.71 174455.88
TBF 2022-10-31 2022-11-29 $22.34 $20.98 Long 7048 -6.07% 16091.44 164905.95
TBF 2022-11-29 2022-11-30 $20.98 $20.86 Long 7092 -0.58% 16008.00 164038.42
TBF 2022-11-30 2022-12-29 $20.86 $21.19 Long 7096 1.56% 16219.85 166340.47
TBF 2022-12-29 2022-12-30 $21.19 $21.42 Long 7086 1.11% 16391.22 168013.68
TBF 2022-12-30 2023-01-30 $21.42 $20.13 Long 7078 -6.04% 15505.61 158854.83
TBF 2023-01-30 2023-01-31 $20.13 $19.95 Long 7122 -0.89% 15364.75 157576.72
EFA 2023-01-31 2023-02-27 $69.37 $67.73 Long 2050 -2.36% 15093.82 154217.70
EFA 2023-02-27 2023-02-28 $67.73 $67.24 Long 2054 -0.73% 14948.74 153202.05
TBF 2023-02-28 2023-03-30 $21.08 $20.45 Long 6558 -3.01% 14539.80 149041.66
TBF 2023-03-30 2023-03-31 $20.45 $20.15 Long 6578 -1.45% 14377.62 147096.90
TMF 2023-03-31 2023-04-27 $86.29 $82.21 Long 1538 -4.73% 13802.14 140819.64
TMF 2023-04-27 2023-04-28 $82.21 $86.00 Long 1545 4.61% 14318.15 146675.05
TMF 2023-04-28 2023-05-30 $86.00 $75.12 Long 1539 -12.66% 12740.67 129924.80
TMF 2023-05-30 2023-05-31 $75.12 $76.96 Long 1560 2.46% 12966.80 132805.14
TBF 2023-05-31 2023-06-29 $20.87 $21.19 Long 5743 1.55% 13136.32 134665.48
TBF 2023-06-29 2023-06-30 $21.19 $20.96 Long 5735 -1.09% 13042.92 133335.47
QLD 2023-06-30 2023-07-28 $64.09 $68.60 Long 1877 7.04% 13866.09 141799.67
QLD 2023-07-28 2023-07-31 $68.60 $68.72 Long 1865 0.17% 13866.09 142022.46
QLD 2023-07-31 2023-08-30 $68.72 $65.66 Long 1865 -4.45% 13340.80 136322.90
QLD 2023-08-30 2023-08-31 $65.66 $65.98 Long 1873 0.49% 13363.18 136919.54
TBF 2023-08-31 2023-09-28 $22.46 $24.52 Long 5502 9.19% 14466.63 148278.79
TBF 2023-09-28 2023-09-29 $24.52 $24.52 Long 5457 0.00% 14466.63 148278.79
TBF 2023-09-29 2023-10-30 $24.52 $25.86 Long 5457 5.45% 15190.62 155567.96
TBF 2023-10-30 2023-10-31 $25.86 $26.03 Long 5429 0.68% 15268.72 156520.75
TBF 2023-10-31 2023-11-29 $26.03 $23.46 Long 5426 -9.89% 13908.13 142554.26
TBF 2023-11-29 2023-11-30 $23.46 $23.74 Long 5484 1.21% 14050.58 144104.86
TBF 2023-11-30 2023-12-28 $23.74 $21.75 Long 5478 -8.38% 13006.54 133201.90
TBF 2023-12-28 2023-12-29 $21.75 $21.95 Long 5526 0.91% 13155.76 134299.08
QLD 2023-12-29 2024-01-30 $75.95 $81.33 Long 1595 7.08% 13969.04 142874.75
QLD 2024-01-30 2024-01-31 $81.33 $78.15 Long 1585 -3.91% 13500.14 137837.64
QLD 2024-01-31 2024-02-28 $78.15 $84.53 Long 1591 8.16% 14429.93 147981.80
QLD 2024-02-28 2024-02-29 $84.53 $85.99 Long 1580 1.73% 14687.89 150287.14
QLD 2024-02-29 2024-03-27 $85.99 $87.90 Long 1577 2.23% 14951.59 153306.19
QLD 2024-03-27 2024-03-28 $87.90 $87.48 Long 1574 -0.48% 14892.07 152645.11

Signals

Strategy Size Ticker Date State Type Profit TimeFrame
Alvarez 0.90 SSO 2024-03-28 Hold Long -9.28% EndOfMonth
momentum  EEM  EFA  GLD  HYG  IWM  LQD  QLD  SSO  UBT  VNQ  TMF  TBF