Strategy - BondYield


Description

This extends on the work of swhanly with a variation of accelerating dual momentum. However, here the use of bond and junk bond funds creates a relatively stable portfolio addition.

This strategy uses the following risk-on assets: IEF, LQD,HYG, JNK, TLT with simple cash being the risk off haven.

It will buy only one risk on asset at a time.

Trading happens on the Close of the signal day

Details

Metrics

Metric Measure
AccountName 4176a9df-8a93-4d63-ac71-93d59e9ba204
NoOfTrades 326.00
NoOfWins 180.00
NoOfLosses 146.00
SharpRatio 0.42
SortinoRatio 0.59
GrossProfit $10426.13
FirstDate 2010-08-30
LastDate 2024-03-28
FirstEquity $10000.00
FinalEquity $20426.13
OpenEquity $18369.65
LongEquity $10426.13
ShortEquity $0.00
PercentWins 55.21%
AveWin 1.64%
AveLoss -1.41%
AveWinLoss 1.16
Expectancy 0.27%
MedianDrawUp 22.83%
MednDrawDown -9.37%
MaxDrawDown -23.01%
Kelly 16.65%
Thorpe 3.40
Rachev 1.08
PAPR 0.90%
APR 5.40%
CalmarRatio 0.51

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
TLT 2010-08-30 2010-08-31 $74.66 $75.49 Long 120 1.11% 1040.28 10099.64
TLT 2010-08-31 2010-09-29 $75.49 $73.65 Long 120 -2.45% 966.63 9877.74
TLT 2010-09-29 2010-09-30 $73.65 $73.60 Long 121 -0.07% 966.63 9871.83
TLT 2010-09-30 2010-10-28 $73.60 $69.66 Long 121 -5.35% 966.63 9395.22
TLT 2010-10-28 2010-10-29 $69.66 $70.31 Long 121 0.93% 978.71 9474.01
IEF 2010-10-29 2010-11-29 $75.85 $75.04 Long 112 -1.07% 978.71 9383.06
IEF 2010-11-29 2010-11-30 $75.04 $75.17 Long 112 0.17% 955.09 9397.71
JNK 2010-11-30 2010-12-30 $52.44 $53.77 Long 161 2.54% 955.09 9611.88
JNK 2010-12-30 2010-12-31 $53.77 $53.86 Long 161 0.18% 955.09 9627.17
JNK 2010-12-31 2011-01-28 $53.86 $54.57 Long 161 1.31% 955.09 9740.73
JNK 2011-01-28 2011-01-31 $54.57 $54.92 Long 161 0.65% 1010.01 9797.51
JNK 2011-01-31 2011-02-25 $54.92 $55.44 Long 160 0.95% 1010.01 9880.79
JNK 2011-02-25 2011-02-28 $55.44 $55.66 Long 160 0.39% 1010.01 9915.73
JNK 2011-02-28 2011-03-30 $55.66 $55.66 Long 160 -0.01% 1010.01 9914.95
JNK 2011-03-30 2011-03-31 $55.66 $55.64 Long 160 -0.02% 983.94 9912.75
TBF 2011-03-31 2011-04-28 $40.59 $39.72 Long 220 -2.12% 983.94 9723.37
TBF 2011-04-28 2011-04-29 $39.72 $39.59 Long 220 -0.35% 964.46 9693.16
HYG 2011-04-29 2011-05-27 $45.23 $45.16 Long 193 -0.14% 964.46 9681.16
HYG 2011-05-27 2011-05-31 $45.16 $45.29 Long 193 0.27% 948.49 9704.81
JNK 2011-05-31 2011-06-29 $56.86 $55.88 Long 154 -1.72% 948.49 9554.61
JNK 2011-06-29 2011-06-30 $55.88 $56.29 Long 154 0.73% 979.08 9617.12
IEF 2011-06-30 2011-07-28 $75.11 $76.57 Long 115 1.94% 979.08 9784.33
IEF 2011-07-28 2011-07-29 $76.57 $77.49 Long 115 1.21% 967.95 9890.92
TLT 2011-07-29 2011-08-30 $70.82 $78.88 Long 126 11.39% 1125.71 10906.84
TLT 2011-08-30 2011-08-31 $78.88 $77.66 Long 124 -1.55% 1125.71 10755.68
TLT 2011-08-31 2011-09-29 $77.66 $85.76 Long 124 10.43% 1211.47 11759.68
TLT 2011-09-29 2011-09-30 $85.76 $87.91 Long 123 2.51% 1211.47 12024.64
TLT 2011-09-30 2011-10-28 $87.91 $81.32 Long 123 -7.50% 1130.15 11213.24
TLT 2011-10-28 2011-10-31 $81.32 $84.54 Long 124 3.97% 1214.69 11613.09
TLT 2011-10-31 2011-11-29 $84.54 $87.58 Long 123 3.60% 1214.69 11987.30
TLT 2011-11-29 2011-11-30 $87.58 $86.21 Long 123 -1.56% 1214.69 11819.07
TLT 2011-11-30 2011-12-29 $86.21 $88.90 Long 123 3.11% 1214.69 12149.04
TLT 2011-12-29 2011-12-30 $88.90 $89.18 Long 123 0.32% 1214.69 12184.32
TLT 2011-12-30 2012-01-30 $89.18 $87.87 Long 123 -1.47% 1214.69 12023.28
TLT 2012-01-30 2012-01-31 $87.87 $88.89 Long 123 1.16% 1214.69 12148.13
TLT 2012-01-31 2012-02-28 $88.89 $87.11 Long 123 -2.00% 1214.69 11929.76
TLT 2012-02-28 2012-02-29 $87.11 $86.58 Long 123 -0.61% 1172.86 11864.47
HYG 2012-02-29 2012-03-29 $47.73 $47.37 Long 224 -0.75% 1172.86 11783.89
HYG 2012-03-29 2012-03-30 $47.37 $47.28 Long 224 -0.20% 1149.41 11762.71
JNK 2012-03-30 2012-04-27 $58.64 $59.36 Long 181 1.23% 1208.77 11893.25
JNK 2012-04-27 2012-04-30 $59.36 $59.54 Long 180 0.30% 1208.77 11925.62
JNK 2012-04-30 2012-05-30 $59.54 $58.08 Long 180 -2.44% 1150.68 11663.82
JNK 2012-05-30 2012-05-31 $58.08 $57.47 Long 181 -1.06% 1127.05 11551.92
TLT 2012-05-31 2012-06-28 $94.77 $94.40 Long 110 -0.39% 1127.05 11511.53
TLT 2012-06-28 2012-06-29 $94.40 $93.18 Long 110 -1.30% 1127.05 11376.45
TLT 2012-06-29 2012-07-30 $93.18 $96.54 Long 110 3.61% 1223.58 11746.12
TLT 2012-07-30 2012-07-31 $96.54 $96.73 Long 109 0.20% 1223.58 11767.26
TLT 2012-07-31 2012-08-30 $96.73 $94.13 Long 109 -2.69% 1129.46 11483.26
TLT 2012-08-30 2012-08-31 $94.13 $95.46 Long 110 1.41% 1224.91 11629.60
TLT 2012-08-31 2012-09-27 $95.46 $92.99 Long 109 -2.59% 1131.93 11360.36
TLT 2012-09-27 2012-09-28 $92.99 $93.04 Long 110 0.06% 1131.93 11366.12
TLT 2012-09-28 2012-10-31 $93.04 $92.59 Long 110 -0.49% 1168.66 11316.48
LQD 2012-10-31 2012-11-29 $83.87 $83.52 Long 121 -0.41% 1168.66 11275.02
LQD 2012-11-29 2012-11-30 $83.52 $83.52 Long 121 -0.01% 1143.26 11274.19
JNK 2012-11-30 2012-12-28 $63.32 $63.99 Long 160 1.06% 1143.26 11381.19
JNK 2012-12-28 2012-12-31 $63.99 $64.24 Long 160 0.39% 1143.26 11421.58
JNK 2012-12-31 2013-01-30 $64.24 $64.49 Long 160 0.39% 1143.26 11461.98
JNK 2013-01-30 2013-01-31 $64.49 $64.41 Long 160 -0.12% 1137.75 11449.36
TBF 2013-01-31 2013-02-27 $27.72 $27.36 Long 372 -1.29% 1110.38 11316.50
TBF 2013-02-27 2013-02-28 $27.36 $27.33 Long 373 -0.13% 1142.18 11302.84
HYG 2013-02-28 2013-03-27 $52.11 $52.47 Long 195 0.69% 1142.18 11372.90
HYG 2013-03-27 2013-03-28 $52.47 $52.56 Long 195 0.18% 1165.31 11391.37
JNK 2013-03-28 2013-04-29 $65.55 $66.70 Long 156 1.75% 1165.31 11570.76
JNK 2013-04-29 2013-04-30 $66.70 $66.91 Long 156 0.31% 1137.05 11603.27
HYG 2013-04-30 2013-05-30 $53.67 $52.99 Long 195 -1.27% 1137.05 11470.38
HYG 2013-05-30 2013-05-31 $52.99 $52.29 Long 195 -1.33% 1114.19 11333.22
TBF 2013-05-31 2013-06-27 $27.92 $28.96 Long 366 3.74% 1143.16 11715.30
TBF 2013-06-27 2013-06-28 $28.96 $28.74 Long 365 -0.79% 1143.16 11631.74
TBF 2013-06-28 2013-07-30 $28.74 $29.47 Long 365 2.55% 1172.62 11899.14
TBF 2013-07-30 2013-07-31 $29.47 $29.36 Long 364 -0.37% 1172.62 11859.14
TBF 2013-07-31 2013-08-29 $29.36 $29.60 Long 364 0.81% 1172.62 11945.80
TBF 2013-08-29 2013-08-30 $29.60 $29.66 Long 364 0.22% 1172.62 11969.14
TBF 2013-08-30 2013-09-27 $29.66 $29.29 Long 364 -1.23% 1172.62 11835.81
TBF 2013-09-27 2013-09-30 $29.29 $29.33 Long 364 0.13% 1172.62 11849.14
TBF 2013-09-30 2013-10-30 $29.33 $28.96 Long 364 -1.25% 1143.66 11715.81
TBF 2013-10-30 2013-10-31 $28.96 $28.89 Long 365 -0.27% 1143.66 11687.40
TBF 2013-10-31 2013-11-27 $28.89 $29.66 Long 365 2.68% 1173.32 11969.83
TBF 2013-11-27 2013-11-29 $29.66 $29.60 Long 364 -0.22% 1173.32 11946.50
TBF 2013-11-29 2013-12-30 $29.60 $29.96 Long 364 1.24% 1203.28 12079.83
TBF 2013-12-30 2013-12-31 $29.96 $30.12 Long 363 0.52% 1187.35 12136.34
JNK 2013-12-31 2014-01-30 $68.01 $68.43 Long 161 0.62% 1255.78 12203.83
JNK 2014-01-30 2014-01-31 $68.43 $68.39 Long 160 -0.05% 1255.78 12198.46
JNK 2014-01-31 2014-02-27 $68.39 $69.81 Long 160 2.07% 1255.78 12424.69
JNK 2014-02-27 2014-02-28 $69.81 $69.97 Long 160 0.24% 1255.78 12451.65
JNK 2014-02-28 2014-03-28 $69.97 $69.88 Long 160 -0.14% 1255.78 12435.98
JNK 2014-03-28 2014-03-31 $69.88 $69.96 Long 160 0.12% 1269.09 12449.52
TLT 2014-03-31 2014-04-29 $85.35 $86.78 Long 131 1.67% 1269.09 12636.79
TLT 2014-04-29 2014-04-30 $86.78 $87.14 Long 131 0.42% 1269.09 12684.05
TLT 2014-04-30 2014-05-29 $87.14 $89.74 Long 131 2.99% 1358.83 13025.62
TLT 2014-05-29 2014-05-30 $89.74 $89.71 Long 130 -0.04% 1358.83 13020.51
TLT 2014-05-30 2014-06-27 $89.71 $89.26 Long 130 -0.50% 1269.57 12962.72
TLT 2014-06-27 2014-06-30 $89.26 $89.48 Long 131 0.25% 1269.57 12991.63
TLT 2014-06-30 2014-07-30 $89.48 $90.35 Long 131 0.97% 1359.92 13104.92
TLT 2014-07-30 2014-07-31 $90.35 $90.08 Long 130 -0.30% 1359.92 13069.99
TLT 2014-07-31 2014-08-28 $90.08 $94.27 Long 130 4.65% 1359.92 13614.63
TLT 2014-08-28 2014-08-29 $94.27 $94.33 Long 130 0.07% 1359.92 13622.88
TLT 2014-08-29 2014-09-29 $94.33 $92.87 Long 130 -1.55% 1359.92 13432.47
TLT 2014-09-29 2014-09-30 $92.87 $92.34 Long 130 -0.56% 1359.92 13364.32
TLT 2014-09-30 2014-10-30 $92.34 $95.19 Long 130 3.08% 1359.92 13734.21
TLT 2014-10-30 2014-10-31 $95.19 $94.94 Long 130 -0.26% 1359.92 13702.13
TLT 2014-10-31 2014-11-26 $94.94 $96.99 Long 130 2.16% 1456.91 13968.77
TLT 2014-11-26 2014-11-28 $96.99 $97.76 Long 129 0.79% 1456.91 14067.60
TLT 2014-11-28 2014-12-30 $97.76 $100.74 Long 129 3.05% 1456.91 14452.81
TLT 2014-12-30 2014-12-31 $100.74 $100.94 Long 129 0.19% 1456.91 14477.63
TLT 2014-12-31 2015-01-29 $100.94 $108.91 Long 129 7.90% 1565.82 15506.51
TLT 2015-01-29 2015-01-30 $108.91 $110.84 Long 128 1.77% 1565.82 15753.78
TLT 2015-01-30 2015-02-26 $110.84 $103.17 Long 128 -6.92% 1462.65 14771.94
TLT 2015-02-26 2015-02-27 $103.17 $104.04 Long 129 0.84% 1462.65 14883.85
TLT 2015-02-27 2015-03-30 $104.04 $104.96 Long 129 0.88% 1567.60 15001.88
TLT 2015-03-30 2015-03-31 $104.96 $105.18 Long 128 0.21% 1567.60 15030.72
TLT 2015-03-31 2015-04-29 $105.18 $101.40 Long 128 -3.60% 1466.20 14546.53
TLT 2015-04-29 2015-04-30 $101.40 $101.58 Long 129 0.17% 1432.66 14569.42
JNK 2015-04-30 2015-05-28 $71.01 $71.24 Long 185 0.33% 1432.66 14612.26
JNK 2015-05-28 2015-05-29 $71.24 $71.31 Long 185 0.10% 1432.66 14625.65
JNK 2015-05-29 2015-06-29 $71.31 $69.61 Long 185 -2.38% 1432.66 14311.25
JNK 2015-06-29 2015-06-30 $69.61 $69.85 Long 185 0.34% 1408.29 14354.97
TBF 2015-06-30 2015-07-30 $24.02 $23.09 Long 539 -3.89% 1362.12 13851.51
TBF 2015-07-30 2015-07-31 $23.09 $22.90 Long 541 -0.79% 1362.12 13752.43
TBF 2015-07-31 2015-08-28 $22.90 $22.84 Long 541 -0.28% 1339.28 13717.75
TBF 2015-08-28 2015-08-31 $22.84 $22.99 Long 542 0.68% 1362.28 13802.13
TBF 2015-08-31 2015-09-29 $22.99 $22.38 Long 541 -2.67% 1317.52 13470.20
TBF 2015-09-29 2015-09-30 $22.38 $22.45 Long 543 0.33% 1382.73 13509.98
IEF 2015-09-30 2015-10-29 $91.87 $91.11 Long 132 -0.83% 1382.73 13409.11
IEF 2015-10-29 2015-10-30 $91.11 $91.29 Long 132 0.20% 1382.73 13432.76
IEF 2015-10-30 2015-11-27 $91.29 $90.86 Long 132 -0.46% 1382.73 13376.77
IEF 2015-11-27 2015-11-30 $90.86 $90.90 Long 132 0.04% 1308.60 13381.28
LQD 2015-11-30 2015-12-30 $88.12 $87.02 Long 137 -1.25% 1308.60 13230.48
LQD 2015-12-30 2015-12-31 $87.02 $87.17 Long 137 0.17% 1354.55 13250.38
TLT 2015-12-31 2016-01-28 $99.13 $103.78 Long 120 4.69% 1354.55 13807.78
TLT 2016-01-28 2016-01-29 $103.78 $104.66 Long 120 0.85% 1459.20 13913.34
TLT 2016-01-29 2016-02-26 $104.66 $107.42 Long 119 2.64% 1459.20 14241.88
TLT 2016-02-26 2016-02-29 $107.42 $107.89 Long 119 0.44% 1459.20 14297.75
TLT 2016-02-29 2016-03-30 $107.89 $107.03 Long 119 -0.79% 1459.20 14195.89
TLT 2016-03-30 2016-03-31 $107.03 $107.79 Long 119 0.71% 1459.20 14286.24
TLT 2016-03-31 2016-04-28 $107.79 $106.72 Long 119 -0.99% 1459.20 14159.26
TLT 2016-04-28 2016-04-29 $106.72 $107.00 Long 119 0.26% 1385.15 14191.74
LQD 2016-04-29 2016-05-27 $92.80 $92.16 Long 138 -0.69% 1385.15 14103.70
LQD 2016-05-27 2016-05-31 $92.16 $92.33 Long 138 0.18% 1398.61 14126.11
TLT 2016-05-31 2016-06-29 $107.86 $114.92 Long 118 6.54% 1513.52 14958.61
TLT 2016-06-29 2016-06-30 $114.92 $115.34 Long 117 0.37% 1513.52 15008.15
TLT 2016-06-30 2016-07-28 $115.34 $116.79 Long 117 1.26% 1513.52 15177.67
TLT 2016-07-28 2016-07-29 $116.79 $117.76 Long 117 0.83% 1513.52 15291.55
TLT 2016-07-29 2016-08-30 $117.76 $116.40 Long 117 -1.15% 1513.52 15132.70
TLT 2016-08-30 2016-08-31 $116.40 $116.57 Long 117 0.14% 1504.16 15152.20
JNK 2016-08-31 2016-09-29 $71.46 $71.86 Long 191 0.57% 1504.16 15229.46
JNK 2016-09-29 2016-09-30 $71.86 $72.17 Long 191 0.44% 1504.16 15289.52
JNK 2016-09-30 2016-10-28 $72.17 $71.85 Long 191 -0.45% 1504.16 15227.61
JNK 2016-10-28 2016-10-31 $71.85 $71.63 Long 191 -0.30% 1504.16 15186.10
JNK 2016-10-31 2016-11-29 $71.63 $71.59 Long 191 -0.07% 1504.16 15177.05
JNK 2016-11-29 2016-11-30 $71.59 $71.72 Long 191 0.19% 1487.86 15203.60
TBF 2016-11-30 2016-12-29 $21.84 $21.94 Long 628 0.46% 1509.81 15266.86
TBF 2016-12-29 2016-12-30 $21.94 $21.88 Long 627 -0.29% 1487.93 15226.67
TBF 2016-12-30 2017-01-30 $21.88 $21.90 Long 628 0.13% 1487.93 15243.92
TBF 2017-01-30 2017-01-31 $21.90 $21.73 Long 628 -0.79% 1487.93 15134.66
TBF 2017-01-31 2017-02-27 $21.73 $21.46 Long 628 -1.26% 1466.47 14962.13
TBF 2017-02-27 2017-02-28 $21.46 $21.38 Long 629 -0.34% 1466.47 14916.05
TBF 2017-02-28 2017-03-30 $21.38 $21.56 Long 629 0.81% 1466.47 15025.49
TBF 2017-03-30 2017-03-31 $21.56 $21.48 Long 629 -0.34% 1466.47 14979.41
TBF 2017-03-31 2017-04-27 $21.48 $21.19 Long 629 -1.36% 1445.28 14795.09
TBF 2017-04-27 2017-04-28 $21.19 $21.15 Long 630 -0.17% 1475.64 14772.01
JNK 2017-04-28 2017-05-30 $75.55 $76.43 Long 176 1.16% 1475.64 14926.83
JNK 2017-05-30 2017-05-31 $76.43 $76.41 Long 176 -0.03% 1475.64 14923.24
JNK 2017-05-31 2017-06-29 $76.41 $76.28 Long 176 -0.16% 1475.64 14901.66
JNK 2017-06-29 2017-06-30 $76.28 $76.45 Long 176 0.22% 1517.93 14930.60
TLT 2017-06-30 2017-07-28 $106.45 $105.62 Long 126 -0.78% 1517.93 14826.24
TLT 2017-07-28 2017-07-31 $105.62 $105.75 Long 126 0.12% 1520.56 14842.35
LQD 2017-07-31 2017-08-30 $97.24 $97.73 Long 137 0.50% 1520.56 14909.26
LQD 2017-08-30 2017-08-31 $97.73 $97.90 Long 137 0.17% 1482.11 14932.42
TLT 2017-08-31 2017-09-28 $109.35 $106.57 Long 123 -2.54% 1482.11 14590.67
TLT 2017-09-28 2017-09-29 $106.57 $106.81 Long 123 0.22% 1508.31 14620.15
LQD 2017-09-29 2017-10-30 $97.85 $98.18 Long 134 0.33% 1508.31 14663.80
LQD 2017-10-30 2017-10-31 $98.18 $98.04 Long 134 -0.14% 1508.31 14645.37
LQD 2017-10-31 2017-11-29 $98.04 $98.03 Long 134 -0.01% 1508.31 14644.35
LQD 2017-11-29 2017-11-30 $98.03 $97.92 Long 134 -0.12% 1508.31 14629.13
LQD 2017-11-30 2017-12-28 $97.92 $98.98 Long 134 1.09% 1508.31 14771.64
LQD 2017-12-28 2017-12-29 $98.98 $99.11 Long 134 0.13% 1538.39 14789.12
TLT 2017-12-29 2018-01-30 $109.51 $105.32 Long 121 -3.82% 1433.06 14282.53
TLT 2018-01-30 2018-01-31 $105.32 $105.95 Long 122 0.59% 1412.11 14358.36
TBF 2018-01-31 2018-02-27 $20.71 $21.50 Long 625 3.80% 1455.12 14850.57
TBF 2018-02-27 2018-02-28 $21.50 $21.38 Long 623 -0.55% 1455.12 14776.40
TBF 2018-02-28 2018-03-28 $21.38 $20.91 Long 623 -2.23% 1413.30 14479.74
TBF 2018-03-28 2018-03-29 $20.91 $20.79 Long 625 -0.57% 1413.30 14405.33
TBF 2018-03-29 2018-04-27 $20.79 $21.32 Long 625 2.56% 1455.94 14737.29
TBF 2018-04-27 2018-04-30 $21.32 $21.27 Long 623 -0.21% 1434.67 14708.76
TBF 2018-04-30 2018-05-30 $21.27 $20.85 Long 624 -1.98% 1413.82 14445.91
TBF 2018-05-30 2018-05-31 $20.85 $20.88 Long 625 0.13% 1482.91 14463.08
TLT 2018-05-31 2018-06-28 $105.53 $106.58 Long 123 0.99% 1482.91 14592.14
TLT 2018-06-28 2018-06-29 $106.58 $106.21 Long 123 -0.34% 1423.35 14547.07
TBF 2018-06-29 2018-07-30 $20.77 $21.21 Long 632 2.16% 1465.78 14831.10
TBF 2018-07-30 2018-07-31 $21.21 $21.10 Long 630 -0.52% 1486.68 14761.76
HYG 2018-07-31 2018-08-30 $64.13 $64.50 Long 207 0.58% 1486.68 14838.62
HYG 2018-08-30 2018-08-31 $64.50 $64.58 Long 207 0.13% 1486.68 14855.65
HYG 2018-08-31 2018-09-27 $64.58 $64.88 Long 207 0.46% 1486.68 14916.62
HYG 2018-09-27 2018-09-28 $64.88 $64.92 Long 207 0.07% 1470.25 14925.95
TBF 2018-09-28 2018-10-30 $21.53 $22.08 Long 625 2.56% 1492.33 15270.97
TBF 2018-10-30 2018-10-31 $22.08 $22.20 Long 624 0.54% 1514.53 15345.60
TBF 2018-10-31 2018-11-29 $22.20 $21.95 Long 623 -1.12% 1492.58 15190.84
TBF 2018-11-29 2018-11-30 $21.95 $21.86 Long 624 -0.42% 1492.58 15133.43
TBF 2018-11-30 2018-12-28 $21.86 $20.76 Long 624 -5.02% 1409.53 14448.07
TBF 2018-12-28 2018-12-31 $20.76 $20.68 Long 628 -0.40% 1465.89 14395.87
TLT 2018-12-31 2019-01-30 $107.75 $107.24 Long 120 -0.48% 1465.89 14334.15
TLT 2019-01-30 2019-01-31 $107.24 $108.16 Long 120 0.86% 1465.89 14444.82
TLT 2019-01-31 2019-02-27 $108.16 $107.03 Long 120 -1.04% 1465.89 14310.07
TLT 2019-02-27 2019-02-28 $107.03 $106.67 Long 120 -0.34% 1478.27 14266.34
LQD 2019-02-28 2019-03-28 $98.37 $101.33 Long 130 3.01% 1478.27 14650.97
LQD 2019-03-28 2019-03-29 $101.33 $101.25 Long 130 -0.08% 1464.92 14641.02
TLT 2019-03-29 2019-04-29 $112.62 $109.82 Long 117 -2.49% 1464.92 14313.30
TLT 2019-04-29 2019-04-30 $109.82 $110.38 Long 117 0.51% 1464.92 14379.10
TLT 2019-04-30 2019-05-30 $110.38 $116.47 Long 117 5.52% 1581.39 15091.61
TLT 2019-05-30 2019-05-31 $116.47 $117.93 Long 116 1.25% 1581.39 15260.74
TLT 2019-05-31 2019-06-27 $117.93 $119.12 Long 116 1.02% 1581.39 15399.84
TLT 2019-06-27 2019-06-28 $119.12 $119.04 Long 116 -0.07% 1515.81 15390.48
LQD 2019-06-28 2019-07-30 $106.73 $106.90 Long 130 0.16% 1515.81 15413.28
LQD 2019-07-30 2019-07-31 $106.90 $107.00 Long 130 0.09% 1581.00 15425.59
TLT 2019-07-31 2019-08-29 $119.35 $132.50 Long 116 11.01% 1713.49 16950.52
TLT 2019-08-29 2019-08-30 $132.50 $132.53 Long 115 0.03% 1713.49 16954.66
TLT 2019-08-30 2019-09-27 $132.53 $128.66 Long 115 -2.92% 1713.49 16509.91
TLT 2019-09-27 2019-09-30 $128.66 $128.98 Long 115 0.25% 1713.49 16546.20
TLT 2019-09-30 2019-10-30 $128.98 $125.85 Long 115 -2.43% 1587.65 16185.77
TLT 2019-10-30 2019-10-31 $125.85 $127.54 Long 116 1.35% 1715.19 16382.71
TLT 2019-10-31 2019-11-27 $127.54 $127.30 Long 115 -0.19% 1715.19 16354.24
TLT 2019-11-27 2019-11-29 $127.30 $127.02 Long 115 -0.21% 1627.44 16323.03
LQD 2019-11-29 2019-12-30 $111.33 $112.38 Long 132 0.94% 1627.44 16461.88
LQD 2019-12-30 2019-12-31 $112.38 $111.92 Long 132 -0.41% 1609.59 16400.69
JNK 2019-12-31 2020-01-30 $86.50 $86.51 Long 171 0.01% 1609.59 16402.04
JNK 2020-01-30 2020-01-31 $86.51 $86.10 Long 171 -0.47% 1634.31 16333.18
TLT 2020-01-31 2020-02-27 $132.42 $138.08 Long 111 4.27% 1772.38 16961.08
TLT 2020-02-27 2020-02-28 $138.08 $141.20 Long 110 2.26% 1772.38 17304.10
TLT 2020-02-28 2020-03-30 $141.20 $151.43 Long 110 7.25% 1923.82 18429.92
TLT 2020-03-30 2020-03-31 $151.43 $150.20 Long 109 -0.81% 1923.82 18295.94
TLT 2020-03-31 2020-04-29 $150.20 $153.83 Long 109 2.41% 1923.82 18690.96
TLT 2020-04-29 2020-04-30 $153.83 $152.03 Long 109 -1.17% 1923.82 18495.18
TLT 2020-04-30 2020-05-28 $152.03 $148.29 Long 109 -2.46% 1775.52 18087.61
TLT 2020-05-28 2020-05-29 $148.29 $149.35 Long 110 0.71% 1775.52 18204.11
TLT 2020-05-29 2020-06-29 $149.35 $150.59 Long 110 0.83% 1926.11 18340.02
TLT 2020-06-29 2020-06-30 $150.59 $149.85 Long 109 -0.49% 1926.11 18260.30
TLT 2020-06-30 2020-07-30 $149.85 $156.60 Long 109 4.50% 1926.11 18995.72
TLT 2020-07-30 2020-07-31 $156.60 $156.50 Long 109 -0.06% 1926.11 18984.75
TLT 2020-07-31 2020-08-28 $156.50 $147.62 Long 109 -5.67% 1778.49 18017.12
TLT 2020-08-28 2020-08-31 $147.62 $148.60 Long 110 0.66% 1837.01 18124.96
LQD 2020-08-31 2020-09-29 $120.65 $120.14 Long 135 -0.43% 1837.01 18055.54
LQD 2020-09-29 2020-09-30 $120.14 $120.12 Long 135 -0.01% 1816.26 18053.13
JNK 2020-09-30 2020-10-29 $85.46 $85.67 Long 190 0.25% 1816.26 18094.31
JNK 2020-10-29 2020-10-30 $85.67 $85.86 Long 190 0.21% 1771.36 18128.71
TBF 2020-10-30 2020-11-27 $14.95 $14.64 Long 1094 -2.08% 1742.08 17789.01
TBF 2020-11-27 2020-11-30 $14.64 $14.67 Long 1096 0.19% 1819.34 17819.95
JNK 2020-11-30 2020-12-30 $88.89 $90.67 Long 180 2.00% 1819.34 18140.71
JNK 2020-12-30 2020-12-31 $90.67 $90.78 Long 180 0.12% 1819.34 18160.21
JNK 2020-12-31 2021-01-28 $90.78 $90.69 Long 180 -0.10% 1819.34 18143.71
JNK 2021-01-28 2021-01-29 $90.69 $90.33 Long 180 -0.40% 1764.64 18079.21
TBF 2021-01-29 2021-02-25 $15.32 $16.75 Long 1065 9.34% 1915.38 19602.44
TBF 2021-02-25 2021-02-26 $16.75 $16.19 Long 1056 -3.31% 1866.80 19016.19
TBF 2021-02-26 2021-03-30 $16.19 $16.97 Long 1059 4.82% 1951.68 19843.26
TBF 2021-03-30 2021-03-31 $16.97 $17.05 Long 1054 0.44% 1951.68 19922.60
TBF 2021-03-31 2021-04-29 $17.05 $16.68 Long 1054 -2.15% 1918.31 19535.81
TBF 2021-04-29 2021-04-30 $16.68 $16.65 Long 1056 -0.23% 1901.66 19496.07
TBF 2021-04-30 2021-05-27 $16.65 $16.61 Long 1057 -0.23% 1901.66 19456.28
TBF 2021-05-27 2021-05-28 $16.61 $16.64 Long 1057 0.17% 1901.66 19486.12
TBF 2021-05-28 2021-06-29 $16.64 $15.95 Long 1057 -4.13% 1837.87 18760.07
TBF 2021-06-29 2021-06-30 $15.95 $15.88 Long 1061 -0.41% 1897.04 18690.18
JNK 2021-06-30 2021-07-29 $93.30 $93.58 Long 180 0.30% 1897.04 18740.75
JNK 2021-07-29 2021-07-30 $93.58 $93.47 Long 180 -0.12% 1923.75 18720.82
TLT 2021-07-30 2021-08-30 $138.82 $139.29 Long 121 0.34% 1923.75 18778.20
TLT 2021-08-30 2021-08-31 $139.29 $138.34 Long 121 -0.68% 1923.75 18663.47
TLT 2021-08-31 2021-09-29 $138.34 $134.34 Long 121 -2.89% 1789.41 18179.10
TLT 2021-09-29 2021-09-30 $134.34 $134.32 Long 122 -0.01% 1789.41 18176.83
TLT 2021-09-30 2021-10-28 $134.32 $137.21 Long 122 2.15% 1926.63 18529.46
TLT 2021-10-28 2021-10-29 $137.21 $137.63 Long 121 0.31% 1926.63 18580.20
TLT 2021-10-29 2021-11-29 $137.63 $139.33 Long 121 1.23% 1926.63 18785.64
TLT 2021-11-29 2021-11-30 $139.33 $141.45 Long 121 1.52% 1926.63 19041.93
TLT 2021-11-30 2021-12-30 $141.45 $138.33 Long 121 -2.21% 1926.63 18664.29
TLT 2021-12-30 2021-12-31 $138.33 $138.60 Long 121 0.20% 1926.63 18697.11
TLT 2021-12-31 2022-01-28 $138.60 $133.87 Long 121 -3.41% 1792.76 18124.47
TLT 2022-01-28 2022-01-31 $133.87 $133.17 Long 122 -0.52% 1760.07 18040.04
TBF 2022-01-31 2022-02-25 $15.64 $16.19 Long 1041 3.55% 1824.85 18617.97
TBF 2022-02-25 2022-02-28 $16.19 $15.85 Long 1037 -2.15% 1793.16 18256.93
TBF 2022-02-28 2022-03-30 $15.85 $16.70 Long 1039 5.40% 1876.67 19146.60
TBF 2022-03-30 2022-03-31 $16.70 $16.65 Long 1034 -0.34% 1876.67 19088.22
TBF 2022-03-31 2022-04-28 $16.65 $18.12 Long 1034 8.88% 2021.65 20615.76
TBF 2022-04-28 2022-04-29 $18.12 $18.36 Long 1026 1.30% 2040.01 20857.11
TBF 2022-04-29 2022-05-27 $18.36 $18.30 Long 1025 -0.31% 2040.01 20799.25
TBF 2022-05-27 2022-05-31 $18.30 $18.69 Long 1025 2.11% 2077.38 21194.68
TBF 2022-05-31 2022-06-29 $18.69 $19.05 Long 1023 1.91% 2115.47 21560.47
TBF 2022-06-29 2022-06-30 $19.05 $18.87 Long 1021 -0.94% 2096.61 21377.94
TBF 2022-06-30 2022-07-28 $18.87 $18.35 Long 1022 -2.74% 2041.56 20849.02
TBF 2022-07-28 2022-07-29 $18.35 $18.39 Long 1025 0.21% 2041.56 20887.60
TBF 2022-07-29 2022-08-30 $18.39 $19.08 Long 1025 3.79% 2117.89 21601.32
TBF 2022-08-30 2022-08-31 $19.08 $19.26 Long 1021 0.94% 2137.15 21783.86
TBF 2022-08-31 2022-09-29 $19.26 $20.70 Long 1020 7.47% 2282.06 23252.32
TBF 2022-09-29 2022-09-30 $20.70 $20.98 Long 1013 1.36% 2303.05 23538.28
TBF 2022-09-30 2022-10-28 $20.98 $22.15 Long 1012 5.56% 2413.80 24719.07
TBF 2022-10-28 2022-10-31 $22.15 $22.34 Long 1007 0.85% 2436.13 24908.58
TBF 2022-10-31 2022-11-29 $22.34 $20.98 Long 1006 -6.07% 2310.23 23545.47
TBF 2022-11-29 2022-11-30 $20.98 $20.86 Long 1012 -0.58% 2289.37 23421.68
TBF 2022-11-30 2022-12-29 $20.86 $21.19 Long 1013 1.56% 2331.74 23750.31
TBF 2022-12-29 2022-12-30 $21.19 $21.42 Long 1011 1.11% 2353.17 23989.03
TBF 2022-12-30 2023-01-30 $21.42 $20.13 Long 1010 -6.04% 2212.27 22682.11
TBF 2023-01-30 2023-01-31 $20.13 $19.95 Long 1017 -0.89% 2194.43 22499.60
LQD 2023-01-31 2023-02-27 $105.21 $100.78 Long 193 -4.21% 2194.43 21645.12
LQD 2023-02-27 2023-02-28 $100.78 $100.82 Long 193 0.04% 2130.88 21652.47
TBF 2023-02-28 2023-03-30 $21.08 $20.45 Long 926 -3.01% 2069.54 21065.01
TBF 2023-03-30 2023-03-31 $20.45 $20.15 Long 929 -1.45% 2048.89 20790.36
LQD 2023-03-31 2023-04-27 $104.70 $104.52 Long 179 -0.18% 2048.89 20757.50
LQD 2023-04-27 2023-04-28 $104.52 $105.33 Long 179 0.78% 2114.59 20903.29
TLT 2023-04-28 2023-05-30 $102.67 $98.72 Long 183 -3.85% 2015.87 20180.63
TLT 2023-05-30 2023-05-31 $98.72 $99.58 Long 184 0.87% 2046.87 20338.98
IEF 2023-05-31 2023-06-29 $95.27 $93.87 Long 192 -1.47% 2046.87 20069.90
IEF 2023-06-29 2023-06-30 $93.87 $94.07 Long 192 0.22% 2001.45 20109.17
JNK 2023-06-30 2023-07-28 $87.06 $87.94 Long 208 1.01% 2001.45 20292.10
JNK 2023-07-28 2023-07-31 $87.94 $88.21 Long 208 0.31% 1989.32 20349.47
TBF 2023-07-31 2023-08-30 $21.63 $22.54 Long 849 4.24% 2079.50 21128.83
TBF 2023-08-30 2023-08-31 $22.54 $22.46 Long 845 -0.39% 2057.04 21055.35
TBF 2023-08-31 2023-09-28 $22.46 $24.52 Long 846 9.19% 2228.69 22801.97
TBF 2023-09-28 2023-09-29 $24.52 $24.52 Long 839 0.00% 2228.69 22801.97
TBF 2023-09-29 2023-10-30 $24.52 $25.86 Long 839 5.45% 2357.97 23922.66
TBF 2023-10-30 2023-10-31 $25.86 $26.03 Long 834 0.68% 2357.97 24069.03
TBF 2023-10-31 2023-11-29 $26.03 $23.46 Long 834 -9.89% 2146.85 21922.32
TBF 2023-11-29 2023-11-30 $23.46 $23.74 Long 843 1.21% 2170.59 22160.68
TBF 2023-11-30 2023-12-28 $23.74 $21.75 Long 842 -8.38% 2018.33 20484.83
TBF 2023-12-28 2023-12-29 $21.75 $21.95 Long 849 0.91% 2046.21 20653.40
LQD 2023-12-29 2024-01-30 $109.45 $108.69 Long 170 -0.70% 2046.21 20523.92
LQD 2024-01-30 2024-01-31 $108.69 $108.97 Long 170 0.25% 2046.21 20571.00
LQD 2024-01-31 2024-02-28 $108.97 $106.76 Long 170 -2.03% 2046.21 20195.67
LQD 2024-02-28 2024-02-29 $106.76 $106.86 Long 170 0.09% 2056.48 20212.54
JNK 2024-02-29 2024-03-27 $93.59 $94.84 Long 194 1.34% 2056.48 20455.08
JNK 2024-03-27 2024-03-28 $94.84 $94.69 Long 194 -0.16% 2056.48 20426.13

Signals

Strategy Size Ticker Date State Type Profit TimeFrame
BondYield 0.90 JNK 2024-03-28 Hold Long -1.28% EndOfMonth
momentum  IEF  LQD  HYG  JNK  TLT  TBF