Strategy - CtiSOXL

CTI with SOXL

Description

This strategy looks at John Ehlers’s Correlation Trend Indicator (CTI) for advancing price formations that have shown decent results in the past. The strategy uses wide stops, discretion is up to the practitioner themselves.

This uses SOXL for all trades.

Trading happens on the next Open from the signal day.

Details

    Metrics

    Metric Measure
    AccountName default
    NoOfTrades 307.00
    NoOfWins 158.00
    NoOfLosses 149.00
    SharpRatio 0.62
    SortinoRatio 0.81
    GrossProfit $250136.91
    FirstDate 2010-09-17
    LastDate 2022-05-19
    FirstEquity $10000.00
    FinalEquity $260136.91
    OpenEquity $0.00
    LongEquity $250136.91
    ShortEquity $0.00
    PercentWins 51.47%
    AveWin $6758.30
    AveLoss $-5487.75
    AveWinLoss 1.23
    Expectancy 1.28%
    AveDrawUp 118.04%
    AveDrawDown -28.04%
    MaxDrawDown -50.75%
    Kelly 12.06%
    Thrope 22.01
    APR 32.22%
    CalmarRatio 1.15

    Trades

    Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
    SOXL 2010-09-17 2010-09-22 $0.44 $0.43 Long 18491.0 -2.12% 9828.75 9828.75
    SOXL 2010-09-24 2010-10-15 $0.44 $0.52 Long 18605.0 17.17% 11243.44 11243.44
    SOXL 2010-10-21 2010-11-12 $0.50 $0.63 Long 17665.0 26.69% 2742.44 13643.72
    SOXL 2010-11-12 2010-11-17 $0.63 $0.59 Long 17221.0 -6.24% 3223.67 12918.55
    SOXL 2010-11-17 2010-11-24 $0.59 $0.67 Long 16406.0 14.28% 14294.38 14294.38
    SOXL 2010-12-06 2010-12-28 $0.79 $0.78 Long 14295.0 -1.01% 14180.30 14180.30
    SOXL 2011-01-05 2011-01-25 $0.79 $0.94 Long 13442.0 19.45% 3104.27 16140.11
    SOXL 2011-01-25 2011-02-04 $0.94 $1.04 Long 13913.0 10.17% 17584.18 17584.18
    SOXL 2011-02-09 2011-02-24 $1.06 $0.98 Long 12440.0 -8.38% 4626.25 16894.64
    SOXL 2011-02-24 2011-03-03 $0.98 $1.07 Long 12148.0 9.70% 3411.80 17926.01
    SOXL 2011-03-03 2011-03-07 $1.07 $1.06 Long 13283.0 -0.94% 17491.66 17491.66
    SOXL 2011-03-11 2011-03-16 $0.81 $0.81 Long 15844.0 0.78% 3160.28 16615.06
    SOXL 2011-03-16 2011-03-21 $0.81 $0.82 Long 17768.0 1.10% 17749.28 17749.28
    SOXL 2011-04-04 2011-04-14 $0.87 $0.82 Long 14782.0 -6.15% 4211.51 17258.57
    SOXL 2011-04-14 2011-04-15 $0.82 $0.83 Long 15575.0 1.68% 17170.44 17170.44
    SOXL 2011-04-20 2011-04-25 $0.89 $0.92 Long 16346.0 2.95% 17600.10 17600.10
    SOXL 2011-05-04 2011-05-13 $0.92 $0.94 Long 14585.0 2.07% 17878.50 17878.50
    SOXL 2011-05-20 2011-05-24 $0.87 $0.82 Long 15641.0 -5.57% 4342.03 16618.23
    SOXL 2011-05-24 2011-05-27 $0.82 $0.84 Long 15649.0 3.35% 17553.51 17553.51
    SOXL 2011-06-10 2011-06-14 $0.71 $0.69 Long 18638.0 -3.25% 4300.71 17381.15
    SOXL 2011-06-14 2011-06-17 $0.69 $0.66 Long 18616.0 -3.95% 4321.88 15678.90
    SOXL 2011-06-17 2011-06-20 $0.66 $0.61 Long 18584.0 -8.18% 15609.12 15609.12
    SOXL 2011-07-08 2011-07-12 $0.74 $0.68 Long 16013.0 -8.60% 3875.27 13981.00
    SOXL 2011-07-12 2011-07-14 $0.68 $0.63 Long 15874.0 -6.33% 3619.15 13412.18
    SOXL 2011-07-14 2011-07-19 $0.63 $0.60 Long 16279.0 -4.60% 3391.11 14096.93
    SOXL 2011-07-19 2011-07-22 $0.60 $0.66 Long 16657.0 8.58% 14302.81 14302.81
    SOXL 2011-08-02 2011-08-05 $0.58 $0.48 Long 17745.0 -17.19% 4169.96 11706.74
    SOXL 2011-08-05 2011-08-09 $0.48 $0.38 Long 17517.0 -19.64% 2824.46 11480.35
    SOXL 2011-08-09 2011-08-11 $0.38 $0.40 Long 21020.0 5.05% 11306.05 11306.05
    SOXL 2011-08-25 2011-08-30 $0.39 $0.43 Long 21772.0 9.58% 12120.17 12120.17
    SOXL 2011-09-08 2011-09-23 $0.41 $0.40 Long 23563.0 -1.83% 3089.99 12649.94
    SOXL 2011-09-23 2011-10-03 $0.40 $0.35 Long 22035.0 -12.19% 3045.53 10136.01
    SOXL 2011-10-03 2011-10-05 $0.35 $0.36 Long 22161.0 2.39% 11051.37 11051.37
    SOXL 2011-10-20 2011-11-02 $0.45 $0.48 Long 17280.0 8.15% 11678.60 11678.60
    SOXL 2011-11-04 2011-11-10 $0.50 $0.49 Long 18420.0 -2.80% 3258.90 11241.55
    SOXL 2011-11-10 2011-11-15 $0.49 $0.51 Long 16701.0 3.43% 11698.82 11698.82
    SOXL 2011-11-18 2011-11-22 $0.47 $0.42 Long 17333.0 -11.39% 2689.80 10566.07
    SOXL 2011-11-22 2011-11-25 $0.42 $0.36 Long 19354.0 -12.59% 9751.23 9751.23
    SOXL 2011-11-28 2011-12-01 $0.39 $0.45 Long 20445.0 13.34% 10826.02 10826.02
    SOXL 2011-12-13 2011-12-15 $0.42 $0.39 Long 19482.0 -8.17% 2619.36 9739.79
    SOXL 2011-12-15 2011-12-20 $0.39 $0.36 Long 19391.0 -6.12% 2862.97 10157.01
    SOXL 2011-12-20 2011-12-22 $0.36 $0.38 Long 18723.0 5.28% 10051.56 10051.56
    SOXL 2012-01-05 2012-01-12 $0.42 $0.50 Long 18359.0 18.44% 11470.53 11470.53
    SOXL 2012-01-19 2012-02-09 $0.56 $0.66 Long 17754.0 16.74% 13145.51 13145.51
    SOXL 2012-02-14 2012-02-28 $0.61 $0.63 Long 15929.0 3.63% 2937.84 13960.06
    SOXL 2012-02-28 2012-03-06 $0.63 $0.54 Long 16635.0 -14.66% 3499.70 12080.16
    SOXL 2012-03-06 2012-03-08 $0.54 $0.59 Long 15598.0 9.73% 12773.24 12773.24
    SOXL 2012-03-23 2012-04-05 $0.68 $0.61 Long 14592.0 -9.82% 3062.64 11921.99
    SOXL 2012-04-05 2012-04-11 $0.61 $0.58 Long 14350.0 -4.98% 3011.70 11484.88
    SOXL 2012-04-11 2012-04-16 $0.58 $0.60 Long 14438.0 3.86% 11692.70 11692.70
    SOXL 2012-04-26 2012-04-30 $0.54 $0.58 Long 16825.0 5.74% 12219.18 12219.18
    SOXL 2012-05-10 2012-05-16 $0.50 $0.47 Long 19822.0 -6.26% 2957.24 11125.72
    SOXL 2012-05-16 2012-05-17 $0.47 $0.45 Long 18442.0 -4.91% 11174.76 11174.76
    SOXL 2012-06-08 2012-06-11 $0.38 $0.43 Long 20214.0 10.74% 12009.68 12009.68
    SOXL 2012-06-21 2012-06-25 $0.46 $0.41 Long 20375.0 -10.25% 2445.12 10423.96
    SOXL 2012-06-25 2012-06-27 $0.41 $0.39 Long 20952.0 -4.99% 2503.68 10825.70
    SOXL 2012-06-27 2012-07-11 $0.39 $0.38 Long 20802.0 -3.89% 10308.21 10308.21
    SOXL 2012-07-13 2012-07-20 $0.35 $0.39 Long 22361.0 13.32% 11340.26 11340.26
    SOXL 2012-08-01 2012-09-06 $0.44 $0.47 Long 19902.0 6.16% 11878.95 11878.95
    SOXL 2012-09-20 2012-09-25 $0.48 $0.45 Long 18503.0 -4.55% 2841.08 10722.33
    SOXL 2012-09-25 2012-09-27 $0.45 $0.42 Long 19052.0 -8.32% 2454.06 11120.63
    SOXL 2012-09-27 2012-10-03 $0.42 $0.43 Long 19983.0 3.58% 11058.10 11058.10
    SOXL 2012-10-12 2012-10-18 $0.38 $0.41 Long 21679.0 7.54% 11675.41 11675.41
    SOXL 2012-10-31 2012-11-05 $0.38 $0.39 Long 24396.0 2.71% 11923.52 11923.52
    SOXL 2012-11-13 2012-11-15 $0.37 $0.35 Long 23565.0 -4.76% 3287.47 11132.62
    SOXL 2012-11-15 2012-11-23 $0.35 $0.36 Long 23225.0 2.79% 11735.82 11735.82
    SOXL 2012-12-06 2012-12-31 $0.39 $0.40 Long 23026.0 2.79% 2743.79 12382.28
    SOXL 2012-12-31 2013-01-03 $0.40 $0.47 Long 22910.0 17.10% 13568.72 13568.72
    SOXL 2013-01-04 2013-01-08 $0.47 $0.46 Long 21968.0 -2.38% 13324.70 13324.70
    SOXL 2013-01-15 2013-02-27 $0.47 $0.55 Long 21681.0 15.47% 3263.26 15378.26
    SOXL 2013-02-27 2013-03-05 $0.55 $0.58 Long 21273.0 5.17% 15518.04 15518.04
    SOXL 2013-03-14 2013-03-19 $0.63 $0.58 Long 19306.0 -6.97% 3394.85 14364.63
    SOXL 2013-03-19 2013-03-28 $0.58 $0.61 Long 19278.0 3.61% 15079.47 15079.47
    SOXL 2013-04-08 2013-04-11 $0.53 $0.60 Long 22309.0 13.38% 16660.62 16660.62
    SOXL 2013-04-22 2013-04-29 $0.53 $0.59 Long 24670.0 12.76% 18320.32 18320.32
    SOXL 2013-05-08 2013-06-14 $0.67 $0.75 Long 20507.0 11.26% 3580.90 19358.97
    SOXL 2013-06-14 2013-06-18 $0.75 $0.77 Long 21767.0 3.20% 20394.27 20394.27
    SOXL 2013-06-25 2013-06-26 $0.67 $0.73 Long 23163.0 7.63% 21586.57 21586.57
    SOXL 2013-06-28 2013-07-05 $0.73 $0.76 Long 22457.0 4.05% 22247.12 22247.12
    SOXL 2013-07-12 2013-07-25 $0.83 $0.75 Long 21117.0 -9.45% 5909.32 21047.75
    SOXL 2013-07-25 2013-08-01 $0.75 $0.80 Long 19555.0 6.86% 21598.46 21598.46
    SOXL 2013-08-13 2013-08-16 $0.77 $0.70 Long 22369.0 -8.90% 5295.91 20225.35
    SOXL 2013-08-16 2013-08-21 $0.70 $0.70 Long 21205.0 -0.02% 20072.74 20072.74
    SOXL 2013-09-17 2013-10-09 $0.84 $0.82 Long 17972.0 -2.52% 19693.13 19693.13
    SOXL 2013-10-10 2013-11-21 $0.83 $0.87 Long 18411.0 4.08% 20318.20 20318.20
    SOXL 2013-11-25 2014-01-29 $0.91 $1.01 Long 17295.0 10.68% 4905.28 22083.64
    SOXL 2014-01-29 2014-02-05 $1.01 $0.96 Long 16999.0 -4.06% 21301.72 21301.72
    SOXL 2014-02-25 2014-04-08 $1.25 $1.32 Long 12978.0 6.04% 5386.48 22764.15
    SOXL 2014-04-08 2014-04-14 $1.32 $1.24 Long 12777.0 -6.07% 5195.24 21256.92
    SOXL 2014-04-14 2014-04-21 $1.24 $1.34 Long 12931.0 7.77% 22501.15 22501.15
    SOXL 2014-05-01 2014-05-09 $1.31 $1.32 Long 13537.0 0.64% 22615.52 22615.52
    SOXL 2014-05-16 2014-05-30 $1.27 $1.48 Long 13211.0 16.13% 25327.35 25327.35
    SOXL 2014-06-06 2014-07-09 $1.61 $1.84 Long 12243.0 14.59% 28196.75 28196.75
    SOXL 2014-07-14 2014-07-18 $1.87 $1.78 Long 11719.0 -4.55% 7474.52 27713.36
    SOXL 2014-07-18 2014-07-24 $1.78 $1.75 Long 11060.0 -1.87% 26832.58 26832.58
    SOXL 2014-07-28 2014-08-01 $1.61 $1.52 Long 12273.0 -5.64% 25718.88 25718.88
    SOXL 2014-08-04 2014-08-05 $1.56 $1.55 Long 12964.0 -1.06% 25503.87 25503.87
    SOXL 2014-08-27 2014-09-24 $1.77 $1.80 Long 11024.0 1.69% 25835.02 25835.02
    SOXL 2014-10-01 2014-10-03 $1.77 $1.67 Long 10817.0 -5.67% 5894.06 24478.15
    SOXL 2014-10-03 2014-10-07 $1.67 $1.59 Long 11291.0 -4.77% 23851.02 23851.02
    SOXL 2014-10-13 2014-10-15 $1.18 $1.10 Long 13364.0 -6.84% 22770.03 22770.03
    SOXL 2014-10-31 2014-12-15 $1.67 $2.02 Long 10956.0 20.89% 6694.63 25687.47
    SOXL 2014-12-15 2014-12-17 $2.02 $1.90 Long 9855.0 -5.91% 6052.54 26607.39
    SOXL 2014-12-17 2014-12-23 $1.90 $2.25 Long 10193.0 18.60% 29017.94 29017.94
    SOXL 2015-01-02 2015-01-06 $2.15 $1.99 Long 10289.0 -7.42% 7069.23 26018.73
    SOXL 2015-01-06 2015-01-13 $1.99 $2.01 Long 10217.0 0.92% 27566.15 27566.15
    SOXL 2015-02-03 2015-02-09 $1.84 $1.92 Long 11627.0 4.51% 28530.32 28530.32
    SOXL 2015-02-20 2015-03-02 $2.26 $2.40 Long 9752.0 6.44% 29947.81 29947.81
    SOXL 2015-03-03 2015-03-05 $2.52 $2.43 Long 9537.0 -3.63% 6622.54 28768.43
    SOXL 2015-03-05 2015-03-11 $2.43 $2.24 Long 9239.0 -7.76% 7095.49 27239.74
    SOXL 2015-03-11 2015-03-19 $2.24 $2.38 Long 9028.0 5.96% 28537.86 28537.86
    SOXL 2015-03-27 2015-04-07 $1.95 $2.11 Long 11298.0 8.58% 30424.00 30424.00
    SOXL 2015-04-21 2015-04-27 $2.25 $2.11 Long 10781.0 -6.42% 7762.44 29033.33
    SOXL 2015-04-27 2015-05-04 $2.11 $2.21 Long 10025.0 4.93% 29908.57 29908.57
    SOXL 2015-05-05 2015-05-07 $2.17 $2.06 Long 10357.0 -4.95% 7004.83 29326.91
    SOXL 2015-05-07 2015-05-08 $2.06 $2.16 Long 10586.0 4.89% 29863.55 29863.55
    SOXL 2015-05-18 2015-05-19 $2.23 $2.33 Long 10139.0 4.22% 30820.14 30820.14
    SOXL 2015-05-27 2015-06-10 $2.31 $2.31 Long 10154.0 -0.24% 7141.79 31128.42
    SOXL 2015-06-10 2015-06-17 $2.31 $2.30 Long 10245.0 -0.24% 30705.23 30705.23
    SOXL 2015-06-29 2015-07-07 $2.03 $1.92 Long 10507.0 -5.51% 7411.92 29268.90
    SOXL 2015-07-07 2015-07-09 $1.92 $1.85 Long 11507.0 -3.94% 7214.37 26686.97
    SOXL 2015-07-09 2015-07-10 $1.85 $1.75 Long 11614.0 -5.08% 27566.47 27566.47
    SOXL 2015-07-27 2015-07-31 $1.61 $1.73 Long 11856.0 7.22% 28946.61 28946.61
    SOXL 2015-08-12 2015-08-17 $1.55 $1.52 Long 13192.0 -1.66% 28608.10 28608.10
    SOXL 2015-08-21 2015-08-25 $1.24 $1.23 Long 15472.0 -1.21% 2414.59 25070.95
    SOXL 2015-08-25 2015-08-28 $1.23 $1.34 Long 21164.0 9.13% 30746.65 30746.65
    SOXL 2015-09-11 2015-09-17 $1.35 $1.47 Long 17161.0 8.53% 32722.84 32722.84
    SOXL 2015-09-21 2015-09-23 $1.38 $1.26 Long 18314.0 -8.73% 7455.37 29924.83
    SOXL 2015-09-23 2015-09-29 $1.26 $1.15 Long 18355.0 -8.52% 8029.07 28736.63
    SOXL 2015-09-29 2015-10-01 $1.15 $1.29 Long 17856.0 11.92% 31005.19 31005.19
    SOXL 2015-10-14 2015-10-26 $1.44 $1.84 Long 16499.0 27.61% 37562.12 37562.12
    SOXL 2015-10-27 2015-11-11 $1.71 $1.65 Long 15643.0 -3.54% 36612.46 36612.46
    SOXL 2015-11-16 2015-11-20 $1.54 $1.71 Long 17709.0 11.22% 39671.43 39671.43
    SOXL 2015-12-03 2015-12-09 $1.91 $1.79 Long 16153.0 -5.94% 8441.39 36908.15
    SOXL 2015-12-09 2015-12-14 $1.79 $1.66 Long 16391.0 -7.43% 9225.09 35188.37
    SOXL 2015-12-14 2015-12-22 $1.66 $1.72 Long 15919.0 3.58% 36603.11 36603.11
    SOXL 2016-01-05 2016-01-07 $1.64 $1.33 Long 17726.0 -18.62% 8559.74 30551.72
    SOXL 2016-01-07 2016-01-11 $1.33 $1.25 Long 16992.0 -6.06% 8482.13 29785.89
    SOXL 2016-01-11 2016-01-14 $1.25 $1.17 Long 17054.0 -6.20% 8729.86 29453.81
    SOXL 2016-01-14 2016-01-15 $1.17 $1.08 Long 16843.0 -7.84% 26955.56 26955.56
    SOXL 2016-02-05 2016-02-09 $1.23 $0.99 Long 17341.0 -19.43% 6020.36 23117.15
    SOXL 2016-02-09 2016-02-12 $0.99 $1.01 Long 16936.0 2.27% 4714.48 23465.07
    SOXL 2016-02-12 2016-02-18 $1.01 $1.25 Long 18224.0 23.15% 27468.39 27468.39
    SOXL 2016-03-01 2016-04-20 $1.37 $1.59 Long 15544.0 15.49% 30775.98 30775.98
    SOXL 2016-04-25 2016-05-02 $1.60 $1.46 Long 14552.0 -9.17% 28635.76 28635.76
    SOXL 2016-05-05 2016-05-11 $1.42 $1.43 Long 15696.0 0.92% 28842.05 28842.05
    SOXL 2016-06-03 2016-06-09 $1.92 $1.88 Long 11902.0 -1.86% 28417.46 28417.46
    SOXL 2016-06-13 2016-06-23 $1.80 $1.91 Long 11613.0 5.73% 29616.68 29616.68
    SOXL 2016-07-18 2016-08-04 $2.05 $2.28 Long 11359.0 11.43% 6933.28 32741.15
    SOXL 2016-08-04 2016-09-13 $2.28 $2.46 Long 11106.0 7.82% 5961.50 33910.90
    SOXL 2016-09-13 2016-09-19 $2.46 $2.73 Long 11501.0 11.17% 37416.26 37416.26
    SOXL 2016-09-29 2016-10-10 $2.78 $3.07 Long 10319.0 10.78% 40503.25 40503.25
    SOXL 2016-10-11 2016-10-13 $2.97 $2.69 Long 10079.0 -9.42% 9399.33 37426.95
    SOXL 2016-10-13 2016-10-21 $2.69 $2.73 Long 10515.0 1.42% 38085.03 38085.03
    SOXL 2016-11-01 2016-11-03 $2.89 $2.74 Long 10128.0 -5.11% 9215.33 36276.64
    SOXL 2016-11-03 2016-11-10 $2.74 $2.93 Long 9986.0 6.92% 38482.79 38482.79
    SOXL 2016-11-22 2016-12-02 $3.53 $2.96 Long 8613.0 -16.24% 11619.39 34480.93
    SOXL 2016-12-02 2017-01-05 $2.96 $3.79 Long 7408.0 28.06% 9436.74 38780.85
    SOXL 2017-01-05 2017-01-12 $3.79 $3.96 Long 7984.0 4.37% 41013.55 41013.55
    SOXL 2017-01-24 2017-02-27 $3.98 $4.60 Long 7930.0 15.52% 45910.98 45910.98
    SOXL 2017-03-01 2017-03-10 $4.71 $4.77 Long 7407.0 1.36% 46386.36 46386.36
    SOXL 2017-03-22 2017-04-13 $4.81 $4.39 Long 6793.0 -8.65% 11945.17 43434.03
    SOXL 2017-04-13 2017-04-19 $4.39 $4.71 Long 7201.0 7.22% 45843.92 45843.92
    SOXL 2017-05-03 2017-05-15 $4.92 $5.65 Long 6865.0 14.76% 50834.44 50834.44
    SOXL 2017-05-19 2017-06-02 $5.79 $6.47 Long 7223.0 11.74% 55744.62 55744.62
    SOXL 2017-06-09 2017-06-13 $7.34 $6.48 Long 6127.0 -11.65% 10466.03 49350.77
    SOXL 2017-06-13 2017-06-15 $6.48 $5.77 Long 6179.0 -10.92% 12786.54 47121.11
    SOXL 2017-06-15 2017-06-23 $5.77 $6.14 Long 5777.0 6.32% 48241.01 48241.01
    SOXL 2017-07-03 2017-07-10 $5.43 $5.69 Long 6743.0 4.63% 49936.78 49936.78
    SOXL 2017-07-21 2017-08-01 $6.50 $6.15 Long 5775.0 -5.41% 12088.69 48245.48
    SOXL 2017-08-01 2017-08-08 $6.15 $6.32 Long 5828.0 2.76% 48894.34 48894.34
    SOXL 2017-08-21 2017-08-24 $5.86 $6.16 Long 6338.0 5.03% 50762.21 50762.21
    SOXL 2017-08-29 2017-09-20 $5.79 $7.48 Long 6487.0 29.16% 61710.38 61710.38
    SOXL 2017-09-25 2017-10-05 $7.05 $7.89 Long 6782.0 12.01% 67448.94 67448.94
    SOXL 2017-10-18 2017-12-01 $8.64 $9.25 Long 5997.0 7.16% 17913.32 70937.94
    SOXL 2017-12-01 2017-12-05 $9.25 $8.38 Long 5754.0 -9.41% 21031.75 67089.46
    SOXL 2017-12-05 2017-12-12 $8.38 $8.84 Long 5382.0 5.47% 68615.66 68615.66
    SOXL 2017-12-26 2018-01-09 $9.11 $10.93 Long 5634.0 20.00% 78881.71 78881.71
    SOXL 2018-01-16 2018-01-25 $10.75 $11.88 Long 5829.0 10.45% 85430.28 85430.28
    SOXL 2018-01-26 2018-02-05 $11.27 $10.03 Long 5502.0 -11.05% 22168.37 72317.90
    SOXL 2018-02-05 2018-02-07 $10.03 $9.69 Long 5625.0 -3.33% 8170.01 73046.85
    SOXL 2018-02-07 2018-02-08 $9.69 $9.34 Long 7069.0 -3.64% 74200.57 74200.57
    SOXL 2018-02-09 2018-02-14 $8.61 $8.98 Long 6076.0 4.29% 76446.72 76446.72
    SOXL 2018-03-01 2018-03-15 $11.09 $12.67 Long 5040.0 14.22% 84394.90 84394.90
    SOXL 2018-03-19 2018-03-23 $12.20 $11.09 Long 5127.0 -9.05% 20806.21 73239.94
    SOXL 2018-03-23 2018-03-28 $11.09 $9.92 Long 5221.0 -10.56% 24854.75 70137.26
    SOXL 2018-03-28 2018-04-02 $9.92 $9.71 Long 4813.0 -2.11% 71607.34 71607.34
    SOXL 2018-04-23 2018-04-25 $8.67 $8.11 Long 6190.0 -6.39% 18363.93 67269.43
    SOXL 2018-04-25 2018-05-02 $8.11 $8.39 Long 6140.0 3.39% 69865.22 69865.22
    SOXL 2018-05-17 2018-05-31 $10.48 $10.99 Long 5231.0 4.91% 72556.73 72556.73
    SOXL 2018-06-01 2018-06-20 $11.07 $11.34 Long 5049.0 2.45% 16531.80 73454.53
    SOXL 2018-06-20 2018-06-25 $11.34 $10.18 Long 5061.0 -10.22% 68056.11 68056.11
    SOXL 2018-06-27 2018-06-29 $9.89 $9.46 Long 5318.0 -4.29% 13638.72 64876.30
    SOXL 2018-06-29 2018-07-03 $9.46 $9.55 Long 5513.0 0.98% 66310.23 66310.23
    SOXL 2018-07-17 2018-07-26 $9.55 $10.21 Long 5175.0 7.00% 69767.04 69767.04
    SOXL 2018-07-31 2018-08-06 $10.31 $10.60 Long 5125.0 2.75% 71221.23 71221.23
    SOXL 2018-08-10 2018-08-16 $10.23 $9.82 Long 4930.0 -3.99% 16999.92 67761.34
    SOXL 2018-08-16 2018-08-21 $9.82 $9.42 Long 5316.0 -4.10% 16067.46 69460.07
    SOXL 2018-08-21 2018-08-23 $9.42 $9.99 Long 5415.0 6.04% 70150.06 70150.06
    SOXL 2018-09-06 2018-09-10 $11.03 $10.36 Long 4778.0 -6.07% 15445.11 67357.20
    SOXL 2018-09-10 2018-09-13 $10.36 $10.09 Long 4973.0 -2.61% 15112.23 65790.54
    SOXL 2018-09-13 2018-09-18 $10.09 $10.12 Long 5006.0 0.35% 65783.97 65783.97
    SOXL 2018-09-28 2018-10-08 $9.94 $8.89 Long 5055.0 -10.49% 17233.73 59768.98
    SOXL 2018-10-08 2018-10-10 $8.89 $8.41 Long 4867.0 -5.48% 58143.50 58143.50
    SOXL 2018-10-12 2018-10-16 $7.95 $7.82 Long 5886.0 -1.58% 13732.36 59930.45
    SOXL 2018-10-16 2018-10-17 $7.82 $8.43 Long 5585.0 7.83% 60820.78 60820.78
    SOXL 2018-10-29 2018-11-01 $6.19 $6.71 Long 8063.0 8.41% 65022.13 65022.13
    SOXL 2018-11-13 2018-11-21 $6.19 $6.24 Long 7451.0 0.83% 10068.79 64120.67
    SOXL 2018-11-21 2018-11-23 $6.24 $5.99 Long 8862.0 -4.00% 63192.46 63192.46
    SOXL 2018-12-11 2018-12-18 $6.20 $5.88 Long 8560.0 -5.18% 15312.19 61078.91
    SOXL 2018-12-18 2018-12-19 $5.88 $5.90 Long 7682.0 0.43% 60638.65 60638.65
    SOXL 2018-12-26 2018-12-31 $4.60 $5.59 Long 9844.0 21.61% 70416.74 70416.74
    SOXL 2019-01-11 2019-01-18 $5.97 $6.21 Long 9430.0 4.07% 72704.57 72704.57
    SOXL 2019-01-23 2019-01-31 $6.02 $7.01 Long 8881.0 16.46% 81499.26 81499.26
    SOXL 2019-02-04 2019-02-25 $7.30 $9.06 Long 8847.0 24.10% 97062.06 97062.06
    SOXL 2019-02-28 2019-03-08 $8.25 $7.38 Long 8692.0 -10.59% 23265.66 93023.70
    SOXL 2019-03-08 2019-03-13 $7.38 $8.56 Long 8970.0 16.02% 100074.23 100074.23
    SOXL 2019-03-26 2019-03-28 $9.26 $8.83 Long 8428.0 -4.60% 25898.86 95495.87
    SOXL 2019-03-28 2019-04-10 $8.83 $10.47 Long 7993.0 18.54% 109575.11 109575.11
    SOXL 2019-04-12 2019-04-29 $11.02 $12.29 Long 7766.0 11.52% 24935.64 118618.77
    SOXL 2019-04-29 2019-05-07 $12.29 $11.72 Long 7690.0 -4.61% 22860.81 111646.55
    SOXL 2019-05-07 2019-05-09 $11.72 $10.50 Long 7867.0 -10.46% 25862.62 106395.46
    SOXL 2019-05-09 2019-05-10 $10.50 $10.41 Long 7581.0 -0.83% 104773.96 104773.96
    SOXL 2019-05-14 2019-05-20 $9.49 $8.17 Long 8351.0 -13.91% 24720.09 91447.32
    SOXL 2019-05-20 2019-05-21 $8.17 $8.41 Long 8450.0 2.95% 95783.89 95783.89
    SOXL 2019-06-17 2019-06-27 $7.98 $9.55 Long 9298.0 19.72% 110417.05 110417.05
    SOXL 2019-07-03 2019-07-09 $10.22 $9.49 Long 8040.0 -7.21% 24603.64 107548.23
    SOXL 2019-07-09 2019-07-18 $9.49 $10.74 Long 8421.0 13.21% 115042.96 115042.96
    SOXL 2019-07-25 2019-08-01 $13.07 $11.30 Long 7058.0 -13.54% 30696.72 98966.91
    SOXL 2019-08-01 2019-08-05 $11.30 $9.34 Long 6356.0 -17.40% 24263.01 86963.80
    SOXL 2019-08-05 2019-08-13 $9.34 $9.27 Long 7045.0 -0.71% 89580.22 89580.22
    SOXL 2019-08-23 2019-08-27 $10.12 $9.63 Long 6466.0 -4.88% 21418.05 84134.14
    SOXL 2019-08-27 2019-08-29 $9.63 $9.88 Long 6749.0 2.65% 88108.73 88108.73
    SOXL 2019-08-30 2019-09-04 $10.39 $10.21 Long 6821.0 -1.67% 21185.69 89019.60
    SOXL 2019-09-04 2019-09-06 $10.21 $11.58 Long 6437.0 13.38% 95721.88 95721.88
    SOXL 2019-09-16 2019-09-23 $12.07 $11.37 Long 5843.0 -5.83% 26344.30 94005.74
    SOXL 2019-09-23 2019-10-02 $11.37 $10.67 Long 5742.0 -6.10% 87630.17 87630.17
    SOXL 2019-10-21 2019-10-22 $12.12 $12.58 Long 5511.0 3.79% 90164.01 90164.01
    SOXL 2019-10-24 2019-11-29 $11.96 $14.99 Long 5978.0 25.30% 108252.09 108252.09
    SOXL 2019-12-11 2020-01-21 $14.97 $19.91 Long 5585.0 32.97% 135822.96 135822.96
    SOXL 2020-01-27 2020-02-03 $18.54 $16.43 Long 4744.0 -11.40% 37325.91 127908.23
    SOXL 2020-02-03 2020-02-07 $16.43 $19.03 Long 5385.0 15.83% 139802.74 139802.74
    SOXL 2020-02-20 2020-02-24 $21.42 $16.18 Long 5107.0 -24.43% 35802.00 112979.25
    SOXL 2020-02-24 2020-02-26 $16.18 $15.03 Long 4775.0 -7.11% 35335.96 106471.01
    SOXL 2020-02-26 2020-02-28 $15.03 $11.44 Long 4806.0 -23.90% 27385.27 102389.76
    SOXL 2020-02-28 2020-03-04 $11.44 $14.27 Long 5501.0 24.77% 105902.17 105902.17
    SOXL 2020-03-16 2020-03-18 $5.97 $4.59 Long 10057.0 -23.13% 22866.80 87991.45
    SOXL 2020-03-18 2020-03-23 $4.59 $4.52 Long 15064.0 -1.46% 90997.20 90997.20
    SOXL 2020-04-06 2020-04-14 $6.12 $7.98 Long 12053.0 30.32% 113374.15 113374.15
    SOXL 2020-04-21 2020-05-04 $7.63 $7.20 Long 10591.0 -5.68% 33610.07 113018.46
    SOXL 2020-05-04 2020-05-06 $7.20 $8.25 Long 10444.0 14.68% 119817.73 119817.73
    SOXL 2020-05-07 2020-05-14 $8.70 $7.80 Long 11104.0 -10.32% 32821.08 118002.52
    SOXL 2020-05-14 2020-05-28 $7.80 $10.04 Long 9873.0 28.67% 131928.87 131928.87
    SOXL 2020-06-02 2020-06-08 $10.22 $13.24 Long 10035.0 29.60% 162275.99 162275.99
    SOXL 2020-06-12 2020-06-16 $11.47 $12.39 Long 10359.0 7.95% 22201.54 167302.48
    SOXL 2020-06-16 2020-06-24 $12.39 $12.25 Long 12071.0 -1.14% 170020.43 170020.43
    SOXL 2020-06-30 2020-07-07 $11.73 $13.29 Long 11574.0 13.21% 187965.37 187965.37
    SOXL 2020-07-16 2020-07-27 $13.32 $13.72 Long 10136.0 2.99% 42766.64 200173.85
    SOXL 2020-07-27 2020-09-08 $13.72 $14.69 Long 10878.0 7.10% 52023.87 197134.28
    SOXL 2020-09-08 2020-09-18 $14.69 $16.00 Long 10248.0 8.88% 215978.64 215978.64
    SOXL 2020-09-28 2020-10-27 $16.03 $18.50 Long 11102.0 15.43% 64018.21 237896.57
    SOXL 2020-10-27 2020-10-29 $18.50 $16.25 Long 9699.0 -12.15% 60865.49 233286.79
    SOXL 2020-10-29 2020-11-02 $16.25 $17.12 Long 9893.0 5.38% 230282.32 230282.32
    SOXL 2020-11-16 2020-12-14 $23.25 $28.96 Long 7782.0 24.58% 65332.46 276440.64
    SOXL 2020-12-14 2021-01-28 $28.96 $34.97 Long 7231.0 20.75% 96840.29 319042.66
    SOXL 2021-01-28 2021-02-05 $34.97 $38.30 Long 6330.0 9.52% 339276.60 339276.60
    SOXL 2021-02-18 2021-02-24 $42.17 $38.95 Long 5759.0 -7.63% 67853.56 351641.88
    SOXL 2021-02-24 2021-02-26 $38.95 $37.91 Long 6493.0 -2.67% 105081.10 318227.72
    SOXL 2021-02-26 2021-03-04 $37.91 $34.80 Long 5511.0 -8.21% 92866.53 268454.53
    SOXL 2021-03-04 2021-03-05 $34.80 $32.19 Long 5862.0 -7.49% 281573.85 281573.85
    SOXL 2021-03-24 2021-03-26 $35.62 $32.80 Long 5766.0 -7.91% 50042.70 297339.67
    SOXL 2021-03-26 2021-04-21 $32.80 $37.91 Long 6564.0 15.60% 77682.47 315362.42
    SOXL 2021-04-21 2021-04-26 $37.91 $40.07 Long 5835.0 5.69% 311512.88 311512.88
    SOXL 2021-05-06 2021-05-11 $34.19 $29.01 Long 6797.0 -15.15% 93740.77 295759.26
    SOXL 2021-05-11 2021-05-14 $29.01 $30.48 Long 6294.0 5.07% 285567.11 285567.11
    SOXL 2021-06-03 2021-06-30 $37.81 $44.35 Long 5710.0 17.29% 322895.96 322895.96
    SOXL 2021-07-08 2021-07-20 $38.53 $37.22 Long 5641.0 -3.40% 315509.24 315509.24
    SOXL 2021-08-05 2021-08-11 $48.15 $45.04 Long 5230.0 -6.46% 79176.53 294903.74
    SOXL 2021-08-11 2021-08-13 $45.04 $42.48 Long 4886.0 -5.68% 71699.55 291706.18
    SOXL 2021-08-13 2021-08-19 $42.48 $38.16 Long 5062.0 -10.16% 71127.09 272247.12
    SOXL 2021-08-19 2021-08-24 $38.16 $43.96 Long 5077.0 15.19% 294323.12 294323.12
    SOXL 2021-09-07 2021-09-09 $47.34 $44.89 Long 4881.0 -5.18% 71821.55 285364.53
    SOXL 2021-09-09 2021-09-21 $44.89 $44.02 Long 4690.0 -1.94% 66670.95 276171.27
    SOXL 2021-09-21 2021-09-30 $44.02 $41.04 Long 4807.0 -6.77% 72499.11 259210.07
    SOXL 2021-09-30 2021-10-01 $41.04 $40.48 Long 4665.0 -1.36% 261355.10 261355.10
    SOXL 2021-10-06 2021-10-12 $37.30 $39.19 Long 5319.0 5.06% 271403.94 271403.94
    SOXL 2021-10-28 2021-11-05 $45.82 $60.02 Long 4696.0 30.98% 338060.13 338060.13
    SOXL 2021-11-12 2021-12-03 $62.19 $65.87 Long 4260.0 5.91% 71924.55 341030.06
    SOXL 2021-12-03 2021-12-07 $65.87 $66.73 Long 4278.0 1.31% 77930.53 379302.55
    SOXL 2021-12-07 2021-12-14 $66.73 $59.98 Long 4188.0 -10.13% 100481.39 334900.66
    SOXL 2021-12-14 2021-12-20 $59.98 $56.12 Long 3812.0 -6.43% 70907.59 320515.92
    SOXL 2021-12-20 2021-12-27 $56.12 $68.09 Long 4339.0 21.34% 366355.25 366355.25
    SOXL 2022-01-06 2022-01-10 $64.08 $57.33 Long 4028.0 -10.53% 104062.75 350078.25
    SOXL 2022-01-10 2022-01-14 $57.33 $58.75 Long 4101.0 2.48% 344993.93 344993.93
    SOXL 2022-01-26 2022-01-28 $43.77 $36.36 Long 6319.0 -16.93% 107088.82 308896.87
    SOXL 2022-01-28 2022-02-01 $36.36 $45.88 Long 5255.0 26.18% 348197.16 348197.16
    SOXL 2022-02-14 2022-02-22 $39.74 $38.22 Long 5722.0 -3.82% 339501.29 339501.29
    SOXL 2022-02-23 2022-02-25 $40.06 $39.99 Long 6794.0 -0.17% 13295.58 353532.14
    SOXL 2022-02-25 2022-02-28 $39.99 $40.19 Long 8145.0 0.50% 340665.37 340665.37
    SOXL 2022-03-11 2022-03-15 $34.15 $28.44 Long 7881.0 -16.72% 84327.72 318404.69
    SOXL 2022-03-15 2022-03-16 $28.44 $33.03 Long 7430.0 16.13% 329770.54 329770.54
    SOXL 2022-03-31 2022-04-04 $41.26 $36.58 Long 5642.0 -11.34% 87287.92 311517.64
    SOXL 2022-04-04 2022-04-06 $36.58 $30.85 Long 5907.0 -15.66% 90403.77 267544.83
    SOXL 2022-04-06 2022-04-11 $30.85 $27.04 Long 5806.0 -12.35% 70989.05 243809.81
    SOXL 2022-04-11 2022-04-18 $27.04 $25.26 Long 6524.0 -6.58% 235785.29 235785.29
    SOXL 2022-05-02 2022-05-04 $22.38 $25.69 Long 7422.0 14.79% 260352.11 260352.11
    SOXL 2022-05-13 2022-05-19 $20.57 $20.55 Long 10760.0 -0.10% 260136.91 260136.91

    Signals

    Strategy Ratio Size Ticker Date State Type Profit Tick
    CtiSOXL 0.90 0.88 SOXL 2022-05-26 Buy@NextOpen Long 0.00% EOD
    cti  SOXL