Strategy - CtiSQQQ


CTI with SQQQ

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 shorts SQQQ for all trades.

Trading happens on the next Open from the signal day.

Details

Metrics

Metric Measure
AccountName default
NoOfTrades 149.00
NoOfWins 87.00
NoOfLosses 62.00
SharpRatio 0.94
SortinoRatio 1.22
GrossProfit $29683.66
FirstDate 2015-10-26
LastDate 2022-04-21
FirstEquity $10000.00
FinalEquity $39683.66
OpenEquity $0.00
LongEquity $0.00
ShortEquity $29683.66
PercentWins 58.39%
AveWin $1140.59
AveLoss $-1121.74
AveWinLoss 1.02
Expectancy 1.06%
AveDrawUp 60.70%
AveDrawDown -14.14%
MaxDrawDown -24.74%
Kelly 17.47%
Thrope 66.46
APR 23.68%
CalmarRatio 1.67

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
SQQQ 2015-10-26 2015-11-13 $7303.28 $7491.33 Short 1.0 -2.51% 9811.95 9811.95
SQQQ 2015-11-19 2015-11-23 $7042.31 $6884.96 Short 1.0 2.29% 9969.30 9969.30
SQQQ 2015-12-07 2015-12-10 $6719.93 $7080.68 Short 1.0 -5.09% 9608.55 9608.55
SQQQ 2015-12-17 2015-12-18 $6800.53 $7264.90 Short 1.0 -6.39% 9144.18 9144.18
SQQQ 2016-04-05 2016-04-08 $7103.71 $6950.20 Short 1.0 2.21% 9297.69 9297.69
SQQQ 2016-04-11 2016-04-29 $7003.93 $7637.16 Short 1.0 -8.29% 8664.46 8664.46
SQQQ 2016-07-27 2016-08-01 $5798.87 $5714.44 Short 1.0 1.48% 8748.89 8748.89
SQQQ 2016-08-03 2016-08-25 $5787.36 $5534.06 Short 1.0 4.58% 9002.18 9002.18
SQQQ 2016-08-29 2016-09-07 $5484.17 $5322.99 Short 1.0 3.03% 9163.37 9163.37
SQQQ 2016-09-30 2016-10-12 $5204.02 $5269.26 Short 1.0 -1.24% 9098.12 9098.12
SQQQ 2016-10-18 2016-10-24 $5177.15 $5085.04 Short 1.0 1.81% 9190.23 9190.23
SQQQ 2016-11-08 2016-11-10 $5418.93 $5142.61 Short 1.0 5.37% 9466.55 9466.55
SQQQ 2016-12-01 2016-12-14 $5211.69 $4797.21 Short 1.0 8.64% 9881.03 9881.03
SQQQ 2016-12-27 2016-12-30 $4778.02 $4839.43 Short 1.0 -1.27% 9819.62 9819.62
SQQQ 2017-01-04 2017-01-11 $4858.62 $4509.38 Short 1.0 7.74% 10168.86 10168.86
SQQQ 2017-01-23 2017-01-24 $4457.57 $4408.64 Short 1.0 1.11% 10217.79 10217.79
SQQQ 2017-01-25 2017-02-14 $4268.56 $3950.98 Short 1.0 8.04% 10535.37 10535.37
SQQQ 2017-02-27 2017-03-20 $3781.16 $3617.10 Short 2.0 4.54% 10863.50 10863.50
SQQQ 2017-03-22 2017-03-24 $3763.89 $3687.14 Short 2.0 2.08% 11017.01 11017.01
SQQQ 2017-03-27 2017-04-03 $3779.24 $3546.10 Short 2.0 6.57% 11483.30 11483.30
SQQQ 2017-04-11 2017-04-12 $3596.95 $3632.45 Short 2.0 -0.98% 11412.30 11412.30
SQQQ 2017-04-18 2017-04-24 $3666.03 $3424.25 Short 2.0 7.06% 11895.86 11895.86
SQQQ 2017-05-08 2017-05-17 $3162.32 $3099.00 Short 2.0 2.04% 12022.50 12022.50
SQQQ 2017-05-23 2017-06-01 $3027.04 $2890.80 Short 2.0 4.71% 12294.99 12294.99
SQQQ 2017-06-12 2017-06-23 $3051.03 $2914.79 Short 3.0 4.67% 12703.71 12703.71
SQQQ 2017-07-05 2017-07-12 $3159.44 $2912.87 Short 3.0 8.47% 13443.44 13443.44
SQQQ 2017-07-28 2017-08-11 $2737.29 $2845.71 Short 3.0 -3.81% 13118.19 13118.19
SQQQ 2017-09-13 2017-09-26 $2561.71 $2675.88 Short 3.0 -4.27% 4748.01 12709.47
SQQQ 2017-09-26 2017-10-03 $2675.88 $2555.95 Short 3.0 4.69% 13135.46 13135.46
SQQQ 2017-10-19 2017-11-02 $2440.82 $2247.97 Short 4.0 8.58% 13906.85 13906.85
SQQQ 2017-11-10 2017-11-13 $2186.57 $2195.20 Short 4.0 -0.39% 13872.31 13872.31
SQQQ 2017-11-14 2017-11-16 $2187.53 $2183.69 Short 4.0 0.18% 13887.66 13887.66
SQQQ 2017-11-17 2017-11-29 $2132.84 $2058.00 Short 4.0 3.64% 14187.01 14187.01
SQQQ 2017-11-30 2017-12-14 $2131.88 $2060.88 Short 5.0 3.45% 14542.00 14542.00
SQQQ 2017-12-27 2018-01-09 $2036.92 $1804.40 Short 5.0 12.89% 15704.58 15704.58
SQQQ 2018-01-23 2018-01-30 $1624.73 $1625.69 Short 7.0 -0.06% 15697.85 15697.85
SQQQ 2018-02-02 2018-02-05 $1661.24 $1788.07 Short 7.0 -7.09% 14810.07 14810.07
SQQQ 2018-02-12 2018-02-15 $1931.23 $1705.44 Short 5.0 13.24% 15939.02 15939.02
SQQQ 2018-03-06 2018-03-13 $1563.24 $1427.76 Short 7.0 9.49% 4037.47 16472.27
SQQQ 2018-03-13 2018-03-15 $1427.76 $1471.96 Short 9.0 -3.00% 16489.56 16489.56
SQQQ 2018-03-19 2018-03-23 $1535.37 $1717.74 Short 8.0 -10.62% 15030.63 15030.63
SQQQ 2018-03-29 2018-04-04 $1834.25 $1961.34 Short 6.0 -6.48% 14268.04 14268.04
SQQQ 2018-04-26 2018-05-07 $1711.96 $1559.83 Short 6.0 9.75% 15180.83 15180.83
SQQQ 2018-05-18 2018-05-30 $1499.17 $1451.99 Short 7.0 3.25% 15511.09 15511.09
SQQQ 2018-06-13 2018-06-22 $1296.01 $1283.68 Short 9.0 0.96% 15622.04 15622.04
SQQQ 2018-06-25 2018-06-26 $1339.70 $1379.30 Short 9.0 -2.87% 15265.62 15265.62
SQQQ 2018-07-02 2018-07-06 $1426.63 $1347.43 Short 8.0 5.88% 15899.25 15899.25
SQQQ 2018-07-23 2018-07-31 $1229.59 $1284.65 Short 10.0 -4.29% 3786.87 15453.00
SQQQ 2018-07-31 2018-08-09 $1284.65 $1159.08 Short 9.0 10.83% 16478.79 16478.79
SQQQ 2018-08-17 2018-08-28 $1209.31 $1105.96 Short 10.0 9.34% 17512.30 17512.30
SQQQ 2018-09-07 2018-09-10 $1186.12 $1155.22 Short 11.0 2.68% 17852.30 17852.30
SQQQ 2018-09-11 2018-09-20 $1178.40 $1120.44 Short 11.0 5.17% 18489.79 18489.79
SQQQ 2018-10-05 2018-10-08 $1143.50 $1200.82 Short 12.0 -4.77% 17801.94 17801.94
SQQQ 2018-10-17 2018-10-18 $1198.88 $1232.88 Short 10.0 -2.76% 17461.90 17461.90
SQQQ 2018-10-31 2018-11-01 $1378.62 $1336.84 Short 8.0 3.12% 17796.11 17796.11
SQQQ 2018-11-19 2018-11-21 $1403.88 $1535.03 Short 9.0 -8.54% 5870.46 16425.27
SQQQ 2018-11-21 2018-11-23 $1535.03 $1601.10 Short 7.0 -4.13% 16153.24 16153.24
SQQQ 2018-11-27 2018-11-28 $1509.77 $1439.82 Short 8.0 4.86% 16712.85 16712.85
SQQQ 2018-12-12 2018-12-17 $1373.76 $1520.46 Short 9.0 -9.65% 3228.84 14708.56
SQQQ 2018-12-17 2018-12-18 $1520.46 $1566.12 Short 8.0 -2.92% 15027.22 15027.22
SQQQ 2019-01-18 2019-01-22 $1311.54 $1330.11 Short 8.0 -1.40% 14878.67 14878.67
SQQQ 2019-01-23 2019-02-06 $1357.48 $1163.97 Short 8.0 16.62% 16426.72 16426.72
SQQQ 2019-02-08 2019-02-25 $1255.84 $1101.42 Short 10.0 14.02% 17970.87 17970.87
SQQQ 2019-03-07 2019-03-08 $1125.86 $1198.18 Short 12.0 -6.04% 17103.02 17103.02
SQQQ 2019-03-11 2019-03-19 $1150.29 $1008.58 Short 10.0 14.05% 18520.11 18520.11
SQQQ 2019-03-27 2019-04-08 $1002.65 $924.24 Short 14.0 8.48% 19617.83 19617.83
SQQQ 2019-04-22 2019-04-25 $892.88 $830.15 Short 17.0 7.56% 20684.18 20684.18
SQQQ 2019-04-30 2019-05-03 $852.69 $851.71 Short 18.0 0.12% 20701.83 20701.83
SQQQ 2019-05-06 2019-05-08 $883.07 $903.66 Short 18.0 -2.28% 20331.35 20331.35
SQQQ 2019-05-13 2019-05-20 $985.00 $976.18 Short 16.0 0.90% 20472.48 20472.48
SQQQ 2019-05-31 2019-06-03 $1076.15 $1098.45 Short 15.0 -2.03% 20138.02 20138.02
SQQQ 2019-06-04 2019-06-05 $1123.93 $1034.50 Short 14.0 8.65% 21390.10 21390.10
SQQQ 2019-06-25 2019-07-11 $849.58 $786.42 Short 19.0 8.03% 22589.97 22589.97
SQQQ 2019-07-18 2019-08-01 $806.90 $803.94 Short 22.0 0.37% 22655.09 22655.09
SQQQ 2019-08-09 2019-08-13 $848.59 $891.02 Short 19.0 -4.76% 21848.93 21848.93
SQQQ 2019-08-30 2019-09-04 $812.57 $832.31 Short 20.0 -2.37% 6472.71 21685.14
SQQQ 2019-09-04 2019-09-06 $832.31 $770.88 Short 18.0 7.97% 22559.87 22559.87
SQQQ 2019-09-18 2019-09-25 $770.14 $820.76 Short 22.0 -6.17% 21446.38 21446.38
SQQQ 2019-09-27 2019-10-02 $796.19 $843.09 Short 20.0 -5.56% 20508.52 20508.52
SQQQ 2019-10-24 2019-11-04 $743.10 $671.39 Short 20.0 10.68% 21942.61 21942.61
SQQQ 2019-11-07 2019-11-20 $665.93 $646.83 Short 24.0 2.95% 22401.12 22401.12
SQQQ 2019-11-21 2019-12-03 $655.76 $670.90 Short 26.0 -2.26% 22007.61 22007.61
SQQQ 2019-12-06 2019-12-16 $633.43 $595.22 Short 26.0 6.42% 23001.06 23001.06
SQQQ 2020-01-02 2020-01-15 $544.47 $501.59 Short 31.0 8.55% 5771.59 24321.09
SQQQ 2020-01-15 2020-01-21 $501.59 $484.63 Short 37.0 3.50% 24957.55 24957.55
SQQQ 2020-01-22 2020-01-27 $473.92 $517.29 Short 39.0 -8.39% 23265.81 23265.81
SQQQ 2020-01-31 2020-02-04 $477.90 $464.69 Short 35.0 2.84% 23728.26 23728.26
SQQQ 2020-02-05 2020-02-10 $434.78 $445.50 Short 39.0 -2.41% 23310.19 23310.19
SQQQ 2020-04-08 2020-04-15 $410.25 $346.75 Short 46.0 18.31% 6466.44 26516.19
SQQQ 2020-04-15 2020-04-17 $346.75 $310.75 Short 57.0 11.58% 28283.19 28283.19
SQQQ 2020-04-24 2020-05-01 $329.25 $308.25 Short 66.0 6.81% 4392.69 29074.69
SQQQ 2020-05-01 2020-05-04 $308.25 $320.50 Short 82.0 -3.82% 28664.69 28664.69
SQQQ 2020-05-07 2020-05-14 $277.50 $290.25 Short 76.0 -4.39% 27695.69 27695.69
SQQQ 2020-05-19 2020-05-28 $254.50 $248.25 Short 81.0 2.52% 28201.94 28201.94
SQQQ 2020-05-29 2020-06-08 $244.25 $216.50 Short 86.0 12.82% 30588.44 30588.44
SQQQ 2020-06-18 2020-06-26 $202.50 $194.50 Short 117.0 4.11% 31524.44 31524.44
SQQQ 2020-06-30 2020-07-06 $201.00 $171.75 Short 115.0 17.03% 9640.94 35806.94
SQQQ 2020-07-06 2020-07-10 $171.75 $158.25 Short 147.0 8.53% 36872.69 36872.69
SQQQ 2020-07-16 2020-07-22 $165.00 $152.25 Short 178.0 8.37% 8083.19 39346.19
SQQQ 2020-07-22 2020-07-24 $152.25 $171.00 Short 204.0 -10.96% 3682.19 35872.19
SQQQ 2020-07-24 2020-08-03 $171.00 $144.75 Short 185.0 18.13% 10789.19 40655.56
SQQQ 2020-08-03 2020-08-05 $144.75 $140.00 Short 203.0 3.39% 41137.69 41137.69
SQQQ 2020-08-13 2020-08-25 $136.25 $121.40 Short 217.0 12.24% 44361.00 44361.00
SQQQ 2020-09-10 2020-09-14 $118.75 $127.10 Short 268.0 -6.57% 11110.80 42391.60
SQQQ 2020-09-14 2020-09-21 $127.10 $143.40 Short 244.0 -11.37% 38146.00 38146.00
SQQQ 2020-10-13 2020-10-16 $96.25 $100.70 Short 284.0 -4.42% 36882.20 36882.20
SQQQ 2020-10-23 2020-10-27 $108.00 $111.80 Short 261.0 -3.40% 35890.40 35890.40
SQQQ 2020-11-04 2020-11-05 $106.75 $95.45 Short 224.0 11.84% 38421.60 38421.60
SQQQ 2020-11-18 2020-12-01 $96.15 $86.45 Short 311.0 11.22% 41438.30 41438.30
SQQQ 2020-12-10 2020-12-14 $88.40 $85.00 Short 390.0 4.00% 42764.30 42764.30
SQQQ 2020-12-16 2020-12-23 $81.15 $79.05 Short 397.0 2.66% 43598.00 43598.00
SQQQ 2020-12-31 2021-01-05 $76.60 $80.00 Short 440.0 -4.25% 42102.00 42102.00
SQQQ 2021-01-08 2021-01-19 $72.95 $74.80 Short 411.0 -2.47% 10449.25 42002.45
SQQQ 2021-01-19 2021-01-25 $74.80 $64.90 Short 413.0 15.25% 12526.05 45303.60
SQQQ 2021-01-25 2021-01-27 $64.90 $66.45 Short 507.0 -2.33% 44644.50 44644.50
SQQQ 2021-02-03 2021-02-11 $63.55 $60.90 Short 515.0 4.35% 46009.25 46009.25
SQQQ 2021-02-19 2021-02-22 $61.10 $65.25 Short 557.0 -6.36% 43697.70 43697.70
SQQQ 2021-02-23 2021-02-26 $71.05 $71.30 Short 512.0 -0.35% 43569.70 43569.70
SQQQ 2021-03-03 2021-03-05 $69.90 $76.70 Short 508.0 -8.87% 40115.30 40115.30
SQQQ 2021-03-25 2021-04-05 $71.85 $60.75 Short 463.0 18.27% 45254.60 45254.60
SQQQ 2021-04-16 2021-04-23 $52.85 $55.60 Short 640.0 -4.95% 43494.60 43494.60
SQQQ 2021-04-26 2021-05-05 $53.70 $57.20 Short 598.0 -6.12% 41401.60 41401.60
SQQQ 2021-05-06 2021-05-12 $59.10 $63.50 Short 553.0 -6.93% 38968.40 38968.40
SQQQ 2021-06-07 2021-06-16 $54.70 $50.95 Short 529.0 7.36% 40952.15 40952.15
SQQQ 2021-06-22 2021-07-06 $50.05 $43.85 Short 616.0 14.14% 11489.20 44980.08
SQQQ 2021-07-06 2021-07-09 $43.85 $44.30 Short 759.0 -1.02% 44429.80 44429.80
SQQQ 2021-07-12 2021-07-20 $42.65 $45.10 Short 767.0 -5.43% 42550.65 42550.65
SQQQ 2021-07-22 2021-07-30 $42.85 $42.45 Short 738.0 0.94% 42845.85 42845.85
SQQQ 2021-08-04 2021-08-19 $41.00 $43.20 Short 789.0 -5.09% 41110.05 41110.05
SQQQ 2021-08-24 2021-08-25 $38.50 $38.30 Short 783.0 0.52% 41266.65 41266.65
SQQQ 2021-09-15 2021-09-21 $37.85 $40.10 Short 848.0 -5.61% 39358.65 39358.65
SQQQ 2021-09-24 2021-09-27 $39.10 $39.25 Short 771.0 -0.38% 39243.00 39243.00
SQQQ 2021-10-28 2021-10-29 $35.15 $35.35 Short 838.0 -0.58% 39071.21 39071.21
SQQQ 2021-11-01 2021-11-04 $33.85 $31.80 Short 845.0 6.45% 40803.46 40803.46
SQQQ 2021-11-05 2021-11-08 $30.45 $30.85 Short 981.0 -1.30% 40411.06 40411.06
SQQQ 2021-11-12 2021-11-23 $32.36 $30.80 Short 960.0 5.07% 41909.14 41909.14
SQQQ 2021-12-07 2021-12-10 $31.55 $30.50 Short 941.0 3.44% 42897.19 42897.19
SQQQ 2021-12-21 2021-12-22 $33.10 $31.80 Short 955.0 4.09% 44138.69 44138.69
SQQQ 2021-12-23 2021-12-28 $30.50 $28.25 Short 1061.0 7.96% 46525.94 46525.94
SQQQ 2022-01-06 2022-01-07 $33.10 $32.70 Short 1178.0 1.22% 46997.14 46997.14
SQQQ 2022-01-11 2022-01-19 $33.90 $35.51 Short 1025.0 -4.53% 45346.89 45346.89
SQQQ 2022-02-17 2022-02-22 $39.55 $44.49 Short 886.0 -11.10% 6579.28 40885.02
SQQQ 2022-02-22 2022-02-23 $44.49 $43.37 Short 773.0 2.58% 41835.81 41835.81
SQQQ 2022-03-11 2022-03-15 $44.54 $50.13 Short 696.0 -11.15% 9070.29 39955.41
SQQQ 2022-03-15 2022-03-17 $50.13 $42.11 Short 576.0 19.05% 42564.69 42564.69
SQQQ 2022-04-04 2022-04-07 $33.54 $36.31 Short 971.0 -7.63% 8285.32 40370.92
SQQQ 2022-04-07 2022-04-08 $36.31 $36.29 Short 870.0 0.06% 39892.42 39892.42
SQQQ 2022-04-14 2022-04-19 $37.91 $40.69 Short 757.0 -6.83% 8898.06 39861.16
SQQQ 2022-04-19 2022-04-21 $40.69 $38.02 Short 710.0 7.02% 39683.66 39683.66

Signals

Strategy Ratio Size Ticker Date State Type Profit Tick
CtiSQQQ 0.90 0.00 Out EOD
cti  SQQQ