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 162.00
NoOfWins 108.00
NoOfLosses 54.00
SharpRatio 1.17
SortinoRatio 1.52
GrossProfit $67071.19
FirstDate 2013-07-19
LastDate 2021-08-25
FirstEquity $10000.00
FinalEquity $77071.19
OpenEquity $59984.68
LongEquity $0.00
ShortEquity $67071.19
PercentWins 66.67%
AveWin $1458.69
AveLoss $-1675.32
AveWinLoss 0.87
Expectancy 1.68%
AveDrawUp 54.34%
AveDrawDown -13.79%
MaxDrawDown -23.20%
Kelly 28.38%
Thrope 85.84
APR 28.67%
CalmarRatio 2.08

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
SQQQ 2013-07-19 2013-08-05 $7604.92 $6978.60 Short 1.0 8.97% 10626.32 10626.32
SQQQ 2013-08-13 2013-08-19 $6997.02 $7343.96 Short 1.0 -4.72% 10279.39 10279.39
SQQQ 2013-08-21 2013-08-27 $7353.17 $7236.50 Short 1.0 1.61% 10396.06 10396.06
SQQQ 2013-09-19 2013-10-01 $6229.47 $6327.71 Short 1.0 -1.55% 10297.81 10297.81
SQQQ 2013-10-04 2013-10-08 $6352.28 $6340.00 Short 1.0 0.19% 10310.09 10310.09
SQQQ 2013-10-11 2013-10-16 $6376.84 $6029.90 Short 1.0 5.75% 10657.03 10657.03
SQQQ 2013-10-31 2013-11-19 $5397.44 $5305.33 Short 1.0 1.74% 10749.13 10749.13
SQQQ 2013-11-27 2013-12-03 $4989.10 $4881.64 Short 1.0 2.20% 10856.59 10856.59
SQQQ 2013-12-06 2013-12-13 $4764.97 $4875.50 Short 1.0 -2.27% 10746.06 10746.06
SQQQ 2013-12-17 2013-12-26 $4878.57 $4464.09 Short 1.0 9.28% 11160.54 11160.54
SQQQ 2014-01-06 2014-01-17 $4605.32 $4350.50 Short 1.0 5.86% 11415.37 11415.37
SQQQ 2014-01-30 2014-02-04 $4662.12 $4852.48 Short 1.0 -3.92% 11225.02 11225.02
SQQQ 2014-02-07 2014-02-10 $4591.51 $4428.02 Short 1.0 3.69% 11388.51 11388.51
SQQQ 2014-02-26 2014-03-17 $3945.99 $4059.59 Short 2.0 -2.80% 11161.31 11161.31
SQQQ 2014-03-19 2014-03-26 $3876.91 $4054.22 Short 2.0 -4.37% 10806.70 10806.70
SQQQ 2014-04-01 2014-04-02 $4167.05 $3957.51 Short 1.0 5.29% 11016.24 11016.24
SQQQ 2014-04-16 2014-04-17 $4451.05 $4418.81 Short 1.0 0.73% 11048.48 11048.48
SQQQ 2014-05-05 2014-05-20 $4238.43 $4037.33 Short 2.0 4.98% 11450.68 11450.68
SQQQ 2014-06-04 2014-06-27 $3681.19 $3385.68 Short 2.0 8.73% 12041.69 12041.69
SQQQ 2014-07-09 2014-08-01 $3236.01 $3181.51 Short 2.0 1.71% 12150.69 12150.69
SQQQ 2014-08-07 2014-08-14 $3167.69 $3007.28 Short 2.0 5.33% 12471.52 12471.52
SQQQ 2014-08-28 2014-09-24 $2765.50 $2764.73 Short 3.0 0.03% 12473.83 12473.83
SQQQ 2014-10-02 2014-10-07 $2894.45 $2861.44 Short 3.0 1.15% 12572.84 12572.84
SQQQ 2014-10-20 2014-10-21 $3260.57 $2996.53 Short 2.0 8.81% 13100.92 13100.92
SQQQ 2014-11-10 2014-11-19 $2468.45 $2330.29 Short 4.0 5.93% 13653.56 13653.56
SQQQ 2014-11-25 2014-12-10 $2243.56 $2243.56 Short 4.0 0.00% 13653.56 13653.56
SQQQ 2014-12-18 2014-12-22 $2324.92 $2234.35 Short 4.0 4.05% 14015.84 14015.84
SQQQ 2015-01-08 2015-01-14 $2348.71 $2466.15 Short 4.0 -4.76% 13546.10 13546.10
SQQQ 2015-02-03 2015-02-11 $2314.94 $2165.27 Short 4.0 6.91% 14144.79 14144.79
SQQQ 2015-02-25 2015-03-11 $1935.00 $2068.56 Short 5.0 -6.46% 13477.02 13477.02
SQQQ 2015-03-13 2015-03-19 $2077.77 $1941.91 Short 4.0 7.00% 14020.45 14020.45
SQQQ 2015-03-31 2015-04-10 $2007.92 $1958.03 Short 5.0 2.55% 14269.90 14269.90
SQQQ 2015-04-22 2015-05-08 $1893.56 $1872.06 Short 5.0 1.15% 14377.36 14377.36
SQQQ 2015-05-11 2015-05-15 $1858.25 $1796.84 Short 5.0 3.42% 14684.38 14684.38
SQQQ 2015-05-29 2015-06-17 $1757.70 $1831.38 Short 6.0 -4.02% 14242.27 14242.27
SQQQ 2015-07-06 2015-07-09 $1898.16 $1876.67 Short 5.0 1.15% 14349.73 14349.73
SQQQ 2015-07-13 2015-07-14 $1819.87 $1765.37 Short 5.0 3.09% 14622.21 14622.21
SQQQ 2015-07-27 2015-07-28 $1720.09 $1706.27 Short 6.0 0.81% 14705.11 14705.11
SQQQ 2015-07-30 2015-08-10 $1678.64 $1685.55 Short 6.0 -0.41% 14663.66 14663.66
SQQQ 2015-08-12 2015-08-18 $1760.00 $1671.73 Short 6.0 5.28% 15193.27 15193.27
SQQQ 2015-09-23 2015-09-28 $1881.27 $1985.28 Short 6.0 -5.24% 14569.25 14569.25
SQQQ 2015-10-02 2015-10-06 $2067.79 $1811.43 Short 5.0 14.15% 15851.06 15851.06
SQQQ 2015-10-22 2015-11-13 $1646.40 $1498.27 Short 7.0 9.89% 16888.03 16888.03
SQQQ 2015-11-19 2015-11-23 $1408.46 $1376.99 Short 8.0 2.29% 17139.79 17139.79
SQQQ 2015-12-07 2015-12-10 $1343.99 $1416.14 Short 9.0 -5.09% 16490.44 16490.44
SQQQ 2015-12-17 2015-12-18 $1360.11 $1452.98 Short 8.0 -6.39% 15747.44 15747.44
SQQQ 2015-12-21 2015-12-22 $1479.84 $1449.14 Short 8.0 2.12% 15993.06 15993.06
SQQQ 2016-01-13 2016-01-19 $1670.96 $1833.69 Short 7.0 -8.87% 14854.01 14854.01
SQQQ 2016-02-16 2016-02-18 $1933.47 $1745.42 Short 5.0 10.77% 15794.26 15794.26
SQQQ 2016-03-07 2016-03-10 $1611.10 $1599.58 Short 7.0 0.72% 15874.86 15874.86
SQQQ 2016-03-11 2016-03-22 $1580.39 $1499.80 Short 7.0 5.37% 16439.01 16439.01
SQQQ 2016-03-28 2016-04-08 $1486.75 $1390.04 Short 8.0 6.96% 17212.70 17212.70
SQQQ 2016-04-11 2016-05-10 $1400.79 $1522.06 Short 9.0 -7.97% 16121.24 16121.24
SQQQ 2016-06-07 2016-06-13 $1340.15 $1424.58 Short 9.0 -5.93% 15361.36 15361.36
SQQQ 2016-06-17 2016-06-24 $1440.70 $1548.16 Short 7.0 -6.94% 14609.16 14609.16
SQQQ 2016-07-27 2016-08-01 $1159.77 $1142.89 Short 9.0 1.48% 14761.14 14761.14
SQQQ 2016-08-03 2016-08-25 $1157.47 $1106.81 Short 9.0 4.58% 15217.06 15217.06
SQQQ 2016-08-29 2016-09-07 $1096.83 $1064.60 Short 10.0 3.03% 15539.44 15539.44
SQQQ 2016-09-30 2016-10-12 $1040.80 $1053.85 Short 11.0 -1.24% 15395.90 15395.90
SQQQ 2016-10-18 2016-10-24 $1035.43 $1017.01 Short 11.0 1.81% 15598.54 15598.54
SQQQ 2016-11-08 2016-11-10 $1083.79 $1028.52 Short 10.0 5.37% 16151.18 16151.18
SQQQ 2016-12-01 2016-12-14 $1042.34 $959.44 Short 12.0 8.64% 17145.93 17145.93
SQQQ 2016-12-27 2016-12-30 $955.60 $967.89 Short 13.0 -1.27% 16986.28 16986.28
SQQQ 2017-01-04 2017-01-11 $971.72 $901.88 Short 13.0 7.74% 17894.29 17894.29
SQQQ 2017-01-23 2017-01-24 $891.51 $881.73 Short 15.0 1.11% 18041.09 18041.09
SQQQ 2017-01-25 2017-02-14 $853.71 $790.20 Short 15.0 8.04% 18993.81 18993.81
SQQQ 2017-02-27 2017-03-20 $756.23 $723.42 Short 18.0 4.54% 19584.45 19584.45
SQQQ 2017-03-22 2017-03-24 $752.78 $737.43 Short 21.0 2.08% 19906.82 19906.82
SQQQ 2017-03-27 2017-04-03 $755.85 $709.22 Short 20.0 6.57% 20839.40 20839.40
SQQQ 2017-04-11 2017-04-12 $719.39 $726.49 Short 22.0 -0.98% 20683.20 20683.20
SQQQ 2017-04-18 2017-04-24 $733.21 $684.85 Short 21.0 7.06% 21698.67 21698.67
SQQQ 2017-05-08 2017-05-17 $632.46 $619.80 Short 26.0 2.04% 22027.95 22027.95
SQQQ 2017-05-23 2017-06-01 $605.41 $578.16 Short 27.0 4.71% 22763.65 22763.65
SQQQ 2017-06-12 2017-06-23 $610.21 $582.96 Short 31.0 4.67% 23608.35 23608.35
SQQQ 2017-07-05 2017-07-12 $631.89 $582.57 Short 29.0 8.47% 25038.49 25038.49
SQQQ 2017-07-28 2017-08-11 $547.46 $569.14 Short 36.0 -3.81% 24257.89 24257.89
SQQQ 2017-09-13 2017-10-03 $512.34 $511.19 Short 36.0 0.23% 24299.34 24299.34
SQQQ 2017-10-19 2017-11-02 $488.16 $449.59 Short 38.0 8.58% 25764.98 25764.98
SQQQ 2017-11-10 2017-11-13 $437.31 $439.04 Short 45.0 -0.39% 25687.27 25687.27
SQQQ 2017-11-14 2017-11-16 $437.51 $436.74 Short 44.0 0.18% 25721.04 25721.04
SQQQ 2017-11-17 2017-11-29 $426.57 $411.60 Short 45.0 3.64% 26394.57 26394.57
SQQQ 2017-11-30 2017-12-14 $426.38 $412.18 Short 49.0 3.45% 27090.36 27090.36
SQQQ 2017-12-27 2018-01-09 $407.38 $360.88 Short 50.0 12.89% 29415.51 29415.51
SQQQ 2018-01-23 2018-01-30 $324.95 $325.14 Short 66.0 -0.06% 29402.83 29402.83
SQQQ 2018-02-02 2018-02-05 $332.25 $357.61 Short 68.0 -7.09% 27677.99 27677.99
SQQQ 2018-02-12 2018-02-15 $386.25 $341.09 Short 52.0 13.24% 30026.20 30026.20
SQQQ 2018-03-06 2018-03-15 $312.65 $294.39 Short 69.0 6.20% 31285.82 31285.82
SQQQ 2018-03-19 2018-03-23 $307.07 $343.55 Short 81.0 -10.62% 28331.49 28331.49
SQQQ 2018-03-29 2018-04-04 $366.85 $392.27 Short 59.0 -6.48% 26831.74 26831.74
SQQQ 2018-04-26 2018-05-07 $342.39 $311.97 Short 57.0 9.75% 28566.04 28566.04
SQQQ 2018-05-18 2018-05-30 $299.83 $290.40 Short 73.0 3.25% 29254.87 29254.87
SQQQ 2018-06-13 2018-06-22 $259.20 $256.74 Short 85.0 0.96% 29464.42 29464.42
SQQQ 2018-06-25 2018-06-26 $267.94 $275.86 Short 87.0 -2.87% 28775.35 28775.35
SQQQ 2018-07-02 2018-07-06 $285.33 $269.49 Short 79.0 5.88% 30026.77 30026.77
SQQQ 2018-07-23 2018-08-09 $245.92 $231.82 Short 95.0 6.08% 31366.47 31366.47
SQQQ 2018-08-17 2018-08-28 $241.86 $221.19 Short 101.0 9.34% 33454.17 33454.17
SQQQ 2018-09-07 2018-09-10 $237.22 $231.04 Short 113.0 2.68% 34152.71 34152.71
SQQQ 2018-09-11 2018-09-20 $235.68 $224.09 Short 113.0 5.17% 35462.47 35462.47
SQQQ 2018-10-05 2018-10-08 $228.70 $240.16 Short 124.0 -4.77% 34040.91 34040.91
SQQQ 2018-10-17 2018-10-18 $239.78 $246.58 Short 100.0 -2.76% 33360.83 33360.83
SQQQ 2018-10-31 2018-11-01 $275.72 $267.37 Short 83.0 3.12% 34054.32 34054.32
SQQQ 2018-11-19 2018-11-23 $280.78 $320.22 Short 92.0 -12.32% 30425.42 30425.42
SQQQ 2018-11-27 2018-11-28 $301.95 $287.96 Short 76.0 4.86% 31488.67 31488.67
SQQQ 2018-12-12 2018-12-18 $274.75 $313.22 Short 87.0 -12.28% 28141.52 28141.52
SQQQ 2019-01-18 2019-01-22 $262.31 $266.02 Short 77.0 -1.40% 27855.56 27855.56
SQQQ 2019-01-23 2019-02-06 $271.50 $232.79 Short 80.0 16.62% 30951.67 30951.67
SQQQ 2019-02-08 2019-02-25 $251.17 $220.28 Short 98.0 14.02% 33978.19 33978.19
SQQQ 2019-03-07 2019-03-08 $225.17 $239.64 Short 118.0 -6.04% 32271.42 32271.42
SQQQ 2019-03-11 2019-03-19 $230.06 $201.72 Short 103.0 14.05% 35190.64 35190.64
SQQQ 2019-03-27 2019-04-08 $200.53 $184.85 Short 134.0 8.48% 37291.98 37291.98
SQQQ 2019-04-22 2019-04-25 $178.58 $166.03 Short 161.0 7.56% 39311.78 39311.78
SQQQ 2019-04-30 2019-05-03 $170.54 $170.34 Short 179.0 0.12% 39346.87 39346.87
SQQQ 2019-05-06 2019-05-08 $176.61 $180.73 Short 176.0 -2.28% 38622.37 38622.37
SQQQ 2019-05-13 2019-05-20 $197.00 $195.24 Short 158.0 0.90% 38901.11 38901.11
SQQQ 2019-05-31 2019-06-03 $215.23 $219.69 Short 142.0 -2.03% 38267.87 38267.87
SQQQ 2019-06-04 2019-06-05 $224.79 $206.90 Short 133.0 8.65% 40646.83 40646.83
SQQQ 2019-06-25 2019-07-11 $169.92 $157.28 Short 184.0 8.03% 42970.78 42970.78
SQQQ 2019-07-18 2019-08-01 $161.38 $160.79 Short 209.0 0.37% 43094.51 43094.51
SQQQ 2019-08-09 2019-08-13 $169.72 $178.20 Short 187.0 -4.76% 41507.65 41507.65
SQQQ 2019-08-30 2019-09-06 $162.51 $154.18 Short 190.0 5.41% 43091.85 43091.85
SQQQ 2019-09-18 2019-09-25 $154.03 $164.15 Short 212.0 -6.17% 40945.85 40945.85
SQQQ 2019-09-27 2019-10-02 $159.24 $168.62 Short 197.0 -5.56% 39098.25 39098.25
SQQQ 2019-10-24 2019-11-04 $148.62 $134.28 Short 194.0 10.68% 41880.39 41880.39
SQQQ 2019-11-07 2019-11-20 $133.19 $129.37 Short 237.0 2.95% 42785.95 42785.95
SQQQ 2019-11-21 2019-12-03 $131.15 $134.18 Short 253.0 -2.26% 42020.12 42020.12
SQQQ 2019-12-06 2019-12-16 $126.69 $119.04 Short 249.0 6.42% 43922.95 43922.95
SQQQ 2020-01-02 2020-01-21 $108.89 $96.93 Short 296.0 12.35% 47464.97 47464.97
SQQQ 2020-01-22 2020-01-27 $94.78 $103.46 Short 374.0 -8.39% 44220.31 44220.31
SQQQ 2020-01-31 2020-02-04 $95.58 $92.94 Short 339.0 2.84% 45116.14 45116.14
SQQQ 2020-02-05 2020-02-10 $86.96 $89.10 Short 371.0 -2.41% 44320.73 44320.73
SQQQ 2020-04-08 2020-04-17 $82.05 $62.15 Short 439.0 32.02% 53056.83 53056.83
SQQQ 2020-04-24 2020-05-04 $65.85 $64.10 Short 624.0 2.73% 54148.83 54148.83
SQQQ 2020-05-07 2020-05-14 $55.50 $58.05 Short 721.0 -4.39% 52310.28 52310.28
SQQQ 2020-05-19 2020-05-28 $50.90 $49.65 Short 771.0 2.52% 53274.03 53274.03
SQQQ 2020-05-29 2020-06-08 $48.85 $43.30 Short 820.0 12.82% 57825.03 57825.03
SQQQ 2020-06-18 2020-06-26 $40.50 $38.90 Short 1107.0 4.11% 59596.23 59596.23
SQQQ 2020-06-30 2020-07-10 $40.20 $31.65 Short 1095.0 27.01% 68958.48 68958.48
SQQQ 2020-07-16 2020-08-05 $33.00 $28.00 Short 1666.0 17.86% 77288.48 77288.48
SQQQ 2020-08-13 2020-08-25 $27.25 $24.28 Short 2042.0 12.24% 83354.85 83354.85
SQQQ 2020-09-10 2020-09-21 $23.75 $28.68 Short 2522.0 -17.19% 70921.39 70921.39
SQQQ 2020-10-13 2020-10-16 $19.25 $20.14 Short 2645.0 -4.42% 68567.34 68567.34
SQQQ 2020-10-23 2020-10-27 $21.60 $22.36 Short 2432.0 -3.40% 66719.02 66719.02
SQQQ 2020-11-04 2020-11-05 $21.35 $19.09 Short 2090.0 11.84% 71442.42 71442.42
SQQQ 2020-11-18 2020-12-01 $19.23 $17.29 Short 2893.0 11.22% 77054.84 77054.84
SQQQ 2020-12-10 2020-12-14 $17.68 $17.00 Short 3631.0 4.00% 79523.92 79523.92
SQQQ 2020-12-16 2020-12-23 $16.23 $15.81 Short 3698.0 2.66% 81077.08 81077.08
SQQQ 2020-12-31 2021-01-05 $15.32 $16.00 Short 4096.0 -4.25% 78291.80 78291.80
SQQQ 2021-01-08 2021-01-27 $14.59 $13.29 Short 3824.0 9.78% 83263.00 83263.00
SQQQ 2021-02-03 2021-02-11 $12.71 $12.18 Short 4810.0 4.35% 85812.30 85812.30
SQQQ 2021-02-19 2021-02-22 $12.22 $13.05 Short 5197.0 -6.36% 81498.79 81498.79
SQQQ 2021-02-23 2021-02-26 $14.21 $14.26 Short 4777.0 -0.35% 81259.94 81259.94
SQQQ 2021-03-03 2021-03-05 $13.98 $15.34 Short 4738.0 -8.87% 74816.26 74816.26
SQQQ 2021-03-25 2021-04-05 $14.37 $12.15 Short 4322.0 18.27% 84411.10 84411.10
SQQQ 2021-04-16 2021-04-23 $10.57 $11.12 Short 5973.0 -4.95% 81125.95 81125.95
SQQQ 2021-04-26 2021-05-05 $10.74 $11.44 Short 5581.0 -6.12% 77219.25 77219.25
SQQQ 2021-05-06 2021-05-12 $11.82 $12.70 Short 5163.0 -6.93% 72675.81 72675.81
SQQQ 2021-06-07 2021-06-16 $10.94 $10.19 Short 4933.0 7.36% 76375.56 76375.56
SQQQ 2021-06-22 2021-07-09 $10.01 $8.86 Short 5745.0 12.98% 82982.31 82982.31
SQQQ 2021-07-12 2021-07-20 $8.53 $9.02 Short 7164.0 -5.43% 79471.95 79471.95
SQQQ 2021-07-22 2021-07-30 $8.57 $8.49 Short 6896.0 0.94% 80023.63 80023.63
SQQQ 2021-08-04 2021-08-19 $8.20 $8.64 Short 7375.0 -5.09% 76778.63 76778.63
SQQQ 2021-08-24 2021-08-25 $7.70 $7.66 Short 7314.0 0.52% 77071.19 77071.19

Signals

Strategy Ratio Size Ticker Date State Type Profit Tick
CtiSQQQ 0.90 0.78 SQQQ 2021-09-14 Hold Short 1.98% EOD
cti  SQQQ