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 TECL for all trades.
Trading happens on the next Open from the signal day.
Details
Metrics
| Metric | Measure |
|---|---|
| AccountName | default |
| NoOfTrades | 50.00 |
| NoOfWins | 37.00 |
| NoOfLosses | 13.00 |
| SharpRatio | 1.07 |
| SortinoRatio | 1.29 |
| GrossProfit | $1444077.76 |
| FirstDate | 2009-07-10 |
| LastDate | 2021-09-24 |
| FirstEquity | $10000.00 |
| FinalEquity | $1454077.76 |
| OpenEquity | $1105428.17 |
| LongEquity | $1444077.76 |
| ShortEquity | $0.00 |
| PercentWins | 74.00% |
| AveWin | $44242.72 |
| AveLoss | $-14838.69 |
| AveWinLoss | 2.98 |
| Expectancy | 14.64% |
| AveDrawUp | 98.14% |
| AveDrawDown | -23.00% |
| MaxDrawDown | -41.12% |
| Kelly | 65.28% |
| Thrope | 44.59 |
| APR | 50.36% |
| CalmarRatio | 2.19 |
Trades
| Symbol | Open | Close | Open Price | Close Price | Type | Size | Profit | Balance | Equity |
|---|---|---|---|---|---|---|---|---|---|
| TECL | 2009-07-10 | 2010-02-03 | $0.35 | $0.66 | Long | 21534.0 | 87.47% | 16632.41 | 16632.41 |
| TECL | 2010-03-01 | 2010-05-13 | $0.72 | $0.92 | Long | 18048.0 | 27.88% | 20247.42 | 20247.42 |
| TECL | 2010-05-25 | 2010-05-28 | $0.67 | $0.77 | Long | 21152.0 | 15.29% | 22401.22 | 22401.22 |
| TECL | 2010-06-25 | 2010-08-23 | $0.73 | $0.67 | Long | 22746.0 | -8.86% | 20927.83 | 20927.83 |
| TECL | 2010-09-01 | 2010-09-02 | $0.61 | $0.63 | Long | 27314.0 | 3.78% | 21554.99 | 21554.99 |
| TECL | 2010-09-23 | 2011-03-07 | $0.76 | $1.28 | Long | 21141.0 | 68.77% | 32602.45 | 32602.45 |
| TECL | 2011-03-17 | 2011-03-23 | $1.05 | $1.07 | Long | 23183.0 | 1.91% | 33067.94 | 33067.94 |
| TECL | 2011-04-07 | 2011-04-21 | $1.16 | $1.20 | Long | 21827.0 | 4.00% | 34078.70 | 34078.70 |
| TECL | 2011-05-05 | 2011-05-27 | $1.21 | $1.14 | Long | 21180.0 | -6.09% | 32518.78 | 32518.78 |
| TECL | 2011-06-13 | 2011-06-22 | $0.98 | $0.98 | Long | 24807.0 | 0.53% | 32647.10 | 32647.10 |
| TECL | 2011-07-13 | 2011-08-16 | $1.11 | $0.88 | Long | 22382.0 | -21.25% | 27359.91 | 27359.91 |
| TECL | 2011-09-13 | 2011-12-01 | $0.79 | $0.94 | Long | 28803.0 | 18.52% | 31588.45 | 31588.45 |
| TECL | 2011-12-15 | 2012-04-23 | $0.89 | $1.38 | Long | 26760.0 | 54.20% | 44560.79 | 44560.79 |
| TECL | 2012-05-10 | 2012-05-23 | $1.33 | $1.14 | Long | 26716.0 | -13.77% | 39684.43 | 39684.43 |
| TECL | 2012-06-26 | 2012-10-10 | $1.10 | $1.37 | Long | 26544.0 | 23.82% | 46667.46 | 46667.46 |
| TECL | 2012-11-16 | 2012-11-20 | $1.04 | $1.12 | Long | 33697.0 | 8.06% | 49489.59 | 49489.59 |
| TECL | 2012-12-07 | 2013-06-14 | $1.20 | $1.54 | Long | 32932.0 | 27.86% | 60529.94 | 60529.94 |
| TECL | 2013-06-25 | 2013-06-26 | $1.39 | $1.42 | Long | 34067.0 | 2.50% | 61713.12 | 61713.12 |
| TECL | 2013-06-28 | 2013-07-01 | $1.39 | $1.45 | Long | 33044.0 | 4.26% | 63666.62 | 63666.62 |
| TECL | 2013-07-22 | 2013-08-30 | $1.54 | $1.54 | Long | 31315.0 | 0.02% | 63674.32 | 63674.32 |
| TECL | 2013-09-24 | 2014-10-08 | $1.69 | $2.90 | Long | 28547.0 | 71.75% | 98249.76 | 98249.76 |
| TECL | 2014-10-17 | 2014-10-21 | $2.60 | $2.73 | Long | 30394.0 | 5.04% | 102232.71 | 102232.71 |
| TECL | 2014-11-10 | 2015-01-20 | $3.30 | $3.23 | Long | 23881.0 | -2.12% | 100562.10 | 100562.10 |
| TECL | 2015-02-03 | 2015-03-19 | $3.19 | $3.68 | Long | 25247.0 | 15.54% | 113062.16 | 113062.16 |
| TECL | 2015-04-01 | 2015-06-17 | $3.43 | $3.70 | Long | 24685.0 | 8.04% | 119860.16 | 119860.16 |
| TECL | 2015-07-01 | 2015-07-13 | $3.52 | $3.46 | Long | 26657.0 | -1.76% | 118205.46 | 118205.46 |
| TECL | 2015-07-27 | 2015-08-12 | $3.55 | $3.45 | Long | 24415.0 | -2.62% | 115936.96 | 115936.96 |
| TECL | 2015-08-24 | 2015-08-31 | $2.35 | $3.06 | Long | 27782.0 | 30.45% | 135782.76 | 135782.76 |
| TECL | 2015-09-23 | 2015-12-23 | $2.94 | $3.67 | Long | 35508.0 | 24.75% | 161602.36 | 161602.36 |
| TECL | 2016-01-08 | 2016-01-21 | $3.10 | $2.72 | Long | 39543.0 | -12.15% | 146719.01 | 146719.01 |
| TECL | 2016-02-09 | 2016-05-10 | $2.52 | $3.37 | Long | 43297.0 | 34.10% | 183876.24 | 183876.24 |
| TECL | 2016-06-06 | 2016-06-28 | $3.74 | $3.24 | Long | 37688.0 | -13.16% | 165346.44 | 165346.44 |
| TECL | 2016-07-26 | 2017-07-03 | $4.22 | $7.21 | Long | 30138.0 | 70.89% | 255470.36 | 255470.36 |
| TECL | 2017-07-05 | 2018-02-15 | $6.97 | $12.16 | Long | 27111.0 | 74.49% | 396240.11 | 396240.11 |
| TECL | 2018-03-05 | 2018-04-05 | $12.45 | $11.55 | Long | 25546.0 | -7.27% | 373111.53 | 373111.53 |
| TECL | 2018-04-24 | 2018-07-05 | $11.62 | $13.34 | Long | 24422.0 | 14.80% | 415117.05 | 415117.05 |
| TECL | 2018-07-24 | 2018-10-18 | $15.63 | $13.65 | Long | 21245.0 | -12.65% | 373125.03 | 373125.03 |
| TECL | 2018-10-31 | 2018-11-01 | $12.09 | $12.49 | Long | 25663.0 | 3.24% | 383174.12 | 383174.12 |
| TECL | 2018-11-15 | 2018-11-29 | $10.98 | $11.28 | Long | 25134.0 | 2.71% | 390655.01 | 390655.01 |
| TECL | 2018-12-13 | 2018-12-28 | $10.47 | $8.41 | Long | 28226.0 | -19.71% | 332405.01 | 332405.01 |
| TECL | 2019-01-24 | 2019-05-20 | $9.34 | $13.56 | Long | 27503.0 | 45.22% | 448569.46 | 448569.46 |
| TECL | 2019-05-31 | 2019-06-05 | $12.45 | $13.29 | Long | 26768.0 | 6.75% | 471059.99 | 471059.99 |
| TECL | 2019-06-21 | 2019-08-14 | $15.98 | $15.20 | Long | 22310.0 | -4.86% | 453731.45 | 453731.45 |
| TECL | 2019-09-03 | 2019-10-04 | $15.57 | $16.04 | Long | 21302.0 | 3.01% | 463707.67 | 463707.67 |
| TECL | 2019-10-24 | 2020-03-06 | $17.01 | $19.69 | Long | 21684.0 | 15.77% | 521857.83 | 521857.83 |
| TECL | 2020-04-15 | 2020-09-22 | $14.18 | $28.35 | Long | 27708.0 | 99.86% | 914319.23 | 914319.23 |
| TECL | 2020-10-15 | 2020-11-05 | $32.66 | $32.73 | Long | 19790.0 | 0.20% | 915618.43 | 915618.43 |
| TECL | 2020-11-19 | 2021-03-08 | $31.98 | $38.13 | Long | 21116.0 | 19.22% | 1045443.22 | 1045443.22 |
| TECL | 2021-03-25 | 2021-05-17 | $37.52 | $42.81 | Long | 19703.0 | 14.10% | 1149672.09 | 1149672.09 |
| TECL | 2021-06-08 | 2021-09-24 | $48.00 | $64.33 | Long | 18641.0 | 34.02% | 1454077.76 | 1454077.76 |
Signals
| Strategy | Ratio | Size | Ticker | Date | State | Type | Profit | Tick |
|---|---|---|---|---|---|---|---|---|
| CtiTECL | 0.90 | 0.76 | TECL | 2021-10-26 | Hold | Long | 9.22% | EOD |