Strategy - CtiTECL


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