Strategy - CtiTMF


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 TMF for all trades.

Trading happens on the next Open from the signal day.

Details

Metrics

Metric Measure
AccountName default
NoOfTrades 344.00
NoOfWins 196.00
NoOfLosses 148.00
SharpRatio 0.76
SortinoRatio 1.06
GrossProfit $73762.69
FirstDate 2009-10-14
LastDate 2022-09-15
FirstEquity $10000.00
FinalEquity $83762.69
OpenEquity $0.00
LongEquity $73762.69
ShortEquity $0.00
PercentWins 56.98%
AveWin 3.44%
AveLoss -2.58%
AveWinLoss 1.33
Expectancy 0.85%
AveDrawUp 60.27%
AveDrawDown -14.32%
MaxDrawDown -31.82%
Kelly 24.73%
Thrope 56.16
APR 17.88%
CalmarRatio 1.25

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
TMF 2009-10-14 2009-10-19 $8.29 $8.42 Long 937.0 1.59% 10123.49 10123.49
TMF 2009-10-21 2009-10-23 $8.54 $8.16 Long 946.0 -4.51% 9758.77 9758.77
TMF 2009-10-26 2009-10-27 $8.05 $7.87 Long 969.0 -2.17% 9589.13 9589.13
TMF 2009-10-28 2009-11-03 $8.23 $8.29 Long 986.0 0.66% 9642.81 9642.81
TMF 2009-11-04 2009-11-05 $7.83 $7.65 Long 942.0 -2.31% 9472.51 9472.51
TMF 2009-11-11 2009-11-16 $7.85 $8.09 Long 967.0 3.01% 9700.76 9700.76
TMF 2009-12-14 2009-12-17 $7.47 $7.49 Long 1073.0 0.35% 9728.93 9728.93
TMF 2009-12-21 2009-12-23 $7.38 $7.09 Long 1025.0 -3.99% 9427.50 9427.50
TMF 2009-12-24 2009-12-28 $6.93 $6.72 Long 1077.0 -2.96% 9206.41 9206.41
TMF 2009-12-29 2010-01-06 $6.75 $6.96 Long 1109.0 3.17% 9443.86 9443.86
TMF 2010-02-11 2010-02-12 $6.94 $6.95 Long 1063.0 0.03% 9446.21 9446.21
TMF 2010-02-17 2010-02-19 $6.86 $6.70 Long 1121.0 -2.29% 9270.52 9270.52
TMF 2010-02-22 2010-02-23 $6.66 $6.72 Long 1120.0 0.82% 9331.63 9331.63
TMF 2010-02-24 2010-02-26 $6.99 $7.23 Long 1125.0 3.41% 9599.83 9599.83
TMF 2010-03-15 2010-03-17 $7.01 $7.23 Long 1132.0 3.15% 9849.70 9849.70
TMF 2010-03-29 2010-04-05 $6.62 $6.49 Long 1219.0 -1.98% 9690.17 9690.17
TMF 2010-04-07 2010-04-08 $6.38 $6.70 Long 1216.0 5.05% 10081.59 10081.59
TMF 2010-05-13 2010-05-17 $7.75 $8.13 Long 1056.0 4.98% 10489.15 10489.15
TMF 2010-05-19 2010-06-01 $8.48 $8.93 Long 1028.0 5.31% 1937.16 10788.49
TMF 2010-06-01 2010-06-03 $8.93 $8.29 Long 1010.0 -7.08% 10313.55 10313.55
TMF 2010-06-07 2010-06-08 $8.92 $9.03 Long 955.0 1.27% 10421.59 10421.59
TMF 2010-06-14 2010-06-18 $8.59 $8.99 Long 959.0 4.68% 10806.60 10806.60
TMF 2010-06-21 2010-07-13 $8.57 $9.31 Long 973.0 8.60% 11523.98 11523.98
TMF 2010-07-14 2010-07-19 $9.29 $9.83 Long 1002.0 5.83% 12066.95 12066.95
TMF 2010-07-21 2010-07-30 $9.75 $9.65 Long 994.0 -0.98% 1934.17 12055.13
TMF 2010-07-30 2010-08-04 $9.65 $9.51 Long 1040.0 -1.43% 11827.84 11827.84
TMF 2010-08-06 2010-08-09 $9.58 $9.55 Long 1014.0 -0.35% 11793.93 11793.93
TMF 2010-08-31 2010-09-03 $12.18 $10.30 Long 832.0 -15.48% 10224.30 10224.30
TMF 2010-09-07 2010-09-08 $11.08 $11.07 Long 804.0 -0.10% 10215.33 10215.33
TMF 2010-09-14 2010-09-17 $10.40 $10.02 Long 829.0 -3.60% 9904.76 9904.76
TMF 2010-09-21 2010-09-23 $10.28 $11.15 Long 789.0 8.42% 10587.51 10587.51
TMF 2010-10-13 2010-10-18 $10.25 $9.90 Long 785.0 -3.44% 10310.31 10310.31
TMF 2010-10-20 2010-10-22 $9.95 $9.68 Long 858.0 -2.67% 10082.12 10082.12
TMF 2010-10-25 2010-10-26 $10.16 $9.81 Long 843.0 -3.50% 9782.56 9782.56
TMF 2010-10-27 2010-11-02 $9.44 $9.75 Long 807.0 3.27% 10031.45 10031.45
TMF 2010-11-04 2010-11-05 $9.37 $9.13 Long 802.0 -2.55% 9839.67 9839.67
TMF 2010-11-12 2010-11-16 $8.51 $8.16 Long 927.0 -4.12% 9514.40 9514.40
TMF 2010-12-14 2010-12-17 $7.55 $7.42 Long 1000.0 -1.74% 9383.12 9383.12
TMF 2011-02-09 2011-02-14 $6.72 $6.85 Long 1106.0 1.92% 9525.74 9525.74
TMF 2011-03-15 2011-03-16 $7.72 $7.86 Long 1041.0 1.87% 9675.69 9675.69
TMF 2011-03-25 2011-03-28 $7.73 $7.54 Long 1016.0 -2.44% 9484.49 9484.49
TMF 2011-03-29 2011-04-04 $7.50 $7.66 Long 1019.0 2.04% 9640.74 9640.74
TMF 2011-04-05 2011-04-06 $7.64 $7.55 Long 1020.0 -1.19% 9548.32 9548.32
TMF 2011-04-12 2011-04-15 $7.25 $7.65 Long 1095.0 5.51% 9985.90 9985.90
TMF 2011-05-16 2011-05-17 $8.43 $8.71 Long 970.0 3.25% 10251.82 10251.82
TMF 2011-05-19 2011-07-05 $8.27 $8.27 Long 946.0 0.03% 10254.02 10254.02
TMF 2011-07-06 2011-07-07 $8.32 $8.21 Long 1003.0 -1.28% 10146.83 10146.83
TMF 2011-07-25 2011-07-26 $8.47 $8.56 Long 947.0 1.07% 10232.63 10232.63
TMF 2011-07-27 2011-08-01 $8.58 $9.22 Long 968.0 7.45% 10851.11 10851.11
TMF 2011-08-16 2011-08-18 $11.14 $12.92 Long 782.0 15.97% 12242.81 12242.81
TMF 2011-08-22 2011-08-24 $13.03 $12.63 Long 756.0 -3.10% 11937.19 11937.19
TMF 2011-08-25 2011-08-26 $11.71 $12.39 Long 765.0 5.73% 12450.84 12450.84
TMF 2011-08-29 2011-09-02 $11.70 $13.37 Long 814.0 14.30% 13812.50 13812.50
TMF 2011-09-07 2011-09-08 $13.66 $13.67 Long 772.0 0.10% 13823.26 13823.26
TMF 2011-09-14 2011-09-19 $13.52 $14.32 Long 795.0 5.93% 14460.49 14460.49
TMF 2011-09-21 2011-09-23 $14.48 $17.83 Long 814.0 23.17% 17191.37 17191.37
TMF 2011-09-26 2011-10-10 $16.54 $15.23 Long 780.0 -7.87% 16176.54 16176.54
TMF 2011-10-13 2011-10-18 $14.49 $14.87 Long 911.0 2.60% 16519.42 16519.42
TMF 2011-10-20 2011-10-24 $14.23 $14.05 Long 937.0 -1.31% 16345.26 16345.26
TMF 2011-10-25 2011-10-26 $13.80 $14.54 Long 942.0 5.39% 17045.61 17045.61
TMF 2011-10-27 2011-11-02 $13.46 $14.92 Long 949.0 10.86% 18432.45 18432.45
TMF 2011-12-06 2011-12-07 $15.39 $15.18 Long 992.0 -1.31% 18231.94 18231.94
TMF 2011-12-13 2011-12-20 $15.15 $17.26 Long 960.0 13.97% 20263.09 20263.09
TMF 2011-12-23 2011-12-27 $15.55 $15.45 Long 1018.0 -0.62% 20165.41 20165.41
TMF 2011-12-28 2012-01-04 $15.77 $15.94 Long 1057.0 1.13% 20353.42 20353.42
TMF 2012-01-05 2012-01-06 $15.49 $15.32 Long 1034.0 -1.12% 20174.34 20174.34
TMF 2012-01-12 2012-01-20 $16.19 $15.28 Long 1032.0 -5.65% 19229.93 19229.93
TMF 2012-01-25 2012-01-26 $14.63 $14.88 Long 1047.0 1.65% 19482.33 19482.33
TMF 2012-01-27 2012-02-02 $15.29 $15.82 Long 1060.0 3.43% 20038.05 20038.05
TMF 2012-02-10 2012-02-15 $14.94 $15.26 Long 1111.0 2.13% 20391.69 20391.69
TMF 2012-03-14 2012-03-19 $13.45 $12.94 Long 1147.0 -3.83% 19801.09 19801.09
TMF 2012-03-21 2012-03-23 $12.76 $13.39 Long 1272.0 4.92% 20599.63 20599.63
TMF 2012-05-02 2012-05-03 $15.17 $14.95 Long 1092.0 -1.45% 20359.18 20359.18
TMF 2012-05-07 2012-06-08 $15.61 $19.10 Long 1079.0 22.33% 24120.12 24120.12
TMF 2012-06-13 2012-06-18 $18.27 $19.26 Long 1066.0 5.45% 25181.37 25181.37
TMF 2012-06-20 2012-07-03 $18.11 $18.78 Long 1080.0 3.71% 25907.44 25907.44
TMF 2012-07-06 2012-07-09 $19.09 $19.43 Long 1133.0 1.77% 26289.62 26289.62
TMF 2012-07-30 2012-08-02 $19.82 $20.53 Long 1037.0 3.55% 27019.77 27019.77
TMF 2012-08-03 2012-08-06 $19.66 $19.58 Long 1066.0 -0.43% 26929.88 26929.88
TMF 2012-08-08 2012-08-09 $18.90 $18.27 Long 1159.0 -3.32% 26202.28 26202.28
TMF 2012-08-15 2012-08-20 $17.50 $16.85 Long 1185.0 -3.67% 25441.70 25441.70
TMF 2012-08-22 2012-08-24 $17.66 $18.53 Long 1224.0 4.89% 26499.69 26499.69
TMF 2012-09-14 2012-09-17 $16.14 $15.75 Long 1245.0 -2.42% 26012.66 26012.66
TMF 2012-09-19 2012-09-21 $16.74 $16.49 Long 1278.0 -1.48% 25695.33 25695.33
TMF 2012-10-11 2012-10-16 $17.07 $17.44 Long 1234.0 2.18% 26154.97 26154.97
TMF 2012-10-23 2012-10-24 $17.08 $16.99 Long 1259.0 -0.55% 26037.00 26037.00
TMF 2012-10-25 2012-10-31 $16.43 $17.29 Long 1241.0 5.20% 27098.05 27098.05
TMF 2012-11-26 2012-11-27 $18.42 $18.31 Long 1215.0 -0.61% 26961.44 26961.44
TMF 2012-11-28 2012-12-04 $18.77 $18.45 Long 1192.0 -1.71% 26578.91 26578.91
TMF 2012-12-05 2012-12-11 $18.61 $18.12 Long 1166.0 -2.66% 26002.60 26002.60
TMF 2012-12-12 2012-12-17 $17.91 $17.76 Long 1162.0 -0.86% 25822.95 25822.95
TMF 2012-12-19 2012-12-21 $16.68 $17.24 Long 1238.0 3.35% 26513.86 26513.86
TMF 2012-12-24 2012-12-26 $17.12 $17.16 Long 1246.0 0.25% 26566.45 26566.45
TMF 2012-12-27 2012-12-28 $17.18 $17.71 Long 1253.0 3.10% 27234.12 27234.12
TMF 2013-02-04 2013-02-05 $15.03 $14.88 Long 1424.0 -0.97% 27027.10 27027.10
TMF 2013-03-12 2013-03-15 $14.53 $14.55 Long 1509.0 0.10% 27048.33 27048.33
TMF 2013-03-19 2013-03-20 $15.11 $15.06 Long 1448.0 -0.34% 26973.57 26973.57
TMF 2013-04-19 2013-05-08 $17.67 $16.57 Long 1240.0 -6.22% 25611.65 25611.65
TMF 2013-05-14 2013-05-17 $15.78 $15.61 Long 1332.0 -1.04% 25392.83 25392.83
TMF 2013-05-21 2013-05-23 $15.20 $15.26 Long 1329.0 0.42% 25477.04 25477.04
TMF 2013-05-24 2013-05-28 $15.21 $14.84 Long 1352.0 -2.44% 24975.72 24975.72
TMF 2013-05-29 2013-06-04 $14.26 $14.14 Long 1363.0 -0.86% 24809.38 24809.38
TMF 2013-08-07 2013-08-08 $11.40 $11.63 Long 1797.0 2.02% 25223.51 25223.51
TMF 2013-08-21 2013-08-23 $10.30 $10.37 Long 1975.0 0.69% 25362.83 25362.83
TMF 2013-09-12 2013-09-13 $10.65 $10.55 Long 1979.0 -0.99% 25153.42 25153.42
TMF 2013-10-08 2013-10-09 $11.39 $11.36 Long 1777.0 -0.27% 25099.00 25099.00
TMF 2013-10-15 2013-10-18 $11.13 $11.75 Long 1814.0 5.61% 26231.37 26231.37
TMF 2013-10-22 2013-10-23 $11.87 $12.06 Long 1818.0 1.53% 26561.12 26561.12
TMF 2013-10-31 2013-11-04 $11.99 $11.62 Long 1791.0 -3.10% 25894.53 25894.53
TMF 2013-11-05 2013-11-06 $11.40 $11.10 Long 1805.0 -2.58% 25363.05 25363.05
TMF 2013-11-12 2013-11-15 $10.54 $11.01 Long 1934.0 4.45% 26269.64 26269.64
TMF 2013-11-19 2013-11-20 $11.09 $10.92 Long 1928.0 -1.53% 25942.65 25942.65
TMF 2014-02-11 2014-02-14 $11.82 $11.80 Long 1781.0 -0.16% 25909.08 25909.08
TMF 2014-02-19 2014-02-21 $11.95 $11.58 Long 1776.0 -3.09% 25253.10 25253.10
TMF 2014-02-24 2014-02-25 $11.83 $11.89 Long 1766.0 0.48% 25352.94 25352.94
TMF 2014-02-26 2014-03-11 $12.02 $11.64 Long 1727.0 -3.17% 24693.91 24693.91
TMF 2014-03-13 2014-03-18 $11.89 $12.19 Long 1673.0 2.52% 25194.40 25194.40
TMF 2014-04-04 2014-04-07 $12.34 $12.60 Long 1671.0 2.06% 25619.52 25619.52
TMF 2014-04-11 2014-04-21 $13.27 $13.18 Long 1634.0 -0.67% 25473.25 25473.25
TMF 2014-04-22 2014-04-23 $12.94 $13.28 Long 1564.0 2.57% 25992.72 25992.72
TMF 2014-04-24 2014-04-25 $13.24 $13.60 Long 1585.0 2.74% 26567.70 26567.70
TMF 2014-04-28 2014-05-02 $13.44 $13.71 Long 1582.0 2.00% 26992.53 26992.53
TMF 2014-05-06 2014-06-06 $13.92 $13.97 Long 1543.0 0.34% 27065.23 27065.23
TMF 2014-06-12 2014-06-17 $13.67 $13.94 Long 1607.0 1.98% 27500.55 27500.55
TMF 2014-06-20 2014-07-09 $13.53 $14.22 Long 1577.0 5.10% 28588.99 28588.99
TMF 2014-07-31 2014-08-04 $14.54 $15.03 Long 1526.0 3.39% 29340.27 29340.27
TMF 2014-08-06 2014-08-07 $15.38 $15.15 Long 1601.0 -1.47% 28978.22 28978.22
TMF 2014-08-13 2014-09-08 $15.17 $15.81 Long 1526.0 4.21% 29952.38 29952.38
TMF 2014-09-12 2014-09-17 $14.72 $14.65 Long 1579.0 -0.48% 29840.79 29840.79
TMF 2014-09-19 2014-09-23 $14.70 $15.18 Long 1665.0 3.30% 30648.74 30648.74
TMF 2014-09-24 2014-10-24 $15.34 $17.30 Long 1635.0 12.84% 33868.53 33868.53
TMF 2014-10-27 2014-10-28 $17.27 $17.08 Long 1585.0 -1.13% 33558.64 33558.64
TMF 2014-10-29 2014-11-05 $16.89 $16.97 Long 1591.0 0.47% 33686.06 33686.06
TMF 2014-11-11 2014-11-14 $16.79 $16.91 Long 1583.0 0.70% 33872.51 33872.51
TMF 2014-11-18 2014-11-20 $17.13 $17.37 Long 1583.0 1.44% 34264.05 34264.05
TMF 2014-11-21 2014-11-24 $17.23 $17.27 Long 1597.0 0.22% 34324.24 34324.24
TMF 2014-12-22 2014-12-23 $19.93 $19.95 Long 1424.0 0.09% 34351.07 34351.07
TMF 2014-12-24 2014-12-26 $18.88 $19.59 Long 1394.0 3.75% 35339.47 35339.47
TMF 2014-12-29 2015-01-05 $19.79 $21.24 Long 1461.0 7.31% 37452.58 37452.58
TMF 2015-01-06 2015-01-07 $22.63 $22.57 Long 1428.0 -0.24% 37375.21 37375.21
TMF 2015-01-13 2015-01-20 $22.93 $24.35 Long 1331.0 6.20% 39265.81 39265.81
TMF 2015-01-21 2015-01-23 $24.91 $24.36 Long 1306.0 -2.18% 38558.23 38558.23
TMF 2015-01-26 2015-02-06 $24.70 $23.25 Long 1281.0 -5.86% 36705.46 36705.46
TMF 2015-02-10 2015-02-13 $22.22 $21.90 Long 1282.0 -1.44% 36294.76 36294.76
TMF 2015-02-18 2015-02-20 $20.52 $20.63 Long 1400.0 0.50% 36439.86 36439.86
TMF 2015-02-23 2015-02-24 $20.71 $20.90 Long 1430.0 0.92% 36712.71 36712.71
TMF 2015-02-25 2015-02-27 $21.81 $21.56 Long 1422.0 -1.14% 36357.65 36357.65
TMF 2015-04-07 2015-04-08 $22.25 $22.68 Long 1286.0 1.94% 36912.01 36912.01
TMF 2015-04-14 2015-04-17 $22.77 $21.97 Long 1366.0 -3.53% 35814.75 35814.75
TMF 2015-04-21 2015-04-23 $22.23 $20.99 Long 1284.0 -5.59% 34217.76 34217.76
TMF 2015-04-24 2015-04-27 $21.37 $21.57 Long 1320.0 0.94% 34482.06 34482.06
TMF 2015-04-28 2015-05-04 $21.11 $19.36 Long 1294.0 -8.29% 32217.28 32217.28
TMF 2015-05-05 2015-05-06 $18.71 $18.33 Long 1347.0 -2.05% 31700.08 31700.08
TMF 2015-05-12 2015-05-15 $17.01 $17.50 Long 1416.0 2.89% 32397.21 32397.21
TMF 2015-08-13 2015-08-26 $18.97 $18.56 Long 1346.0 -2.16% 31845.52 31845.52
TMF 2015-08-27 2015-09-02 $18.00 $17.95 Long 1389.0 -0.33% 31763.72 31763.72
TMF 2015-09-04 2015-09-08 $18.36 $17.90 Long 1435.0 -2.50% 31104.56 31104.56
TMF 2015-09-14 2015-09-17 $18.13 $16.77 Long 1407.0 -7.48% 29195.50 29195.50
TMF 2015-09-21 2015-09-23 $17.68 $17.89 Long 1328.0 1.21% 29480.17 29480.17
TMF 2015-10-14 2015-10-15 $18.89 $19.16 Long 1268.0 1.40% 29814.71 29814.71
TMF 2015-10-26 2015-10-27 $18.94 $19.23 Long 1297.0 1.53% 30190.50 30190.50
TMF 2015-10-28 2015-11-03 $19.14 $18.04 Long 1271.0 -5.72% 28798.30 28798.30
TMF 2015-11-04 2015-11-05 $17.82 $17.79 Long 1292.0 -0.19% 28755.69 28755.69
TMF 2015-11-11 2015-11-16 $16.61 $17.23 Long 1399.0 3.73% 29622.41 29622.41
TMF 2015-12-24 2015-12-28 $18.06 $18.25 Long 1345.0 1.08% 29885.37 29885.37
TMF 2015-12-29 2016-01-06 $18.17 $18.39 Long 1326.0 1.22% 30178.99 30178.99
TMF 2016-01-12 2016-01-19 $18.38 $19.62 Long 1340.0 6.75% 31842.47 31842.47
TMF 2016-01-28 2016-02-10 $19.81 $22.90 Long 1295.0 15.59% 35841.69 35841.69
TMF 2016-02-18 2016-02-22 $21.69 $22.53 Long 1330.0 3.86% 36953.89 36953.89
TMF 2016-02-23 2016-02-24 $21.91 $23.23 Long 1328.0 6.02% 38705.71 38705.71
TMF 2016-02-25 2016-03-03 $22.67 $21.56 Long 1349.0 -4.90% 37205.83 37205.83
TMF 2016-03-07 2016-03-08 $21.28 $22.19 Long 1408.0 4.26% 38482.76 38482.76
TMF 2016-03-14 2016-03-17 $20.92 $21.24 Long 1451.0 1.54% 38951.02 38951.02
TMF 2016-03-21 2016-03-23 $21.12 $21.17 Long 1466.0 0.27% 39033.90 39033.90
TMF 2016-04-15 2016-04-18 $22.72 $22.71 Long 1402.0 -0.04% 39020.69 39020.69
TMF 2016-04-20 2016-04-22 $22.64 $21.44 Long 1397.0 -5.27% 37355.55 37355.55
TMF 2016-04-25 2016-04-26 $21.05 $20.91 Long 1411.0 -0.64% 37166.10 37166.10
TMF 2016-04-27 2016-05-03 $20.97 $21.86 Long 1439.0 4.22% 38440.63 38440.63
TMF 2016-05-19 2016-05-23 $21.91 $22.24 Long 1386.0 1.48% 38891.19 38891.19
TMF 2016-05-24 2016-05-25 $22.01 $21.96 Long 1416.0 -0.24% 38817.80 38817.80
TMF 2016-05-26 2016-06-02 $21.95 $22.65 Long 1431.0 3.19% 39818.96 39818.96
TMF 2016-06-21 2016-06-23 $24.41 $23.45 Long 1325.0 -3.95% 38542.39 38542.39
TMF 2016-06-24 2016-06-27 $25.46 $26.62 Long 1331.0 4.56% 40088.10 40088.10
TMF 2016-06-28 2016-07-05 $27.16 $28.67 Long 1219.0 5.58% 41934.47 41934.47
TMF 2016-07-13 2016-07-18 $28.34 $26.96 Long 1220.0 -4.88% 40247.52 40247.52
TMF 2016-07-20 2016-07-22 $26.52 $26.17 Long 1213.0 -1.35% 39813.21 39813.21
TMF 2016-07-25 2016-07-26 $26.84 $27.18 Long 1232.0 1.28% 40236.91 40236.91
TMF 2016-07-27 2016-08-01 $27.20 $27.47 Long 1199.0 0.98% 40556.07 40556.07
TMF 2016-08-03 2016-08-04 $26.76 $27.28 Long 1246.0 1.95% 41204.72 41204.72
TMF 2016-08-08 2016-08-09 $26.19 $26.81 Long 1235.0 2.37% 41972.75 41972.75
TMF 2016-08-15 2016-08-18 $27.19 $27.02 Long 1223.0 -0.62% 41768.20 41768.20
TMF 2016-09-14 2016-09-19 $24.16 $24.40 Long 1342.0 1.01% 42096.97 42096.97
TMF 2016-09-21 2016-09-22 $24.48 $25.60 Long 1375.0 4.58% 43638.72 43638.72
TMF 2016-10-13 2016-10-18 $24.02 $23.02 Long 1506.0 -4.16% 42134.56 42134.56
TMF 2016-11-04 2016-11-07 $22.79 $22.58 Long 1511.0 -0.95% 41807.10 41807.10
TMF 2016-11-15 2016-11-16 $18.23 $18.31 Long 1898.0 0.41% 41950.17 41950.17
TMF 2017-01-20 2017-01-24 $17.28 $17.66 Long 1937.0 2.18% 42680.22 42680.22
TMF 2017-01-25 2017-01-26 $17.02 $16.79 Long 1957.0 -1.33% 42237.66 42237.66
TMF 2017-01-27 2017-02-03 $17.03 $17.17 Long 2037.0 0.83% 42525.57 42525.57
TMF 2017-02-16 2017-02-21 $17.01 $17.21 Long 2044.0 1.22% 42949.28 42949.28
TMF 2017-02-22 2017-02-23 $17.68 $17.58 Long 2020.0 -0.53% 42758.94 42758.94
TMF 2017-02-24 2017-03-06 $17.92 $17.03 Long 1969.0 -4.99% 40996.43 40996.43
TMF 2017-03-08 2017-03-09 $16.27 $16.24 Long 1982.0 -0.17% 40940.40 40940.40
TMF 2017-03-15 2017-03-20 $16.34 $16.76 Long 2069.0 2.60% 41817.68 41817.68
TMF 2017-04-26 2017-05-03 $18.04 $18.44 Long 1843.0 2.19% 42547.03 42547.03
TMF 2017-05-05 2017-05-08 $18.07 $17.94 Long 1924.0 -0.73% 42293.23 42293.23
TMF 2017-05-12 2017-05-17 $17.88 $18.62 Long 1964.0 4.11% 43736.67 43736.67
TMF 2017-06-14 2017-06-19 $20.18 $20.35 Long 1833.0 0.84% 44047.55 44047.55
TMF 2017-06-21 2017-07-05 $20.73 $19.47 Long 1733.0 -6.05% 41873.98 41873.98
TMF 2017-07-06 2017-07-07 $19.16 $18.79 Long 1741.0 -1.92% 41233.68 41233.68
TMF 2017-07-13 2017-07-18 $19.14 $19.52 Long 1733.0 1.97% 41887.38 41887.38
TMF 2017-08-01 2017-08-02 $18.91 $19.78 Long 1780.0 4.64% 43448.47 43448.47
TMF 2017-08-31 2017-09-05 $21.07 $21.34 Long 1671.0 1.30% 43905.45 43905.45
TMF 2017-09-06 2017-09-07 $21.76 $21.55 Long 1666.0 -0.95% 43559.81 43559.81
TMF 2017-09-13 2017-09-18 $20.79 $20.56 Long 1690.0 -1.13% 43161.38 43161.38
TMF 2017-09-20 2017-09-22 $20.30 $20.54 Long 1710.0 1.16% 43564.52 43564.52
TMF 2017-09-25 2017-09-26 $20.48 $20.67 Long 1718.0 0.92% 43888.55 43888.55
TMF 2017-09-27 2017-10-04 $19.74 $19.67 Long 1719.0 -0.33% 43775.07 43775.07
TMF 2017-10-06 2017-10-09 $19.12 $19.30 Long 1814.0 0.99% 44117.20 44117.20
TMF 2017-10-27 2017-10-31 $18.87 $19.59 Long 1888.0 3.80% 45470.33 45470.33
TMF 2017-11-20 2017-11-22 $20.32 $20.71 Long 1803.0 1.90% 46167.45 46167.45
TMF 2017-11-30 2017-12-04 $20.01 $20.44 Long 1856.0 2.17% 46972.56 46972.56
TMF 2017-12-05 2017-12-06 $20.71 $21.37 Long 1860.0 3.19% 48200.38 48200.38
TMF 2017-12-12 2017-12-15 $20.55 $21.32 Long 1869.0 3.76% 49645.65 49645.65
TMF 2017-12-19 2017-12-21 $20.60 $19.57 Long 1876.0 -5.01% 47710.81 47710.81
TMF 2017-12-22 2017-12-26 $19.93 $19.96 Long 1974.0 0.19% 47785.52 47785.52
TMF 2017-12-27 2018-01-03 $20.32 $20.46 Long 1938.0 0.65% 48042.25 48042.25
TMF 2018-01-12 2018-01-18 $19.51 $19.45 Long 2017.0 -0.29% 47927.74 47927.74
TMF 2018-01-22 2018-01-24 $19.23 $18.91 Long 2024.0 -1.62% 47295.75 47295.75
TMF 2018-02-09 2018-02-14 $16.83 $16.97 Long 2279.0 0.84% 47619.21 47619.21
TMF 2018-04-12 2018-04-17 $18.16 $18.09 Long 2078.0 -0.37% 47481.35 47481.35
TMF 2018-04-19 2018-04-23 $17.44 $16.96 Long 2108.0 -2.77% 46462.41 46462.41
TMF 2018-04-24 2018-04-25 $16.87 $16.55 Long 2219.0 -1.91% 45747.35 45747.35
TMF 2018-04-26 2018-05-03 $16.67 $17.24 Long 2239.0 3.41% 47020.60 47020.60
TMF 2018-05-21 2018-05-22 $16.46 $16.52 Long 2350.0 0.35% 47154.23 47154.23
TMF 2018-06-13 2018-07-11 $17.48 $18.87 Long 2210.0 7.96% 50229.81 50229.81
TMF 2018-07-13 2018-07-18 $18.96 $18.67 Long 2169.0 -1.56% 49589.05 49589.05
TMF 2018-07-20 2018-07-24 $18.48 $17.42 Long 2164.0 -5.72% 47299.99 47299.99
TMF 2018-07-25 2018-07-26 $17.73 $17.61 Long 2199.0 -0.65% 47048.52 47048.52
TMF 2018-07-27 2018-08-02 $17.64 $17.22 Long 2163.0 -2.38% 46141.57 46141.57
TMF 2018-08-03 2018-08-06 $17.29 $17.60 Long 2170.0 1.82% 46823.99 46823.99
TMF 2018-08-08 2018-08-09 $17.23 $17.46 Long 2183.0 1.33% 47323.26 47323.26
TMF 2018-09-04 2018-09-06 $17.84 $17.75 Long 2060.0 -0.48% 47146.58 47146.58
TMF 2018-09-12 2018-09-17 $17.40 $17.02 Long 2193.0 -2.19% 46310.65 46310.65
TMF 2018-09-19 2018-09-21 $16.53 $16.43 Long 2212.0 -0.63% 46078.77 46078.77
TMF 2018-09-24 2018-09-25 $16.39 $16.29 Long 2271.0 -0.60% 45854.62 45854.62
TMF 2018-09-26 2018-10-01 $16.45 $16.44 Long 2279.0 -0.12% 45811.04 45811.04
TMF 2018-12-04 2019-01-17 $16.51 $17.99 Long 2373.0 8.96% 49322.29 49322.29
TMF 2019-01-22 2019-01-24 $17.97 $18.25 Long 2246.0 1.55% 49948.29 49948.29
TMF 2019-01-25 2019-01-28 $18.13 $18.07 Long 2216.0 -0.32% 49820.51 49820.51
TMF 2019-01-29 2019-02-25 $18.07 $18.41 Long 2233.0 1.86% 50571.66 50571.66
TMF 2019-02-26 2019-03-04 $18.65 $17.64 Long 2225.0 -5.41% 48326.28 48326.28
TMF 2019-03-06 2019-03-07 $17.90 $18.24 Long 2220.0 1.93% 49094.39 49094.39
TMF 2019-04-04 2019-04-05 $19.58 $19.60 Long 2031.0 0.10% 49133.57 49133.57
TMF 2019-04-11 2019-04-16 $19.72 $19.05 Long 1999.0 -3.42% 47783.97 47783.97
TMF 2019-04-18 2019-04-23 $19.15 $19.04 Long 2053.0 -0.60% 47546.35 47546.35
TMF 2019-04-24 2019-04-25 $19.29 $19.48 Long 2022.0 1.00% 47936.39 47936.39
TMF 2019-04-26 2019-04-30 $19.68 $19.18 Long 1992.0 -2.50% 46956.55 46956.55
TMF 2019-06-12 2019-06-17 $22.92 $23.45 Long 1659.0 2.31% 47836.60 47836.60
TMF 2019-06-19 2019-06-21 $23.70 $24.03 Long 1605.0 1.42% 48378.40 48378.40
TMF 2019-06-24 2019-06-25 $23.80 $24.14 Long 1630.0 1.40% 48923.18 48923.18
TMF 2019-06-26 2019-07-11 $24.11 $23.38 Long 1641.0 -3.01% 47732.98 47732.98
TMF 2019-07-15 2019-07-18 $22.93 $23.46 Long 1710.0 2.32% 48642.50 48642.50
TMF 2019-07-22 2019-07-24 $23.94 $23.46 Long 1678.0 -2.02% 47831.14 47831.14
TMF 2019-08-22 2019-09-10 $30.57 $29.81 Long 1248.0 -2.47% 46889.77 46889.77
TMF 2019-09-12 2019-09-16 $28.94 $26.72 Long 1343.0 -7.68% 9514.32 44163.99
TMF 2019-09-16 2019-09-17 $26.72 $26.98 Long 1287.0 0.98% 44238.67 44238.67
TMF 2019-09-19 2019-09-23 $28.38 $29.30 Long 1283.0 3.24% 45417.36 45417.36
TMF 2019-09-24 2019-09-30 $29.37 $28.96 Long 1255.0 -1.39% 44906.66 44906.66
TMF 2019-10-15 2019-10-18 $28.30 $27.72 Long 1266.0 -2.05% 44170.69 44170.69
TMF 2019-10-22 2019-10-24 $27.44 $27.58 Long 1325.0 0.53% 44363.26 44363.26
TMF 2019-10-25 2019-10-28 $27.50 $26.33 Long 1302.0 -4.23% 42849.46 42849.46
TMF 2019-10-29 2019-11-01 $26.40 $28.29 Long 1317.0 7.16% 45337.72 45337.72
TMF 2019-11-12 2019-11-15 $25.03 $26.25 Long 1462.0 4.88% 47122.54 47122.54
TMF 2019-12-12 2019-12-17 $27.20 $26.55 Long 1399.0 -2.39% 46214.37 46214.37
TMF 2019-12-19 2019-12-23 $25.41 $25.87 Long 1436.0 1.79% 46868.90 46868.90
TMF 2019-12-24 2019-12-26 $25.32 $25.88 Long 1467.0 2.22% 47694.85 47694.85
TMF 2019-12-27 2020-01-03 $26.19 $26.62 Long 1492.0 1.63% 48332.11 48332.11
TMF 2020-02-11 2020-02-14 $30.30 $30.38 Long 1278.0 0.29% 48443.76 48443.76
TMF 2020-02-19 2020-03-11 $30.59 $44.17 Long 1275.0 44.40% 65758.83 65758.83
TMF 2020-03-13 2020-03-18 $36.35 $33.38 Long 1338.0 -8.17% 61784.41 61784.41
TMF 2020-03-20 2020-03-24 $33.36 $38.87 Long 1703.0 16.52% 71169.74 71169.74
TMF 2020-03-25 2020-03-26 $40.33 $40.31 Long 1482.0 -0.07% 71126.47 71126.47
TMF 2020-03-27 2020-04-01 $41.31 $43.61 Long 1429.0 5.58% 74422.06 74422.06
TMF 2020-04-14 2020-04-17 $40.24 $44.47 Long 1482.0 10.52% 80695.27 80695.27
TMF 2020-04-21 2020-05-04 $46.30 $42.75 Long 1503.0 -7.67% 75356.95 75356.95
TMF 2020-05-05 2020-05-06 $41.20 $39.43 Long 1427.0 -4.30% 72829.71 72829.71
TMF 2020-05-12 2020-05-15 $39.32 $43.14 Long 1487.0 9.70% 78501.88 78501.88
TMF 2020-05-19 2020-05-21 $38.73 $40.38 Long 1567.0 4.27% 81094.09 81094.09
TMF 2020-05-28 2020-06-02 $38.31 $38.27 Long 1687.0 -0.10% 81028.43 81028.43
TMF 2020-06-05 2020-06-08 $33.33 $33.68 Long 1811.0 1.05% 81662.84 81662.84
TMF 2020-07-23 2020-07-24 $43.27 $43.26 Long 1545.0 -0.02% 81647.81 81647.81
TMF 2020-07-27 2020-07-28 $44.29 $43.74 Long 1528.0 -1.23% 80815.15 80815.15
TMF 2020-07-29 2020-07-30 $44.05 $44.86 Long 1496.0 1.83% 82023.42 82023.42
TMF 2020-07-31 2020-08-04 $44.21 $44.79 Long 1481.0 1.32% 82888.11 82888.11
TMF 2020-08-06 2020-08-10 $45.24 $44.29 Long 1518.0 -2.09% 81455.27 81455.27
TMF 2020-08-13 2020-08-18 $40.58 $39.80 Long 1617.0 -1.92% 80196.48 80196.48
TMF 2020-08-20 2020-08-24 $40.53 $41.20 Long 1602.0 1.66% 81272.12 81272.12
TMF 2020-08-25 2020-08-26 $39.75 $39.52 Long 1597.0 -0.59% 80899.15 80899.15
TMF 2020-08-31 2020-09-02 $37.73 $39.15 Long 1729.0 3.77% 83355.56 83355.56
TMF 2020-10-07 2020-10-08 $36.31 $36.60 Long 1863.0 0.80% 83899.42 83899.42
TMF 2020-10-14 2020-10-15 $38.20 $38.75 Long 1814.0 1.43% 84887.92 84887.92
TMF 2020-10-26 2020-10-27 $35.95 $36.73 Long 1996.0 2.19% 86461.17 86461.17
TMF 2020-12-07 2020-12-08 $33.90 $34.69 Long 2090.0 2.32% 88108.51 88108.51
TMF 2020-12-29 2020-12-30 $33.94 $34.27 Long 2100.0 0.96% 88795.92 88795.92
TMF 2021-01-12 2021-01-15 $30.37 $31.18 Long 2356.0 2.65% 90688.89 90688.89
TMF 2021-02-09 2021-02-11 $29.42 $29.68 Long 2543.0 0.88% 91344.74 91344.74
TMF 2021-02-24 2021-03-01 $23.90 $24.52 Long 2958.0 2.62% 93193.25 93193.25
TMF 2021-04-29 2021-05-04 $22.71 $23.84 Long 3238.0 4.98% 96857.23 96857.23
TMF 2021-05-05 2021-05-06 $23.60 $23.73 Long 3290.0 0.55% 97281.76 97281.76
TMF 2021-05-12 2021-05-17 $22.42 $22.46 Long 3468.0 0.18% 97419.45 97419.45
TMF 2021-05-19 2021-05-21 $22.33 $22.88 Long 3542.0 2.44% 99353.12 99353.12
TMF 2021-05-24 2021-05-25 $23.01 $23.35 Long 3517.0 1.47% 100540.05 100540.05
TMF 2021-06-24 2021-07-02 $25.84 $26.36 Long 3175.0 2.00% 102179.72 102179.72
TMF 2021-07-07 2021-08-10 $28.22 $28.02 Long 3048.0 -0.70% 101574.30 101574.30
TMF 2021-08-13 2021-08-18 $27.68 $28.71 Long 3020.0 3.73% 104693.55 104693.55
TMF 2021-08-20 2021-08-23 $29.78 $29.58 Long 2861.0 -0.70% 104096.86 104096.86
TMF 2021-08-27 2021-09-02 $28.56 $29.08 Long 2988.0 1.81% 105639.96 105639.96
TMF 2021-09-07 2021-09-08 $27.91 $28.14 Long 3003.0 0.82% 106325.91 106325.91
TMF 2021-09-14 2021-09-15 $29.30 $30.15 Long 2983.0 2.92% 108873.69 108873.69
TMF 2021-09-28 2021-10-04 $26.10 $26.37 Long 3255.0 1.03% 109746.67 109746.67
TMF 2021-10-06 2021-10-07 $26.15 $25.58 Long 3374.0 -2.20% 107802.82 107802.82
TMF 2021-11-18 2021-11-22 $26.94 $27.71 Long 3334.0 2.88% 110385.97 110385.97
TMF 2021-11-23 2021-11-24 $26.86 $26.32 Long 3226.0 -2.00% 108655.56 108655.56
TMF 2021-11-26 2021-12-13 $28.43 $29.32 Long 3343.0 3.14% 111644.16 111644.16
TMF 2021-12-14 2021-12-17 $29.27 $29.40 Long 3084.0 0.44% 112042.40 112042.40
TMF 2021-12-21 2021-12-28 $28.06 $28.84 Long 3066.0 2.76% 114418.03 114418.03
TMF 2021-12-29 2022-01-04 $27.36 $25.45 Long 3213.0 -6.97% 108289.96 108289.96
TMF 2022-01-05 2022-01-06 $25.72 $24.90 Long 3446.0 -3.17% 105482.96 105482.96
TMF 2022-01-12 2022-01-18 $25.59 $24.03 Long 3411.0 -6.09% 100163.19 100163.19
TMF 2022-02-11 2022-02-14 $21.95 $22.05 Long 3631.0 0.45% 100523.88 100523.88
TMF 2022-02-16 2022-02-17 $21.46 $21.70 Long 3817.0 1.11% 101433.89 101433.89
TMF 2022-03-15 2022-03-18 $19.84 $19.74 Long 4143.0 -0.50% 101022.34 101022.34
TMF 2022-03-22 2022-03-24 $18.10 $18.36 Long 4257.0 1.43% 102122.75 102122.75
TMF 2022-04-13 2022-04-18 $15.71 $14.83 Long 5135.0 -5.57% 97630.12 97630.12
TMF 2022-04-20 2022-04-22 $14.61 $14.53 Long 5558.0 -0.61% 97132.80 97132.80
TMF 2022-06-13 2022-06-16 $11.51 $10.56 Long 6325.0 -8.29% 91095.95 91095.95
TMF 2022-08-08 2022-08-09 $13.31 $13.33 Long 5631.0 0.15% 91208.16 91208.16
TMF 2022-08-15 2022-08-18 $12.80 $12.35 Long 5951.0 -3.50% 88540.03 88540.03
TMF 2022-08-22 2022-08-24 $11.66 $11.24 Long 6084.0 -3.63% 85963.82 85963.82
TMF 2022-08-25 2022-08-26 $11.20 $11.46 Long 6195.0 2.31% 87568.61 87568.61
TMF 2022-08-29 2022-09-02 $11.66 $10.76 Long 6190.0 -7.69% 82018.05 82018.05
TMF 2022-09-07 2022-09-08 $10.29 $10.43 Long 6338.0 1.31% 82870.53 82870.53
TMF 2022-09-14 2022-09-15 $10.01 $10.14 Long 6888.0 1.29% 83762.69 83762.69

Signals

Strategy Ratio Size Ticker Date State Type Profit Tick
CtiTMF 0.90 0.00 Out EOD