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 | 179.00 |
| NoOfWins | 101.00 |
| NoOfLosses | 78.00 |
| SharpRatio | 0.51 |
| SortinoRatio | 0.68 |
| GrossProfit | $40957.66 |
| FirstDate | 2009-10-14 |
| LastDate | 2022-04-22 |
| FirstEquity | $10000.00 |
| FinalEquity | $50957.66 |
| OpenEquity | $0.00 |
| LongEquity | $40957.66 |
| ShortEquity | $0.00 |
| PercentWins | 56.42% |
| AveWin | $1203.15 |
| AveLoss | $-1032.83 |
| AveWinLoss | 1.16 |
| Expectancy | 1.18% |
| AveDrawUp | 49.36% |
| AveDrawDown | -18.65% |
| MaxDrawDown | -34.14% |
| Kelly | 19.02% |
| Thrope | 31.62 |
| APR | 13.89% |
| CalmarRatio | 0.74 |
Trades
| Symbol | Open | Close | Open Price | Close Price | Type | Size | Profit | Balance | Equity |
|---|---|---|---|---|---|---|---|---|---|
| TMF | 2009-10-14 | 2009-10-27 | $8.34 | $7.92 | Long | 880.0 | -5.01% | 2465.12 | 9903.00 |
| TMF | 2009-10-27 | 2009-11-16 | $7.92 | $8.13 | Long | 905.0 | 2.70% | 9826.01 | 9826.01 |
| TMF | 2009-12-08 | 2009-12-11 | $7.99 | $7.37 | Long | 966.0 | -7.87% | 2346.07 | 9281.68 |
| TMF | 2009-12-11 | 2009-12-28 | $7.37 | $6.76 | Long | 933.0 | -8.18% | 2210.82 | 8662.07 |
| TMF | 2009-12-28 | 2010-01-06 | $6.76 | $7.00 | Long | 953.0 | 3.58% | 8886.35 | 8886.35 |
| TMF | 2010-02-04 | 2010-02-08 | $7.20 | $7.40 | Long | 948.0 | 2.84% | 9079.99 | 9079.99 |
| TMF | 2010-02-11 | 2010-02-26 | $6.98 | $7.27 | Long | 959.0 | 4.13% | 9356.78 | 9356.78 |
| TMF | 2010-03-10 | 2010-03-17 | $6.84 | $7.28 | Long | 1031.0 | 6.43% | 9810.03 | 9810.03 |
| TMF | 2010-03-26 | 2010-04-09 | $6.58 | $6.66 | Long | 1117.0 | 1.22% | 9899.75 | 9899.75 |
| TMF | 2010-05-13 | 2010-06-01 | $7.79 | $8.98 | Long | 974.0 | 15.20% | 2444.10 | 10897.43 |
| TMF | 2010-06-01 | 2010-06-04 | $8.98 | $8.80 | Long | 959.0 | -2.01% | 2452.90 | 11134.65 |
| TMF | 2010-06-04 | 2010-07-30 | $8.80 | $9.71 | Long | 958.0 | 10.35% | 2443.19 | 11830.23 |
| TMF | 2010-07-30 | 2010-08-11 | $9.71 | $9.77 | Long | 959.0 | 0.67% | 11815.17 | 11815.17 |
| TMF | 2010-08-31 | 2010-09-02 | $12.26 | $11.20 | Long | 783.0 | -8.60% | 2913.49 | 10920.19 |
| TMF | 2010-09-02 | 2010-09-10 | $11.20 | $10.17 | Long | 721.0 | -9.17% | 2679.49 | 10280.77 |
| TMF | 2010-09-10 | 2010-10-18 | $10.17 | $9.96 | Long | 744.0 | -2.12% | 2390.70 | 10085.07 |
| TMF | 2010-10-18 | 2010-10-28 | $9.96 | $9.48 | Long | 773.0 | -4.83% | 2362.26 | 9674.82 |
| TMF | 2010-10-28 | 2010-11-05 | $9.48 | $9.18 | Long | 776.0 | -3.11% | 9488.17 | 9488.17 |
| TMF | 2010-11-08 | 2010-11-09 | $9.24 | $9.21 | Long | 790.0 | -0.34% | 9463.31 | 9463.31 |
| TMF | 2010-11-12 | 2010-11-16 | $8.56 | $8.21 | Long | 837.0 | -4.12% | 2429.75 | 9420.75 |
| TMF | 2010-11-16 | 2010-11-18 | $8.21 | $8.40 | Long | 821.0 | 2.36% | 9326.62 | 9326.62 |
| TMF | 2010-12-13 | 2010-12-16 | $7.75 | $7.25 | Long | 913.0 | -6.43% | 2339.09 | 8986.62 |
| TMF | 2010-12-16 | 2010-12-20 | $7.25 | $7.90 | Long | 901.0 | 9.01% | 9460.40 | 9460.40 |
| TMF | 2011-02-07 | 2011-02-15 | $6.77 | $6.95 | Long | 1040.0 | 2.62% | 9645.10 | 9645.10 |
| TMF | 2011-03-09 | 2011-03-16 | $7.12 | $7.91 | Long | 1035.0 | 11.13% | 10465.03 | 10465.03 |
| TMF | 2011-03-25 | 2011-04-07 | $7.77 | $7.28 | Long | 1032.0 | -6.32% | 2642.86 | 9921.01 |
| TMF | 2011-04-07 | 2011-04-20 | $7.28 | $7.90 | Long | 1005.0 | 8.54% | 10583.30 | 10583.30 |
| TMF | 2011-05-16 | 2011-07-21 | $8.48 | $8.63 | Long | 966.0 | 1.74% | 10725.51 | 10725.51 |
| TMF | 2011-07-25 | 2011-08-01 | $8.52 | $9.27 | Long | 940.0 | 8.86% | 11435.03 | 11435.03 |
| TMF | 2011-08-16 | 2011-08-26 | $11.21 | $12.46 | Long | 774.0 | 11.18% | 2650.05 | 12344.13 |
| TMF | 2011-08-26 | 2011-09-28 | $12.46 | $15.29 | Long | 783.0 | 22.77% | 3368.90 | 14677.44 |
| TMF | 2011-09-28 | 2011-10-10 | $15.29 | $15.32 | Long | 736.0 | 0.18% | 3399.55 | 14536.70 |
| TMF | 2011-10-10 | 2011-10-13 | $15.32 | $14.58 | Long | 734.0 | -4.87% | 3341.24 | 14232.11 |
| TMF | 2011-10-13 | 2011-10-24 | $14.58 | $14.13 | Long | 738.0 | -3.08% | 3383.62 | 13580.97 |
| TMF | 2011-10-24 | 2011-10-28 | $14.13 | $12.86 | Long | 735.0 | -9.01% | 3640.72 | 13015.89 |
| TMF | 2011-10-28 | 2011-11-02 | $12.86 | $15.01 | Long | 715.0 | 16.74% | 14370.96 | 14370.96 |
| TMF | 2011-12-02 | 2011-12-20 | $15.01 | $17.36 | Long | 738.0 | 15.63% | 16103.17 | 16103.17 |
| TMF | 2011-12-22 | 2012-01-20 | $16.21 | $15.37 | Long | 747.0 | -5.21% | 15471.86 | 15471.86 |
| TMF | 2012-01-24 | 2012-02-02 | $14.96 | $15.91 | Long | 802.0 | 6.34% | 16232.72 | 16232.72 |
| TMF | 2012-02-10 | 2012-02-16 | $15.03 | $15.20 | Long | 845.0 | 1.13% | 16375.95 | 16375.95 |
| TMF | 2012-03-12 | 2012-03-14 | $14.89 | $13.53 | Long | 859.0 | -9.14% | 4057.28 | 14712.49 |
| TMF | 2012-03-14 | 2012-03-20 | $13.53 | $12.68 | Long | 824.0 | -6.28% | 3765.60 | 14550.74 |
| TMF | 2012-03-20 | 2012-03-26 | $12.68 | $13.52 | Long | 847.0 | 6.64% | 15220.46 | 15220.46 |
| TMF | 2012-05-02 | 2012-06-08 | $15.26 | $19.21 | Long | 758.0 | 25.84% | 3977.75 | 17705.55 |
| TMF | 2012-06-08 | 2012-07-12 | $19.21 | $20.31 | Long | 741.0 | 5.75% | 19028.92 | 19028.92 |
| TMF | 2012-07-30 | 2012-08-08 | $19.94 | $19.01 | Long | 704.0 | -4.67% | 4345.05 | 18057.27 |
| TMF | 2012-08-08 | 2012-08-15 | $19.01 | $17.60 | Long | 738.0 | -7.42% | 4186.67 | 17031.23 |
| TMF | 2012-08-15 | 2012-08-24 | $17.60 | $18.63 | Long | 747.0 | 5.89% | 18106.59 | 18106.59 |
| TMF | 2012-09-14 | 2012-09-24 | $16.24 | $17.19 | Long | 798.0 | 5.89% | 18869.94 | 18869.94 |
| TMF | 2012-10-09 | 2012-10-17 | $16.95 | $16.82 | Long | 841.0 | -0.82% | 18753.03 | 18753.03 |
| TMF | 2012-10-23 | 2012-10-31 | $17.18 | $17.39 | Long | 848.0 | 1.22% | 18930.85 | 18930.85 |
| TMF | 2012-11-23 | 2012-12-18 | $18.16 | $16.99 | Long | 800.0 | -6.44% | 4830.60 | 17708.06 |
| TMF | 2012-12-18 | 2012-12-28 | $16.99 | $17.82 | Long | 775.0 | 4.89% | 18638.46 | 18638.46 |
| TMF | 2013-02-04 | 2013-02-07 | $15.11 | $15.19 | Long | 915.0 | 0.50% | 18707.52 | 18707.52 |
| TMF | 2013-03-11 | 2013-03-20 | $14.59 | $15.15 | Long | 987.0 | 3.87% | 19264.09 | 19264.09 |
| TMF | 2013-04-17 | 2013-05-10 | $17.51 | $16.47 | Long | 850.0 | -5.92% | 4532.62 | 18019.98 |
| TMF | 2013-05-10 | 2013-05-15 | $16.47 | $15.53 | Long | 841.0 | -5.70% | 4656.86 | 17532.21 |
| TMF | 2013-05-15 | 2013-05-29 | $15.53 | $14.34 | Long | 833.0 | -7.63% | 4585.14 | 16760.37 |
| TMF | 2013-05-29 | 2013-06-04 | $14.34 | $14.22 | Long | 838.0 | -0.86% | 16503.22 | 16503.22 |
| TMF | 2013-08-05 | 2013-08-08 | $11.44 | $11.69 | Long | 1109.0 | 2.23% | 16786.51 | 16786.51 |
| TMF | 2013-08-20 | 2013-08-26 | $10.40 | $10.88 | Long | 1233.0 | 4.62% | 17378.53 | 17378.53 |
| TMF | 2013-09-11 | 2013-09-13 | $10.44 | $10.61 | Long | 1278.0 | 1.61% | 17593.14 | 17593.14 |
| TMF | 2013-10-07 | 2013-10-23 | $11.53 | $12.13 | Long | 1185.0 | 5.16% | 18297.86 | 18297.86 |
| TMF | 2013-10-31 | 2013-11-06 | $12.06 | $11.17 | Long | 1158.0 | -7.39% | 4391.10 | 17329.07 |
| TMF | 2013-11-06 | 2013-11-12 | $11.17 | $10.60 | Long | 1153.0 | -5.09% | 4062.57 | 16708.78 |
| TMF | 2013-11-12 | 2013-11-20 | $10.60 | $10.99 | Long | 1184.0 | 3.67% | 17070.67 | 17070.67 |
| TMF | 2013-12-10 | 2013-12-11 | $10.85 | $10.78 | Long | 1231.0 | -0.70% | 16977.33 | 16977.33 |
| TMF | 2014-02-06 | 2014-03-19 | $12.01 | $12.34 | Long | 1060.0 | 2.76% | 17328.94 | 17328.94 |
| TMF | 2014-04-03 | 2014-04-21 | $12.28 | $13.26 | Long | 1083.0 | 8.01% | 18393.82 | 18393.82 |
| TMF | 2014-04-22 | 2014-07-07 | $13.02 | $13.79 | Long | 1061.0 | 5.91% | 19210.82 | 19210.82 |
| TMF | 2014-07-08 | 2014-07-16 | $14.17 | $14.44 | Long | 1065.0 | 1.86% | 19490.91 | 19490.91 |
| TMF | 2014-07-31 | 2014-09-15 | $14.62 | $14.87 | Long | 977.0 | 1.65% | 4728.08 | 19602.71 |
| TMF | 2014-09-15 | 2014-10-24 | $14.87 | $17.41 | Long | 1009.0 | 17.09% | 5424.29 | 22177.31 |
| TMF | 2014-10-24 | 2014-11-24 | $17.41 | $17.37 | Long | 969.0 | -0.20% | 22255.37 | 22255.37 |
| TMF | 2014-12-22 | 2015-01-09 | $20.05 | $21.94 | Long | 867.0 | 9.42% | 23892.57 | 23892.57 |
| TMF | 2015-01-13 | 2015-02-09 | $23.06 | $23.31 | Long | 799.0 | 1.08% | 6049.84 | 23610.87 |
| TMF | 2015-02-09 | 2015-02-11 | $23.31 | $22.08 | Long | 774.0 | -5.29% | 5630.37 | 23257.99 |
| TMF | 2015-02-11 | 2015-02-18 | $22.08 | $20.64 | Long | 793.0 | -6.49% | 5712.94 | 22055.23 |
| TMF | 2015-02-18 | 2015-02-27 | $20.64 | $21.68 | Long | 789.0 | 5.04% | 22821.68 | 22821.68 |
| TMF | 2015-03-10 | 2015-03-12 | $20.22 | $21.29 | Long | 889.0 | 5.28% | 23771.64 | 23771.64 |
| TMF | 2015-04-06 | 2015-04-23 | $23.03 | $21.11 | Long | 780.0 | -8.34% | 5913.89 | 22432.60 |
| TMF | 2015-04-23 | 2015-05-04 | $21.11 | $19.48 | Long | 775.0 | -7.73% | 5193.28 | 20469.00 |
| TMF | 2015-05-04 | 2015-05-07 | $19.48 | $18.16 | Long | 812.0 | -6.75% | 5175.12 | 20188.42 |
| TMF | 2015-05-07 | 2015-05-14 | $18.16 | $17.00 | Long | 813.0 | -6.41% | 5124.13 | 19086.93 |
| TMF | 2015-05-14 | 2015-05-18 | $17.00 | $17.56 | Long | 816.0 | 3.32% | 19454.27 | 19454.27 |
| TMF | 2015-06-10 | 2015-06-12 | $15.71 | $16.41 | Long | 918.0 | 4.42% | 20091.56 | 20091.56 |
| TMF | 2015-08-07 | 2015-08-27 | $18.86 | $18.11 | Long | 840.0 | -4.01% | 5005.88 | 19534.20 |
| TMF | 2015-08-27 | 2015-09-16 | $18.11 | $16.94 | Long | 798.0 | -6.48% | 4972.01 | 18444.95 |
| TMF | 2015-09-16 | 2015-09-23 | $16.94 | $18.00 | Long | 800.0 | 6.25% | 19368.04 | 19368.04 |
| TMF | 2015-10-13 | 2015-10-15 | $18.94 | $19.27 | Long | 791.0 | 1.75% | 19630.42 | 19630.42 |
| TMF | 2015-10-26 | 2015-11-04 | $19.05 | $17.92 | Long | 801.0 | -5.93% | 4636.92 | 18717.71 |
| TMF | 2015-11-04 | 2015-11-09 | $17.92 | $16.61 | Long | 786.0 | -7.34% | 4404.40 | 17774.98 |
| TMF | 2015-11-09 | 2015-11-18 | $16.61 | $17.21 | Long | 800.0 | 3.62% | 18173.03 | 18173.03 |
| TMF | 2015-12-24 | 2016-01-19 | $18.16 | $19.73 | Long | 775.0 | 8.65% | 19390.45 | 19390.45 |
| TMF | 2016-01-28 | 2016-02-10 | $19.93 | $23.03 | Long | 740.0 | 15.59% | 21689.03 | 21689.03 |
| TMF | 2016-02-17 | 2016-03-24 | $21.94 | $22.43 | Long | 738.0 | 2.24% | 22050.98 | 22050.98 |
| TMF | 2016-04-15 | 2016-04-22 | $22.85 | $21.57 | Long | 744.0 | -5.61% | 4835.06 | 20922.24 |
| TMF | 2016-04-22 | 2016-05-05 | $21.57 | $22.28 | Long | 754.0 | 3.31% | 21635.05 | 21635.05 |
| TMF | 2016-05-19 | 2016-06-02 | $22.04 | $22.78 | Long | 732.0 | 3.35% | 22176.16 | 22176.16 |
| TMF | 2016-06-21 | 2016-07-06 | $24.56 | $29.49 | Long | 693.0 | 20.11% | 25597.97 | 25597.97 |
| TMF | 2016-07-13 | 2016-07-18 | $28.50 | $27.11 | Long | 699.0 | -4.88% | 5891.27 | 24311.46 |
| TMF | 2016-07-18 | 2016-08-01 | $27.11 | $27.63 | Long | 691.0 | 1.90% | 24981.08 | 24981.08 |
| TMF | 2016-08-03 | 2016-08-22 | $26.92 | $27.47 | Long | 721.0 | 2.07% | 25382.53 | 25382.53 |
| TMF | 2016-09-09 | 2016-09-16 | $25.48 | $24.62 | Long | 716.0 | -3.38% | 5707.56 | 24823.71 |
| TMF | 2016-09-16 | 2016-09-22 | $24.62 | $25.75 | Long | 774.0 | 4.58% | 25637.94 | 25637.94 |
| TMF | 2016-10-10 | 2016-10-20 | $23.70 | $24.10 | Long | 806.0 | 1.68% | 25958.77 | 25958.77 |
| TMF | 2016-11-02 | 2016-11-07 | $22.97 | $22.71 | Long | 887.0 | -1.16% | 25723.39 | 25723.39 |
| TMF | 2016-11-15 | 2016-11-18 | $18.34 | $18.09 | Long | 1096.0 | -1.34% | 25453.32 | 25453.32 |
| TMF | 2017-01-20 | 2017-02-09 | $17.38 | $18.11 | Long | 1104.0 | 4.20% | 26258.97 | 26258.97 |
| TMF | 2017-02-15 | 2017-03-06 | $16.95 | $17.13 | Long | 1142.0 | 1.06% | 26464.61 | 26464.61 |
| TMF | 2017-03-07 | 2017-03-14 | $16.85 | $16.12 | Long | 1182.0 | -4.33% | 6176.35 | 25750.50 |
| TMF | 2017-03-14 | 2017-03-20 | $16.12 | $16.86 | Long | 1205.0 | 4.59% | 26492.81 | 26492.81 |
| TMF | 2017-04-25 | 2017-05-22 | $18.48 | $19.09 | Long | 1088.0 | 3.28% | 27152.74 | 27152.74 |
| TMF | 2017-06-13 | 2017-07-07 | $19.44 | $18.90 | Long | 1066.0 | -2.75% | 6394.06 | 26573.37 |
| TMF | 2017-07-07 | 2017-07-20 | $18.90 | $20.13 | Long | 1068.0 | 6.47% | 27890.29 | 27890.29 |
| TMF | 2017-08-01 | 2017-08-03 | $19.02 | $20.10 | Long | 1113.0 | 5.69% | 29093.79 | 29093.79 |
| TMF | 2017-08-31 | 2017-09-28 | $21.19 | $19.51 | Long | 1050.0 | -7.92% | 6493.20 | 27493.05 |
| TMF | 2017-09-28 | 2017-10-12 | $19.51 | $19.79 | Long | 1068.0 | 1.41% | 27624.75 | 27624.75 |
| TMF | 2017-10-27 | 2017-10-31 | $18.98 | $19.70 | Long | 1110.0 | 3.80% | 28424.92 | 28424.92 |
| TMF | 2017-11-16 | 2017-11-24 | $20.54 | $20.97 | Long | 1058.0 | 2.12% | 28886.54 | 28886.54 |
| TMF | 2017-11-30 | 2018-01-04 | $20.13 | $20.40 | Long | 1090.0 | 1.38% | 29188.68 | 29188.68 |
| TMF | 2018-01-10 | 2018-01-24 | $19.03 | $19.02 | Long | 1117.0 | -0.05% | 29178.05 | 29178.05 |
| TMF | 2018-02-07 | 2018-02-12 | $17.83 | $17.13 | Long | 1240.0 | -3.90% | 6663.16 | 28304.53 |
| TMF | 2018-02-12 | 2018-02-14 | $17.13 | $17.07 | Long | 1264.0 | -0.33% | 28244.38 | 28244.38 |
| TMF | 2018-04-06 | 2018-04-23 | $18.14 | $17.05 | Long | 1208.0 | -5.99% | 6551.48 | 27022.71 |
| TMF | 2018-04-23 | 2018-05-04 | $17.05 | $17.50 | Long | 1195.0 | 2.63% | 27466.99 | 27466.99 |
| TMF | 2018-05-18 | 2018-05-22 | $16.30 | $16.62 | Long | 1282.0 | 1.93% | 27870.30 | 27870.30 |
| TMF | 2018-06-11 | 2018-08-02 | $17.42 | $17.32 | Long | 1206.0 | -0.55% | 6380.76 | 27765.87 |
| TMF | 2018-08-02 | 2018-08-10 | $17.32 | $18.08 | Long | 1234.0 | 4.37% | 28688.45 | 28688.45 |
| TMF | 2018-09-04 | 2018-09-19 | $17.94 | $16.63 | Long | 1172.0 | -7.32% | 6794.07 | 26926.52 |
| TMF | 2018-09-19 | 2018-10-01 | $16.63 | $16.53 | Long | 1224.0 | -0.59% | 27028.50 | 27028.50 |
| TMF | 2018-11-08 | 2018-11-12 | $14.96 | $15.36 | Long | 1372.0 | 2.63% | 27569.47 | 27569.47 |
| TMF | 2018-12-04 | 2019-04-30 | $16.61 | $19.30 | Long | 1341.0 | 16.18% | 31172.71 | 31172.71 |
| TMF | 2019-06-07 | 2019-07-25 | $23.82 | $23.42 | Long | 1018.0 | -1.65% | 30771.95 | 30771.95 |
| TMF | 2019-08-22 | 2019-09-11 | $30.75 | $28.44 | Long | 753.0 | -7.50% | 7875.70 | 29065.03 |
| TMF | 2019-09-11 | 2019-09-16 | $28.44 | $26.88 | Long | 744.0 | -5.51% | 7203.81 | 28028.04 |
| TMF | 2019-09-16 | 2019-09-30 | $26.88 | $29.13 | Long | 769.0 | 8.38% | 29603.89 | 29603.89 |
| TMF | 2019-10-15 | 2019-10-29 | $28.47 | $26.56 | Long | 783.0 | -6.71% | 6677.54 | 27974.59 |
| TMF | 2019-10-29 | 2019-11-01 | $26.56 | $28.46 | Long | 807.0 | 7.16% | 29641.86 | 29641.86 |
| TMF | 2019-11-12 | 2019-11-15 | $25.17 | $26.40 | Long | 897.0 | 4.88% | 30743.30 | 30743.30 |
| TMF | 2019-12-09 | 2019-12-19 | $27.24 | $25.56 | Long | 880.0 | -6.15% | 7336.02 | 29519.09 |
| TMF | 2019-12-19 | 2020-01-03 | $25.56 | $26.77 | Long | 858.0 | 4.73% | 30306.66 | 30306.66 |
| TMF | 2020-02-06 | 2020-03-11 | $28.99 | $44.43 | Long | 796.0 | 53.25% | 13851.02 | 38165.81 |
| TMF | 2020-03-11 | 2020-03-13 | $44.43 | $36.57 | Long | 647.0 | -17.69% | 10487.01 | 37133.62 |
| TMF | 2020-03-13 | 2020-03-18 | $36.57 | $33.58 | Long | 739.0 | -8.17% | 13341.11 | 31839.95 |
| TMF | 2020-03-18 | 2020-03-20 | $33.58 | $33.56 | Long | 654.0 | -0.06% | 6092.55 | 38583.99 |
| TMF | 2020-03-20 | 2020-04-01 | $33.56 | $43.87 | Long | 870.0 | 30.72% | 44257.56 | 44257.56 |
| TMF | 2020-04-09 | 2020-05-06 | $40.55 | $39.66 | Long | 819.0 | -2.20% | 10373.03 | 43667.20 |
| TMF | 2020-05-06 | 2020-05-20 | $39.66 | $39.41 | Long | 836.0 | -0.62% | 9545.33 | 43927.47 |
| TMF | 2020-05-20 | 2020-05-21 | $39.41 | $40.62 | Long | 857.0 | 3.05% | 44355.26 | 44355.26 |
| TMF | 2020-05-28 | 2020-06-02 | $38.53 | $38.49 | Long | 866.0 | -0.10% | 44321.36 | 44321.36 |
| TMF | 2020-06-04 | 2020-06-08 | $36.44 | $33.87 | Long | 908.0 | -7.04% | 9066.70 | 43020.39 |
| TMF | 2020-06-08 | 2020-06-11 | $33.87 | $39.40 | Long | 972.0 | 16.32% | 47368.07 | 47368.07 |
| TMF | 2020-07-23 | 2020-07-30 | $43.53 | $45.12 | Long | 842.0 | 3.67% | 48711.37 | 48711.37 |
| TMF | 2020-07-31 | 2020-08-12 | $44.46 | $41.04 | Long | 825.0 | -7.70% | 11083.95 | 45802.21 |
| TMF | 2020-08-12 | 2020-08-28 | $41.04 | $38.11 | Long | 848.0 | -7.13% | 43403.56 | 43403.56 |
| TMF | 2020-08-31 | 2020-09-03 | $37.95 | $41.06 | Long | 871.0 | 8.20% | 46114.50 | 46114.50 |
| TMF | 2020-10-06 | 2020-10-15 | $36.44 | $38.97 | Long | 939.0 | 6.96% | 48494.84 | 48494.84 |
| TMF | 2020-10-26 | 2020-10-28 | $36.16 | $37.72 | Long | 1071.0 | 4.33% | 50172.03 | 50172.03 |
| TMF | 2020-12-03 | 2020-12-11 | $34.52 | $35.58 | Long | 1111.0 | 3.06% | 51347.18 | 51347.18 |
| TMF | 2020-12-28 | 2020-12-30 | $34.17 | $34.47 | Long | 1138.0 | 0.88% | 51687.80 | 51687.80 |
| TMF | 2021-01-07 | 2021-01-20 | $31.17 | $31.22 | Long | 1218.0 | 0.16% | 51748.56 | 51748.56 |
| TMF | 2021-02-09 | 2021-02-11 | $29.59 | $29.85 | Long | 1362.0 | 0.88% | 52101.87 | 52101.87 |
| TMF | 2021-02-24 | 2021-03-01 | $24.03 | $24.66 | Long | 1584.0 | 2.62% | 53097.51 | 53097.51 |
| TMF | 2021-04-29 | 2021-05-25 | $22.84 | $23.48 | Long | 1732.0 | 2.80% | 54204.19 | 54204.19 |
| TMF | 2021-06-23 | 2021-08-12 | $25.79 | $27.40 | Long | 1640.0 | 6.24% | 13384.64 | 57031.86 |
| TMF | 2021-08-12 | 2021-08-23 | $27.40 | $29.75 | Long | 1586.0 | 8.57% | 60564.83 | 60564.83 |
| TMF | 2021-08-27 | 2021-09-15 | $28.73 | $30.33 | Long | 1632.0 | 5.56% | 63173.22 | 63173.22 |
| TMF | 2021-09-27 | 2021-10-08 | $27.25 | $25.20 | Long | 1708.0 | -7.52% | 14521.26 | 59298.97 |
| TMF | 2021-10-08 | 2021-10-13 | $25.20 | $26.48 | Long | 1792.0 | 5.08% | 61966.66 | 61966.66 |
| TMF | 2021-11-17 | 2021-12-17 | $26.34 | $29.57 | Long | 1759.0 | 12.29% | 15226.99 | 67926.42 |
| TMF | 2021-12-17 | 2021-12-30 | $29.57 | $27.69 | Long | 1773.0 | -6.38% | 15310.05 | 64969.78 |
| TMF | 2021-12-30 | 2022-01-04 | $27.69 | $25.60 | Long | 1770.0 | -7.54% | 16666.76 | 60722.18 |
| TMF | 2022-01-04 | 2022-01-19 | $25.60 | $23.93 | Long | 1717.0 | -6.52% | 57754.28 | 57754.28 |
| TMF | 2022-02-11 | 2022-02-17 | $22.08 | $21.82 | Long | 1966.0 | -1.18% | 57243.55 | 57243.55 |
| TMF | 2022-03-15 | 2022-03-22 | $19.95 | $18.21 | Long | 2195.0 | -8.74% | 13974.41 | 53157.35 |
| TMF | 2022-03-22 | 2022-03-24 | $18.21 | $18.47 | Long | 2166.0 | 1.43% | 53980.43 | 53980.43 |
| TMF | 2022-04-13 | 2022-04-18 | $15.80 | $14.92 | Long | 2549.0 | -5.57% | 14213.51 | 51108.56 |
| TMF | 2022-04-18 | 2022-04-22 | $14.92 | $14.61 | Long | 2515.0 | -2.08% | 50957.66 | 50957.66 |
Signals
| Strategy | Ratio | Size | Ticker | Date | State | Type | Profit | Tick |
|---|---|---|---|---|---|---|---|---|
| CtiTMF | 0.90 | 0.00 | Out | EOD |