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

MetricMeasure
AccountNamedefault
NoOfTrades355.00
NoOfWins201.00
NoOfLosses154.00
SharpRatio0.68
SortinoRatio0.94
GrossProfit$61043.86
FirstDate2009-10-14
LastDate2023-03-06
FirstEquity$10000.00
FinalEquity$71043.86
OpenEquity$0.00
LongEquity$61043.86
ShortEquity$0.00
PercentWins56.62%
AveWin3.45%
AveLoss-2.71%
AveWinLoss1.27
Expectancy0.77%
AveDrawUp59.21%
AveDrawDown-15.13%
MaxDrawDown-41.02%
Kelly22.44%
Thorpe49.76
APR15.77%
CalmarRatio1.04

Trades

SymbolOpenCloseOpen PriceClose PriceTypeSizeProfitBalanceEquity
TMF2009-10-142009-10-19$8.21$8.34Long946.01.59%10123.5010123.50
TMF2009-10-212009-10-23$8.46$8.08Long955.0-4.51%9758.799758.79
TMF2009-10-262009-10-27$7.97$7.80Long978.0-2.17%9589.199589.19
TMF2009-10-282009-11-03$8.15$8.21Long995.00.66%9642.859642.85
TMF2009-11-042009-11-05$7.76$7.58Long951.0-2.31%9472.559472.55
TMF2009-11-112009-11-16$7.78$8.01Long976.03.01%9700.759700.75
TMF2009-12-142009-12-17$7.40$7.42Long1083.00.35%9728.919728.91
TMF2009-12-212009-12-23$7.31$7.02Long1035.0-3.99%9427.419427.41
TMF2009-12-242009-12-28$6.86$6.66Long1087.0-2.96%9206.379206.37
TMF2009-12-292010-01-06$6.69$6.90Long1119.03.17%9443.709443.70
TMF2010-02-112010-02-12$6.88$6.88Long1073.00.03%9446.059446.05
TMF2010-02-172010-02-19$6.79$6.64Long1132.0-2.29%9270.329270.32
TMF2010-02-222010-02-23$6.60$6.65Long1131.00.82%9331.459331.45
TMF2010-02-242010-02-26$6.93$7.16Long1136.03.41%9599.709599.70
TMF2010-03-152010-03-17$6.95$7.17Long1143.03.15%9849.629849.62
TMF2010-03-292010-04-05$6.55$6.42Long1230.0-1.98%9690.179690.17
TMF2010-04-072010-04-08$6.32$6.64Long1228.05.05%10081.7210081.72
TMF2010-05-132010-05-17$7.67$8.06Long1066.04.98%10489.2610489.26
TMF2010-05-192010-06-01$8.40$8.84Long1038.05.31%1934.1010788.62
TMF2010-06-012010-06-03$8.84$8.22Long1020.0-7.08%10313.5210313.52
TMF2010-06-072010-06-08$8.83$8.94Long964.01.27%10421.5410421.54
TMF2010-06-142010-06-18$8.51$8.90Long968.04.68%10806.4910806.49
TMF2010-06-212010-07-13$8.49$9.22Long983.08.60%11524.4011524.40
TMF2010-07-142010-07-19$9.20$9.74Long1012.05.83%12067.6112067.61
TMF2010-07-212010-07-30$9.66$9.56Long1003.0-0.98%1934.0912055.83
TMF2010-07-302010-08-04$9.56$9.42Long1050.0-1.43%11828.5411828.54
TMF2010-08-062010-08-09$9.49$9.46Long1023.0-0.35%11794.6411794.64
TMF2010-08-312010-09-03$12.07$10.20Long840.0-15.48%10224.8910224.89
TMF2010-09-072010-09-08$10.98$10.97Long811.0-0.10%10215.9310215.93
TMF2010-09-142010-09-17$10.30$9.93Long837.0-3.60%9905.329905.32
TMF2010-09-212010-09-23$10.18$11.04Long797.08.42%10588.4810588.48
TMF2010-10-132010-10-18$10.16$9.81Long793.0-3.44%10311.1010311.10
TMF2010-10-202010-10-22$9.85$9.59Long867.0-2.67%10082.7010082.70
TMF2010-10-252010-10-26$10.07$9.71Long851.0-3.50%9783.159783.15
TMF2010-10-272010-11-02$9.35$9.66Long815.03.27%10032.1410032.14
TMF2010-11-042010-11-05$9.28$9.04Long810.0-2.55%9840.269840.26
TMF2010-11-122010-11-16$8.43$8.08Long936.0-4.12%9514.949514.94
TMF2010-12-142010-12-17$7.48$7.35Long1009.0-1.74%9383.739383.73
TMF2011-02-092011-02-14$6.66$6.79Long1117.01.92%9526.409526.40
TMF2011-03-152011-03-16$7.65$7.79Long1051.01.87%9676.379676.37
TMF2011-03-252011-03-28$7.65$7.47Long1026.0-2.44%9485.119485.11
TMF2011-03-292011-04-04$7.43$7.58Long1029.02.04%9641.409641.40
TMF2011-04-052011-04-06$7.57$7.48Long1029.0-1.19%9549.059549.05
TMF2011-04-122011-04-15$7.18$7.58Long1106.05.51%9986.849986.84
TMF2011-05-162011-05-17$8.35$8.63Long980.03.25%10252.9810252.98
TMF2011-05-192011-07-05$8.19$8.20Long955.00.03%10255.1710255.17
TMF2011-07-062011-07-07$8.24$8.13Long1013.0-1.28%10147.9310147.93
TMF2011-07-252011-07-26$8.39$8.48Long956.01.07%10233.7410233.74
TMF2011-07-272011-08-01$8.50$9.13Long977.07.45%10852.0610852.06
TMF2011-08-162011-08-18$11.04$12.80Long790.015.97%12244.7212244.72
TMF2011-08-222011-08-24$12.91$12.51Long763.0-3.10%11939.1911939.19
TMF2011-08-252011-08-26$11.60$12.27Long773.05.73%12453.3112453.31
TMF2011-08-292011-09-02$11.59$13.24Long822.014.30%13815.3613815.36
TMF2011-09-072011-09-08$13.53$13.54Long780.00.10%13826.1313826.13
TMF2011-09-142011-09-19$13.39$14.19Long803.05.93%14463.6914463.69
TMF2011-09-212011-09-23$14.34$17.66Long822.023.17%17195.3617195.36
TMF2011-09-262011-10-10$16.38$15.09Long788.0-7.87%16179.8116179.81
TMF2011-10-132011-10-18$14.36$14.73Long920.02.60%16522.8116522.81
TMF2011-10-202011-10-24$14.10$13.91Long946.0-1.31%16348.6416348.64
TMF2011-10-252011-10-26$13.67$14.41Long951.05.39%17048.9917048.99
TMF2011-10-272011-11-02$13.33$14.78Long958.010.86%18435.7718435.77
TMF2011-12-062011-12-07$15.24$15.04Long1001.0-1.31%18235.3518235.35
TMF2011-12-132011-12-20$15.00$17.10Long969.013.97%20266.1820266.18
TMF2011-12-232011-12-27$15.40$15.30Long1028.0-0.62%20168.4620168.46
TMF2011-12-282012-01-04$15.62$15.79Long1067.01.13%20356.4620356.46
TMF2012-01-052012-01-06$15.34$15.17Long1044.0-1.12%20177.3520177.35
TMF2012-01-122012-01-20$16.04$15.13Long1042.0-5.65%19232.8019232.80
TMF2012-01-252012-01-26$14.50$14.74Long1057.01.65%19485.2019485.20
TMF2012-01-272012-02-02$15.15$15.67Long1071.03.43%20041.3920041.39
TMF2012-02-102012-02-15$14.80$15.12Long1122.02.13%20395.1520395.15
TMF2012-03-142012-03-19$13.33$12.82Long1158.0-3.83%19804.5319804.53
TMF2012-03-212012-03-23$12.64$13.26Long1284.04.92%20602.9820602.98
TMF2012-05-022012-05-03$15.03$14.81Long1103.0-1.45%20362.4020362.40
TMF2012-05-072012-06-08$15.46$18.92Long1089.022.33%24122.3524122.35
TMF2012-06-132012-06-18$18.09$19.08Long1076.05.45%25183.4425183.44
TMF2012-06-202012-07-03$17.94$18.60Long1090.03.71%25909.3125909.31
TMF2012-07-062012-07-09$18.91$19.24Long1144.01.77%26291.5526291.55
TMF2012-07-302012-08-02$19.64$20.33Long1047.03.55%27021.7827021.78
TMF2012-08-032012-08-06$19.47$19.39Long1076.0-0.43%26931.9026931.90
TMF2012-08-082012-08-09$18.72$18.10Long1170.0-3.32%26204.3326204.33
TMF2012-08-152012-08-20$17.33$16.69Long1197.0-3.67%25443.3125443.31
TMF2012-08-222012-08-24$17.50$18.35Long1235.04.89%26500.7326500.73
TMF2012-09-142012-09-17$15.99$15.60Long1257.0-2.42%26013.6426013.64
TMF2012-09-192012-09-21$16.58$16.34Long1291.0-1.48%25696.1225696.12
TMF2012-10-112012-10-16$16.91$17.28Long1246.02.18%26155.8326155.83
TMF2012-10-232012-10-24$16.92$16.83Long1272.0-0.55%26037.7826037.78
TMF2012-10-252012-10-31$16.28$17.13Long1253.05.20%27098.9727098.97
TMF2012-11-262012-11-27$18.25$18.14Long1227.0-0.61%26962.3126962.31
TMF2012-11-282012-12-04$18.59$18.27Long1204.0-1.71%26579.5826579.58
TMF2012-12-052012-12-11$18.44$17.95Long1178.0-2.66%26002.8426002.84
TMF2012-12-122012-12-17$17.74$17.59Long1173.0-0.86%25823.2025823.20
TMF2012-12-192012-12-21$16.52$17.07Long1250.03.35%26514.2226514.22
TMF2012-12-242012-12-26$16.96$17.00Long1257.00.25%26566.7826566.78
TMF2012-12-272012-12-28$17.02$17.55Long1265.03.10%27234.4727234.47
TMF2013-02-042013-02-05$14.88$14.74Long1438.0-0.97%27027.3827027.38
TMF2013-03-122013-03-15$14.40$14.41Long1524.00.10%27048.6227048.62
TMF2013-03-192013-03-20$14.97$14.92Long1462.0-0.34%26973.8626973.86
TMF2013-04-192013-05-08$17.50$16.41Long1252.0-6.22%25611.7525611.75
TMF2013-05-142013-05-17$15.63$15.46Long1344.0-1.04%25393.0425393.04
TMF2013-05-212013-05-23$15.05$15.12Long1342.00.42%25477.2825477.28
TMF2013-05-242013-05-28$15.06$14.70Long1365.0-2.44%24975.9124975.91
TMF2013-05-292013-06-04$14.13$14.01Long1376.0-0.86%24809.5824809.58
TMF2013-08-072013-08-08$11.29$11.52Long1814.02.02%25223.6725223.67
TMF2013-08-212013-08-23$10.20$10.27Long1994.00.69%25363.0125363.01
TMF2013-09-122013-09-13$10.55$10.45Long1998.0-0.99%25153.5825153.58
TMF2013-10-082013-10-09$11.28$11.25Long1794.0-0.27%25099.1625099.16
TMF2013-10-152013-10-18$11.03$11.64Long1831.05.61%26231.3426231.34
TMF2013-10-222013-10-23$11.76$11.94Long1836.01.53%26561.2126561.21
TMF2013-10-312013-11-04$11.87$11.51Long1808.0-3.10%25894.6625894.66
TMF2013-11-052013-11-06$11.29$11.00Long1822.0-2.58%25363.2425363.24
TMF2013-11-122013-11-15$10.44$10.90Long1952.04.45%26269.6226269.62
TMF2013-11-192013-11-20$10.99$10.82Long1947.0-1.53%25942.5225942.52
TMF2014-02-112014-02-14$11.70$11.69Long1798.0-0.16%25908.9625908.96
TMF2014-02-192014-02-21$11.83$11.47Long1793.0-3.09%25252.9625252.96
TMF2014-02-242014-02-25$11.72$11.77Long1783.00.48%25352.8025352.80
TMF2014-02-262014-03-11$11.91$11.53Long1744.0-3.17%24693.5724693.57
TMF2014-03-132014-03-18$11.78$12.07Long1689.02.52%25194.0825194.08
TMF2014-04-042014-04-07$12.22$12.48Long1687.02.06%25619.2025619.20
TMF2014-04-112014-04-21$13.15$13.06Long1650.0-0.67%25472.9025472.90
TMF2014-04-222014-04-23$12.82$13.15Long1579.02.57%25992.4025992.40
TMF2014-04-242014-04-25$13.11$13.47Long1600.02.74%26567.3426567.34
TMF2014-04-282014-05-02$13.31$13.58Long1597.02.00%26992.1426992.14
TMF2014-05-062014-06-06$13.79$13.84Long1558.00.34%27064.8527064.85
TMF2014-06-122014-06-17$13.54$13.81Long1622.01.98%27500.0927500.09
TMF2014-06-202014-07-09$13.40$14.08Long1592.05.10%28588.5028588.50
TMF2014-07-312014-08-04$14.40$14.89Long1540.03.39%29339.5229339.52
TMF2014-08-062014-08-07$15.23$15.01Long1616.0-1.47%28977.5328977.53
TMF2014-08-132014-09-08$15.02$15.66Long1541.04.21%29951.9729951.97
TMF2014-09-122014-09-17$14.58$14.51Long1594.0-0.48%29840.3829840.38
TMF2014-09-192014-09-23$14.56$15.04Long1681.03.30%30648.3930648.39
TMF2014-09-242014-10-24$15.19$17.14Long1650.012.84%33867.0333867.03
TMF2014-10-272014-10-28$17.11$16.92Long1600.0-1.13%33557.1633557.16
TMF2014-10-292014-11-05$16.73$16.81Long1606.00.47%33684.5733684.57
TMF2014-11-112014-11-14$16.63$16.75Long1598.00.70%33871.0033871.00
TMF2014-11-182014-11-20$16.97$17.21Long1598.01.44%34262.5234262.52
TMF2014-11-212014-11-24$17.07$17.11Long1612.00.22%34322.7034322.70
TMF2014-12-222014-12-23$19.74$19.76Long1438.00.09%34349.5434349.54
TMF2014-12-242014-12-26$18.70$19.41Long1407.03.75%35337.7335337.73
TMF2014-12-292015-01-05$19.60$21.04Long1474.07.31%37449.5037449.50
TMF2015-01-062015-01-07$22.41$22.36Long1442.0-0.24%37372.1237372.12
TMF2015-01-132015-01-20$22.71$24.12Long1344.06.20%39263.1439263.14
TMF2015-01-212015-01-23$24.67$24.13Long1318.0-2.18%38555.8138555.81
TMF2015-01-262015-02-06$24.47$23.03Long1294.0-5.86%36701.9236701.92
TMF2015-02-102015-02-13$22.01$21.69Long1295.0-1.44%36290.9736290.97
TMF2015-02-182015-02-20$20.33$20.43Long1413.00.50%36436.0436436.04
TMF2015-02-232015-02-24$20.51$20.70Long1444.00.92%36708.9636708.96
TMF2015-02-252015-02-27$21.60$21.35Long1436.0-1.14%36353.7836353.78
TMF2015-04-072015-04-08$22.04$22.47Long1298.01.94%36908.0336908.03
TMF2015-04-142015-04-17$22.56$21.76Long1379.0-3.53%35810.8035810.80
TMF2015-04-212015-04-23$22.02$20.79Long1296.0-5.59%34214.1134214.11
TMF2015-04-242015-04-27$21.17$21.37Long1333.00.94%34478.4934478.49
TMF2015-04-282015-05-04$20.91$19.18Long1306.0-8.29%32214.3032214.30
TMF2015-05-052015-05-06$18.54$18.16Long1360.0-2.05%31697.0431697.04
TMF2015-05-122015-05-15$16.85$17.34Long1429.02.89%32393.9232393.92
TMF2015-08-132015-08-26$18.79$18.38Long1359.0-2.16%31842.1631842.16
TMF2015-08-272015-09-02$17.83$17.78Long1403.0-0.33%31760.3231760.32
TMF2015-09-042015-09-08$18.18$17.73Long1448.0-2.50%31101.4731101.47
TMF2015-09-142015-09-17$17.96$16.61Long1420.0-7.48%29192.9729192.97
TMF2015-09-212015-09-23$17.51$17.72Long1341.01.21%29477.7229477.72
TMF2015-10-142015-10-15$18.71$18.97Long1280.01.40%29812.2329812.23
TMF2015-10-262015-10-27$18.76$19.05Long1309.01.53%30187.9130187.91
TMF2015-10-282015-11-03$18.96$17.87Long1283.0-5.72%28795.8428795.84
TMF2015-11-042015-11-05$17.65$17.62Long1304.0-0.19%28753.2528753.25
TMF2015-11-112015-11-16$16.45$17.06Long1412.03.73%29619.7529619.75
TMF2015-12-242015-12-28$17.89$18.08Long1358.01.08%29882.7629882.76
TMF2015-12-292016-01-06$18.00$18.22Long1338.01.22%30176.2330176.23
TMF2016-01-122016-01-19$18.20$19.43Long1352.06.75%31838.7531838.75
TMF2016-01-282016-02-10$19.63$22.68Long1307.015.59%35836.9135836.91
TMF2016-02-182016-02-22$21.49$22.31Long1343.03.86%36949.3736949.37
TMF2016-02-232016-02-24$21.70$23.01Long1341.06.02%38701.6338701.63
TMF2016-02-252016-03-03$22.45$21.35Long1362.0-4.90%37201.6037201.60
TMF2016-03-072016-03-08$21.08$21.98Long1421.04.26%38478.1438478.14
TMF2016-03-142016-03-17$20.72$21.04Long1465.01.54%38946.4638946.46
TMF2016-03-212016-03-23$20.92$20.97Long1479.00.27%39029.2839029.28
TMF2016-04-152016-04-18$22.50$22.49Long1416.0-0.04%39016.0739016.07
TMF2016-04-202016-04-22$22.42$21.24Long1411.0-5.27%37350.1337350.13
TMF2016-04-252016-04-26$20.85$20.72Long1424.0-0.64%37160.7437160.74
TMF2016-04-272016-05-03$20.78$21.65Long1453.04.22%38435.5238435.52
TMF2016-05-192016-05-23$21.70$22.03Long1399.01.48%38886.0038886.00
TMF2016-05-242016-05-25$21.80$21.75Long1429.0-0.24%38812.6438812.64
TMF2016-05-262016-06-02$21.74$22.43Long1445.03.19%39814.0439814.04
TMF2016-06-212016-06-23$24.18$23.23Long1338.0-3.95%38537.1338537.13
TMF2016-06-242016-06-27$25.22$26.37Long1343.04.56%40082.0440082.04
TMF2016-06-282016-07-05$26.90$28.40Long1231.05.58%41928.9741928.97
TMF2016-07-132016-07-18$28.07$26.70Long1232.0-4.88%40241.5240241.52
TMF2016-07-202016-07-22$26.27$25.92Long1225.0-1.35%39807.0539807.05
TMF2016-07-252016-07-26$26.58$26.92Long1244.01.28%40230.8440230.84
TMF2016-07-272016-08-01$26.94$27.21Long1210.00.98%40549.8940549.89
TMF2016-08-032016-08-04$26.51$27.02Long1258.01.95%41198.6041198.60
TMF2016-08-082016-08-09$25.94$26.56Long1247.02.37%41966.7641966.76
TMF2016-08-152016-08-18$26.93$26.77Long1235.0-0.62%41762.1641762.16
TMF2016-09-142016-09-19$23.93$24.17Long1354.01.01%42090.7442090.74
TMF2016-09-212016-09-22$24.25$25.36Long1388.04.58%43632.3643632.36
TMF2016-10-132016-10-18$23.79$22.80Long1520.0-4.16%42128.5542128.55
TMF2016-11-042016-11-07$22.58$22.36Long1525.0-0.95%41801.1941801.19
TMF2016-11-152016-11-16$18.06$18.13Long1916.00.41%41944.2541944.25
TMF2017-01-202017-01-24$17.12$17.49Long1956.02.18%42674.5042674.50
TMF2017-01-252017-01-26$16.86$16.63Long1976.0-1.33%42231.8742231.87
TMF2017-01-272017-02-03$16.87$17.01Long2056.00.83%42519.7142519.71
TMF2017-02-162017-02-21$16.85$17.05Long2063.01.22%42943.3242943.32
TMF2017-02-222017-02-23$17.51$17.42Long2039.0-0.53%42753.0142753.01
TMF2017-02-242017-03-06$17.75$16.87Long1988.0-4.99%40990.3040990.30
TMF2017-03-082017-03-09$16.12$16.09Long2000.0-0.17%40934.3040934.30
TMF2017-03-152017-03-20$16.18$16.60Long2088.02.60%41811.2741811.27
TMF2017-04-262017-05-03$17.87$18.27Long1860.02.19%42540.4042540.40
TMF2017-05-052017-05-08$17.90$17.77Long1942.0-0.73%42286.6442286.64
TMF2017-05-122017-05-17$17.71$18.44Long1982.04.11%43729.5543729.55
TMF2017-06-142017-06-19$19.99$20.16Long1850.00.84%44040.3544040.35
TMF2017-06-212017-07-05$20.53$19.29Long1749.0-6.05%41867.4341867.43
TMF2017-07-062017-07-07$18.98$18.62Long1758.0-1.92%41226.9841226.98
TMF2017-07-132017-07-18$18.96$19.34Long1749.01.97%41880.4941880.49
TMF2017-08-012017-08-02$18.73$19.60Long1796.04.64%43440.7343440.73
TMF2017-08-312017-09-05$20.87$21.14Long1686.01.30%43897.4643897.46
TMF2017-09-062017-09-07$21.55$21.34Long1682.0-0.95%43551.8043551.80
TMF2017-09-132017-09-18$20.60$20.36Long1706.0-1.13%43153.3943153.39
TMF2017-09-202017-09-22$20.11$20.35Long1725.01.16%43556.2343556.23
TMF2017-09-252017-09-26$20.29$20.48Long1734.00.92%43880.1843880.18
TMF2017-09-272017-10-04$19.55$19.49Long1735.0-0.33%43766.7443766.74
TMF2017-10-062017-10-09$18.93$19.12Long1831.00.99%44108.8144108.81
TMF2017-10-272017-10-31$18.69$19.40Long1905.03.80%45461.2345461.23
TMF2017-11-202017-11-22$20.13$20.51Long1820.01.90%46158.2746158.27
TMF2017-11-302017-12-04$19.82$20.25Long1873.02.17%46963.0846963.08
TMF2017-12-052017-12-06$20.51$21.17Long1878.03.19%48191.0848191.08
TMF2017-12-122017-12-15$20.35$21.12Long1886.03.76%49635.7149635.71
TMF2017-12-192017-12-21$20.40$19.38Long1894.0-5.01%47700.7647700.76
TMF2017-12-222017-12-26$19.74$19.78Long1993.00.19%47775.4847775.48
TMF2017-12-272018-01-03$20.13$20.26Long1956.00.65%48032.1448032.14
TMF2018-01-122018-01-18$19.33$19.27Long2035.0-0.29%47917.7047917.70
TMF2018-01-222018-01-24$19.05$18.74Long2042.0-1.62%47286.1147286.11
TMF2018-02-092018-02-14$16.67$16.81Long2300.00.84%47609.4747609.47
TMF2018-04-122018-04-17$17.99$17.92Long2097.0-0.37%47471.6647471.66
TMF2018-04-192018-04-23$17.27$16.80Long2127.0-2.77%46453.2546453.25
TMF2018-04-242018-04-25$16.71$16.39Long2240.0-1.91%45738.2545738.25
TMF2018-04-262018-05-03$16.51$17.08Long2260.03.41%47011.2947011.29
TMF2018-05-212018-05-22$16.31$16.36Long2371.00.35%47144.8547144.85
TMF2018-06-132018-07-11$17.31$18.69Long2231.07.96%50220.3250220.32
TMF2018-07-132018-07-18$18.78$18.49Long2189.0-1.56%49579.7549579.75
TMF2018-07-202018-07-24$18.30$17.26Long2185.0-5.72%47290.3247290.32
TMF2018-07-252018-07-26$17.56$17.44Long2219.0-0.65%47038.9647038.96
TMF2018-07-272018-08-02$17.47$17.06Long2184.0-2.38%46131.8546131.85
TMF2018-08-032018-08-06$17.12$17.43Long2190.01.82%46814.0546814.05
TMF2018-08-082018-08-09$17.07$17.29Long2203.01.33%47313.1447313.14
TMF2018-09-042018-09-06$17.67$17.59Long2079.0-0.48%47136.5247136.52
TMF2018-09-122018-09-17$17.24$16.86Long2213.0-2.19%46300.9246300.92
TMF2018-09-192018-09-21$16.38$16.27Long2233.0-0.63%46069.0646069.06
TMF2018-09-242018-09-25$16.24$16.14Long2292.0-0.60%45844.9745844.97
TMF2018-09-262018-10-01$16.30$16.28Long2301.0-0.12%45801.3945801.39
TMF2018-12-042019-01-17$16.36$17.82Long2395.08.96%49311.7149311.71
TMF2019-01-222019-01-24$17.80$18.08Long2267.01.55%49937.6049937.60
TMF2019-01-252019-01-28$17.96$17.90Long2237.0-0.32%49809.8249809.82
TMF2019-01-292019-02-25$17.90$18.23Long2254.01.86%50560.8750560.87
TMF2019-02-262019-03-04$18.47$17.47Long2246.0-5.41%48315.7148315.71
TMF2019-03-062019-03-07$17.73$18.07Long2241.01.93%49083.7649083.76
TMF2019-04-042019-04-05$19.39$19.41Long2049.00.10%49122.9249122.92
TMF2019-04-112019-04-16$19.54$18.87Long2017.0-3.42%47774.0347774.03
TMF2019-04-182019-04-23$18.97$18.86Long2072.0-0.60%47536.4847536.48
TMF2019-04-242019-04-25$19.11$19.30Long2041.01.00%47926.4747926.47
TMF2019-04-262019-04-30$19.49$19.00Long2011.0-2.50%46946.6246946.62
TMF2019-06-122019-06-17$22.70$23.23Long1674.02.31%47826.2447826.24
TMF2019-06-192019-06-21$23.47$23.81Long1620.01.42%48367.9348367.93
TMF2019-06-242019-06-25$23.58$23.91Long1645.01.40%48912.5448912.54
TMF2019-06-262019-07-11$23.88$23.16Long1657.0-3.01%47722.0947722.09
TMF2019-07-152019-07-18$22.71$23.24Long1725.02.32%48630.9148630.91
TMF2019-07-222019-07-24$23.72$23.24Long1694.0-2.02%47819.5647819.56
TMF2019-08-222019-09-10$30.28$29.53Long1259.0-2.47%46878.8646878.86
TMF2019-09-122019-09-16$28.67$26.47Long1355.0-7.68%9512.4244154.81
TMF2019-09-162019-09-17$26.47$26.73Long1299.00.98%44229.4744229.47
TMF2019-09-192019-09-23$28.11$29.02Long1295.03.24%45407.9545407.95
TMF2019-09-242019-09-30$29.09$28.69Long1267.0-1.39%44897.2444897.24
TMF2019-10-152019-10-18$28.03$27.46Long1277.0-2.05%44161.8844161.88
TMF2019-10-222019-10-24$27.18$27.32Long1338.00.53%44354.5044354.50
TMF2019-10-252019-10-28$27.24$26.09Long1314.0-4.23%42841.1842841.18
TMF2019-10-292019-11-01$26.15$28.02Long1330.07.16%45330.2745330.27
TMF2019-11-122019-11-15$24.79$26.00Long1475.04.88%47113.9447113.94
TMF2019-12-122019-12-17$26.94$26.30Long1412.0-2.39%46205.9946205.99
TMF2019-12-192019-12-23$25.17$25.63Long1450.01.79%46860.6646860.66
TMF2019-12-242019-12-26$25.08$25.64Long1481.02.22%47686.6247686.62
TMF2019-12-272020-01-03$25.94$26.37Long1506.01.63%48323.7848323.78
TMF2020-02-112020-02-14$30.01$30.10Long1290.00.29%48435.4248435.42
TMF2020-02-192020-03-11$30.30$43.75Long1287.044.40%65748.3665748.36
TMF2020-03-132020-03-18$36.01$33.07Long1350.0-8.17%61776.1761776.17
TMF2020-03-202020-03-24$33.05$38.51Long1719.016.52%71160.1971160.19
TMF2020-03-252020-03-26$39.95$39.92Long1496.0-0.07%71116.9371116.93
TMF2020-03-272020-04-01$40.92$43.20Long1442.05.58%74411.0874411.08
TMF2020-04-142020-04-17$39.86$44.05Long1496.010.52%80683.7480683.74
TMF2020-04-212020-05-04$45.86$42.34Long1517.0-7.67%75346.5975346.59
TMF2020-05-052020-05-06$40.81$39.06Long1441.0-4.30%72818.6672818.66
TMF2020-05-122020-05-15$38.95$42.73Long1501.09.70%78490.1578490.15
TMF2020-05-192020-05-21$38.36$40.00Long1582.04.27%81082.4581082.45
TMF2020-05-282020-06-02$37.95$37.91Long1703.0-0.10%81016.7981016.79
TMF2020-06-052020-06-08$33.01$33.36Long1828.01.05%81651.1181651.11
TMF2020-07-232020-07-24$42.86$42.85Long1560.0-0.02%81636.0881636.08
TMF2020-07-272020-07-28$43.87$43.33Long1543.0-1.23%80803.1980803.19
TMF2020-07-292020-07-30$43.64$44.44Long1510.01.83%82011.2482011.24
TMF2020-07-312020-08-04$43.79$44.37Long1494.01.32%82875.2882875.28
TMF2020-08-062020-08-10$44.81$43.88Long1532.0-2.09%81442.8981442.89
TMF2020-08-132020-08-18$40.19$39.42Long1632.0-1.92%80184.4380184.43
TMF2020-08-202020-08-24$40.15$40.81Long1617.01.66%81259.8881259.88
TMF2020-08-252020-08-26$39.38$39.14Long1612.0-0.59%80886.9780886.97
TMF2020-08-312020-09-02$37.37$38.78Long1745.03.77%83342.6983342.69
TMF2020-10-072020-10-08$35.96$36.25Long1881.00.80%83886.6183886.61
TMF2020-10-142020-10-15$37.84$38.38Long1831.01.43%84874.9584874.95
TMF2020-10-262020-10-27$35.61$36.39Long2015.02.19%86448.1886448.18
TMF2020-12-072020-12-08$33.58$34.36Long2110.02.32%88095.5788095.57
TMF2020-12-292020-12-30$33.62$33.95Long2120.00.96%88782.9888782.98
TMF2021-01-122021-01-15$30.09$30.88Long2378.02.65%90675.5890675.58
TMF2021-02-092021-02-11$29.14$29.40Long2566.00.88%91331.1191331.11
TMF2021-02-242021-03-01$23.67$24.29Long2986.02.62%93179.4993179.49
TMF2021-04-292021-05-04$22.50$23.62Long3269.04.98%96843.6096843.60
TMF2021-05-052021-05-06$23.38$23.51Long3321.00.55%97268.0997268.09
TMF2021-05-122021-05-17$22.21$22.25Long3500.00.18%97405.7497405.74
TMF2021-05-192021-05-21$22.12$22.66Long3576.02.44%99339.5399339.53
TMF2021-05-242021-05-25$22.79$23.13Long3550.01.47%100526.27100526.27
TMF2021-06-242021-07-02$25.60$26.11Long3205.02.00%102165.79102165.79
TMF2021-07-072021-08-10$27.95$27.75Long3076.0-0.70%101560.59101560.59
TMF2021-08-132021-08-18$27.42$28.44Long3048.03.73%104679.02104679.02
TMF2021-08-202021-08-23$29.50$29.30Long2888.0-0.70%104082.39104082.39
TMF2021-08-272021-09-02$28.29$28.80Long3016.01.81%105625.23105625.23
TMF2021-09-072021-09-08$27.64$27.87Long3031.00.82%106311.04106311.04
TMF2021-09-142021-09-15$29.02$29.87Long3011.02.92%108858.44108858.44
TMF2021-09-282021-10-04$25.86$26.12Long3286.01.03%109731.41109731.41
TMF2021-10-062021-10-07$25.91$25.34Long3406.0-2.20%107787.67107787.67
TMF2021-11-182021-11-22$26.68$27.45Long3366.02.88%110370.97110370.97
TMF2021-11-232021-11-24$26.61$26.07Long3256.0-2.00%108640.97108640.97
TMF2021-11-262021-12-13$28.16$29.05Long3374.03.14%111628.79111628.79
TMF2021-12-142021-12-17$29.00$29.12Long3112.00.44%112026.86112026.86
TMF2021-12-212021-12-28$27.80$28.57Long3095.02.76%114402.30114402.30
TMF2021-12-292022-01-04$27.10$25.21Long3244.0-6.97%108273.55108273.55
TMF2022-01-052022-01-06$25.48$24.67Long3478.0-3.17%105467.25105467.25
TMF2022-01-122022-01-18$25.35$23.80Long3443.0-6.09%100148.29100148.29
TMF2022-02-112022-02-14$21.75$21.84Long3665.00.45%100508.92100508.92
TMF2022-02-162022-02-17$21.25$21.49Long3853.01.11%101418.83101418.83
TMF2022-03-152022-03-18$19.65$19.55Long4182.0-0.50%101007.32101007.32
TMF2022-03-222022-03-24$17.93$18.19Long4297.01.43%102107.58102107.58
TMF2022-04-132022-04-18$15.56$14.69Long5184.0-5.57%97614.9297614.92
TMF2022-04-202022-04-22$14.48$14.39Long5610.0-0.61%97117.6997117.69
TMF2022-06-132022-06-16$11.40$10.46Long6385.0-8.29%91081.1491081.14
TMF2022-08-082022-08-09$13.19$13.20Long5684.00.15%91193.3391193.33
TMF2022-08-152022-08-18$12.68$12.24Long6006.0-3.50%88525.9888525.98
TMF2022-08-222022-08-24$11.55$11.13Long6141.0-3.63%85950.2085950.20
TMF2022-08-252022-08-26$11.09$11.35Long6253.02.31%87554.7187554.71
TMF2022-08-292022-09-02$11.55$10.66Long6248.0-7.69%82005.0682005.06
TMF2022-09-072022-09-08$10.19$10.33Long6397.01.31%82857.3682857.36
TMF2022-09-142022-09-15$9.92$10.05Long6953.01.29%83749.4383749.43
TMF2022-12-132022-12-21$9.97$8.76Long7016.0-12.13%13870.8574003.27
TMF2022-12-212022-12-22$8.76$8.62Long7004.0-1.70%74212.5474212.54
TMF2022-12-232022-12-27$8.33$7.79Long6977.0-6.52%70425.3270425.32
TMF2022-12-282023-01-04$7.84$8.44Long7324.07.62%74802.1074802.10
TMF2023-01-052023-01-06$8.10$8.30Long7182.02.45%76225.5976225.59
TMF2023-01-272023-02-03$9.04$9.22Long6651.01.98%77417.9777417.97
TMF2023-02-092023-02-14$9.13$8.54Long7130.0-6.54%73157.1373157.13
TMF2023-02-162023-02-21$8.01$7.76Long7066.0-3.11%71397.7171397.71
TMF2023-02-222023-02-23$7.75$7.87Long7453.01.55%72293.6872293.68
TMF2023-02-242023-03-02$7.80$7.33Long7442.0-6.00%68809.9668809.96
TMF2023-03-032023-03-06$7.74$8.03Long7603.03.80%71043.8671043.86

Signals

StrategyRatioSizeTickerDateStateTypeProfitTick
CtiTMF0.900.82TMF2023-03-29Buy@NextOpenLong0.00%EOD